GAMS — The Solver Manuals - Available Software

MINOS 359
of each major iteration.
(Default = 1 or 100)
Superbasics limit i
This places a limit on the storage allocated for superbasic variables. Ideally, i should be set slightly larger
than the number of degrees of freedom expected at an optimal solution.
For linear problems, an optimum is normally a basic solution with no degrees of freedom. (The number of
variables lying strictly between their bounds is not more than m, the number of general constraints.) The
default value of i is therefore 1.
For nonlinear problems, the number of degrees of freedom is often called the number of independent variables.
Normally, i need not be greater than n 1 + 1, where n 1 is the number of nonlinear variables.
For many problems, i may be considerably smaller than n 1 . This will save storage if n 1 is very large.
This parameter also sets the Hessian dimension, unless the latter is specified explicitly (and conversely). If
neither parameter is specified, GAMS chooses values for both, using certain characteristics of the problem.
(Default = Hessian dimension)
Unbounded objective value r
These parameters are intended to detect unboundedness in nonlinear problems. During a line search of the
form
minimize F (x + αp)
α
If |F | exceeds r or if α exceeds r 2 , iterations are terminated with the exit message PROBLEM IS UNBOUNDED
(OR BADLY SCALED).
If singularities are present, unboundedness in F (x) may be manifested by a floating-point overflow (during
the evaluation of F (x + αp), before the test against r 1 can be made.
Unboundedness is x is best avoided by placing finite upper and lower bounds on the variables. See also the
Minor damping parameter.
(Default = 10 20 )
Unbounded step size r
These parameters are intended to detect unboundedness in nonlinear problems. During a line search of the
form
minimize F (x + αp)
α
If α exceeds r, iterations are terminated with the exit message PROBLEM IS UNBOUNDED (OR BADLY SCALED).
If singularities are present, unboundedness in F (x) may be manifested by a floating-point overflow (during
the evaluation of F (x + αp), before the test against r can be made.
Unboundedness is x is best avoided by placing finite upper and lower bounds on the variables. See also the
Minor damping parameter.
(Default = 10 10 )
Verify option i
This option refers to a finite-difference check on the gradients (first derivatives) computed by GAMS for
each nonlinear function. GAMS computes gradients analytically, and the values obtained should normally
be taken as correct.
Gradient verification occurs before the problem is scaled, and before the first basis is factorized. (Hence, it
occurs before the basic variables are set to satisfy the general constraints Ax + s = 0.)
(Default = 0)
Verify option 0
Only a cheap test is performed, requiring three evaluations of the nonlinear objective (if any) and two
evaluations of the nonlinear constraints. Verify No is an equivalent option.
Verify option 1
A more reliable check is made on each component of the objective gradient. Verify objective gradients
is an equivalent option.
Verify option 2
A check is made on each column of the Jacobian matrix associated with the nonlinear constraints.
Verify constraint gradients is an equivalent option.