GAMS — The Solver Manuals - Available Software

SNOPT 529
3.2 Advanced basis
GAMS automatically passes on level values and basis information from one solve to the next. Thus, when we have
two solve statements in a row, with just a few changes in between SNOPT will typically need very few iterations
to find an optimal solution in the second solve. For instance, when we add a second solve to the fawley.gms
model from the model library:
Model exxon /all/;
...
Solve exxon maximizing profit using lp;
Solve exxon maximizing profit using lp;
we observe the following iteration counts:
S O L V E
S U M M A R Y
MODEL exxon OBJECTIVE profit
TYPE LP DIRECTION MAXIMIZE
SOLVER SNOPT FROM LINE 278
**** SOLVER STATUS 1 NORMAL COMPLETION
**** MODEL STATUS 1 OPTIMAL
**** OBJECTIVE VALUE 2899.2528
RESOURCE USAGE, LIMIT 0.016 1000.000
ITERATION COUNT, LIMIT 24 10000
.....
S O L V E
S U M M A R Y
MODEL exxon OBJECTIVE profit
TYPE LP DIRECTION MAXIMIZE
SOLVER SNOPT FROM LINE 279
**** SOLVER STATUS 1 NORMAL COMPLETION
**** MODEL STATUS 1 OPTIMAL
**** OBJECTIVE VALUE 2899.2528
RESOURCE USAGE, LIMIT 0.000 1000.000
ITERATION COUNT, LIMIT 0 10000
The first solve takes 24 iterations, while the second solve needs exactly zero iterations.
Basis information is passed on using the marginals of the variables and equations. In general the rule is:
X.M = 0
X.M ≠ 0
basic
nonbasic if level value is at bound, superbasic otherwise
A marginal value of EPS means that the numerical value of the marginal is zero, but that the status is nonbasic
or superbasic. The user can specify a basis by assigning zero or nonzero values to the .M values. It is further
noted that if too many .M values are zero, the basis is rejected. This happens for instance when two subsequent
models are too different. This decision is made based on the value of the bratio option (see §4.1).