Recent enhancements in - Gams
Recent enhancements in - Gams
Recent enhancements in - Gams
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Programm<strong>in</strong>g Language with GMO<br />
• Populated GMO object (e.g. by GAMS)<br />
• GMO API to allow modification and alteration of bounds,<br />
rhs, “modifiable” parameters (NL expression evaluation)<br />
• GMO/GEV (GAMS Environment Object) based solver<br />
l<strong>in</strong>ks<br />
• Various programm<strong>in</strong>g languages (Python, Java, …)<br />
Alternative way to implement decomposition, and<br />
other algorithmic ideas based on MP models<br />
• Examples:<br />
– TSP (subtour elim<strong>in</strong>ation constra<strong>in</strong>t generation)<br />
– Markowitz portfolio optimization
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