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– Modeling and Optimization with GAMS Fundamentals –
F171, GAMS Fundamentals Course: March 29 – March 31, 2017, Vienna, Austria
This course helps becoming familiar with GAMS and acquiring the knowledge for using GAMS to model and solve optimization problems. The participants will be thoroughly introduced to mathematical optimization, i.e., modeling and solution algorithms, working with the GAMS IDE, and the available data interfaces. Many exercises help in consolidating the course content. After the course you will be able to map decision problems in business and science to the basic objects of optimization models: indices, data, variables, constraints and objective functions. The course does not require any GAMS knowledge.
The course targets people who wish to
- get an overview of mathematical optimization
- get an overview of GAMS and what one can do with it
- become familiar with the basic concepts of index sets, indices, variables, constraints and objective functions, and how to use these objects in GAMS
- learn how to implement optimization problems in GAMS
- USB-stick with
- the course material
- the example model library used throughout the course including solutions to the exercises
- the latest GAMS system and an unlimited-size temporary license with several solvers
- A printed copy of the course material
- 3-course business lunches as well as coffee breaks with snacks & beverages
The venue is in the historic city center of Vienna, right around the corner of the Wiener Konzerthaus, one of the premier institutions in international musical life:
Hotel am Konzerthaus (MGallery Collection****)
Am Heumarkt 35-37 | 1030 Vienna | Austria
Phone: +43-1-716160 | Fax: +43-1-71616844
Things to Do Before the Course
- Please bring your laptop – the course will be conducted on the participants’ laptops.
- As we will be using the GAMS IDE in the course the laptops need to run Windows; ideally, you will have administration rights on your machine.
- The course software, examples, and presentations will be distributed on USB sticks along with a temporary license for a full GAMS system with several solvers.
- The most recent GAMS system can be downloaded from www.gams.com. At the beginning of the course the demo license can simply be exchanged for the course license.
All course material will be in English. The default course language is English and can be switched to German if (and only if) all participants prefer it.
Course Schedule and Agenda
The following pages give an overview of the curriculum. As there are many hands-on exercises the exact schedule will depend on the number of participants and their interests and will be handled in a somewhat flexible way.
The course will start at 9 am (9:30 am on the first day) and will finish no later than 6 pm on each day (around 4-5 pm on the last day). The lunch breaks will be around 1:00 pm, coffee breaks around 10:30 am and 3:30 pm.
Change and cancellation policy:
(a) Change of name / participant: anytime, no fee.
(b) Refunds for cancellation by participants for any reason incur a fee of (i) 5% of invoice amount if cancelled before March 1, 2017, (ii) 30% of invoice amount if cancelled March 1, 2017 - March 19, 2017. No refunds if cancelled 10 days or less before the course.
(c) In the event of force majeure, including but not limited to illness, Dr. Maindl Consulting’s liability is limited to the invoice amount.
Welcome and Introduction
- Introduction, course agenda and objectives
- Overview and structure of the course material
- Preparing the laptops if necessary
Introduction to Mathematical Optimization
- Optimization models and solution algorithms
- A simple MILP example: vintage cars and trucks
- Algebraic modeling languages and GAMS structure
- A complete GAMS example: the transport model
- Indices, variables, constraints, objective function,
- Solve statement, interpretation of *.log and *.lst files
- The GAMS IDE
- Exercises: the GAMS IDE and the vintage car model
GAMS Language 1: Sets
- Simple sets and multi-dimensional sets
- Subsets and domain checking
- Operations on sets and set elements, conditionals ($ operator)
- Dynamic sets
- Exercise: sets and set operations
- Set attributes
GAMS Language 1: Data Objects
- Scalars, parameters and tables
- Exercise: the vintage car model with sets and parameters
- Operations on scalars and parameters
- Exercise: operations on demand given per day and product
GAMS Language 1: Variables
- Attributes and assignment statements
- Display and variables in *.lst files
- Using the solution value of variables
GAMS Language 1: Equations and Models
- Declaration and definition
- Equation attributes
- Model declaration and attributes
- Solve statement
- Exercise “boat”: model building, implementation & debugging, interpretation
- Solver options
GAMS Language 1: Output Files, Debugging
- Diagnosing and fixing compilation errors
- The .lst File
- Model data and model statistics
- Solve summary and solution report
- Custom output
- Exercise: NLP
GAMS Language 2: Conditional Expressions
- Using the $ symbol in conditional expressions
- Logical operators
- Exercises: modifying the transport problem
GAMS Language 2: Procedural Language Elements
- The if-else, for, loop, repeat, and while statements
- Exercise: complete enumeration (vintage car model)
- Exercise: analyzing the points collected by a soccer team
- Compile time statements $exit, $goto, $label, $if, $ifthen
Energy Industry Example – PSH
- The pumped storage hydroelectricity (PSH) problem
- Exercise: formulate and implement the base model
- Exercise: extend the model in a flexible way
- Exercise: include business constraints requiring MILP modeling
GAMS File I/O: Text File Input
- Feeding data into GAMS
- Reading csv-files ($ondelim, $offdelim)
- Exercise: read the data from the energy example from file
GAMS File I/O: Formatted Text File Output
- Formatted output (with exercises)
- Report generation
- Exercise: formatted output of the results from the energy example
GAMS Data Exchange (GDX)
- GAMS (GDX) basics, inspecting binary data files
- Compile-time and runtime read/write
- The Excel® read/write utility
- Exercise: interface the energy example with Excel®
Optional Exercise: “big M” method
- Energy example: MILP-formulation of a non-linear service contract
Misc. GAMS elements
- String functions
- Command line parameters and compile time commands
- Save and restart
- Comments on modeling practice
- GAMS Resources: GAMSLib, GAMS Utilties, GAMS Web, GAMS WiKi-Support
- Final discussion
The agenda may change slightly!
About the instructor
Thomas I. Maindl earned his PhD in astronomy from the University of Vienna, Austria in 1994. He started his career as an astronomer applying scientific computing to a multitude of challenges before moving on to industry where he held expert and management positions in the chemical and software industries for more than 15 years. During this time he successfully developed, implemented, and deployed optimization-based advanced planning applications with measurable ROI for customers in several industries in Europe, North America, and Asia. A large part of his projects focuses on implementing real cost savings by optimal supply chain planning; other projects involve optimized energy production and trading, applied artificial intelligence (expert systems), optimal chemical formulation and blending, solving assignment problems in the field of education, or developing alternative medical diagnostic methods.
In 2009 he founded Dr. Maindl Consulting (www.dr-maindl.com) offering seminars and training, consulting (business and implementation consulting related to modeling specific business requirements, planning processes, process validation, and selecting the right methodology and the right planning system), and mathematical optimization / operations research services. Dr. Maindl Consulting also offers scientific computing advice focusing on detailed impact simulations of solid bodies including elasto-plastic dynamics, penetration, fragmentation, and merging.
Thomas Maindl wrote the book
Real Optimization with SAP® APO (J. Kallrath and T. I. Maindl, 2006, Springer)
and is the author of numerous research papers on scientific computing. He also teaches logistics, supply chain management, advanced planning, scientific high-performance computing, and astrophysics at universities internationally.
Credits: GAMS is copyrighted by GAMS Development Corp. Microsoft and Excel are either registered trademarks or trademarks of Microsoft Corporation in the United States and/or other countries. SAP is/are the trademark(s) or registered trademark(s) of SAP AG in Germany and in several other countries.
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Dr. Maindl Consulting
Dr. Maindl Consulting enables their customers to achieve real cost savings and increase profit by applying advanced mathematics and optimization methods.
The founder Thomas I. Maindl, PhD has held expert and management positions in the chemical and software industries for over 15 years after finishing his pre- and post-doctoral scientific studies. During this time he successfully developed, implemented, and deployed numerous optimization-based advanced planning applications for customers in the chemical, pharmaceutical, high tech, automotive, energy production and trading, and wood and paper industries in Europe, the USA, and Asia. A large part of these projects focuses on optimal supply chain planning, other projects involve applied artificial intelligence (expert systems), solving assignment problems in the field of education, optimal commission structure, or developing alternative medical diagnostic methods. Dr. Maindl Consulting also offers scientific computing advice focusing on detailed impact simulations of solid bodies including elasto-plastic dynamics, penetration, fragmentation, and merging. Thomas Maindl wrote the book
and is the author of numerous research papers on scientific computing. He also teaches logistics, supply chain management, advanced planning with SAP, scientific high-performance computing, and astrophysics at universities internationally.