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General algebraic modeling system

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500:. In hindsight, one may call it a historic accident that in the 1970s mathematical economists and statisticians were assembled to address problems of development. They used the best techniques available at that time to solve multi-sector economy-wide models and large simulation and optimization models in agriculture, steel, fertilizer, power, water use, and other sectors. Although the group produced impressive research, initial success was difficult to reproduce outside their well functioning research environment. The existing techniques to construct, manipulate, and solve such models required several manual, time-consuming, and error-prone translations into different, problem-specific representations required by each solution method. During seminar presentations, modelers had to defend the existing versions of their models, sometimes quite irrationally, because of time and money considerations. Their models just could not be moved to other environments, because special programming knowledge was needed, and data formats and solution methods were not portable. 582:
Chicago 300 topeka 275 / ; Table d(i,j) distance in thousands of miles new-york Chicago topeka seattle 2.5 1.7 1.8 san-diego 2.5 1.8 1.4  ; Scalar f freight in dollars per case per thousand miles /90/ ; Parameter c(i,j) transport cost in thousands of dollars per case ; c(i,j) = f * d(i,j) / 1000 ; Variables x(i,j) shipment quantities in cases z total transportation costs in thousands of dollars ; Positive Variable x ; Equations cost define objective function supply(i) observe supply limit at plant i demand(j) satisfy demand at market j ; cost .. z =e= sum((i,j), c(i,j)*x(i,j)) ; supply(i) .. sum(j, x(i,j)) =l= a(i) ; demand(j) .. sum(i, x(i,j)) =g= b(j) ; Model transport /all/ ; Solve transport using lp minimizing z ; Display x.l, x.m ;
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Sets i canning plants / seattle, san-diego / j markets / new-york, Chicago, topeka / ; Parameters a(i) capacity of plant i in cases / seattle 350 san-diego 600 / b(j) demand at market j in cases / new-york 325
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had a number of shortcomings: it could not handle large systems, problem representation was tied to an array-type data structure that required address calculations, and the system did not provide access to state-of-the art solution methods. From linear programming, GAMS learned that exploitation of
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as a powerful and elegant framework for solving real life problems in science and engineering. At the same time, these users were frustrated by high costs, skill requirements, and an overall low reliability of applying optimization tools. Most of the system's initiatives and support for new
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Combining multi-dimensional algebraic notation with the relational data model was the obvious answer. Compiler writing techniques were by now widespread, and languages like GAMS could be implemented relatively quickly. However, translating this rigorous mathematical representation into the
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problems. The system is tailored for complex, large-scale modeling applications and allows the user to build large maintainable models that can be adapted to new situations. The system is available for use on various computer platforms. Models are
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is used to provide a sample GAMS model. This model is part of the model library which contains many more complete GAMS models. This problem finds a least cost shipping schedule that meets requirements at markets and supplies at factories.
547:. The resulting system allowed the user to use automatically generated exact first and second order derivatives. This was a pioneering system and an important demonstration of a concept. However, 503:
The idea of an algebraic approach to represent, manipulate, and solve large-scale mathematical models fused old and new paradigms into a consistent and computationally tractable system. Using
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2012 The Winners of the 2012 INFORMS Impact Prize included Alexander Meeraus. The prize was awarded to the originators of the five most important algebraic modeling languages.
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revealed the importance of naming rows and columns in a consistent manner. The connection to the emerging relational data model became evident. Experience using traditional
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combining different solvers. Models are described in concise, human-readable algebraic statements. GAMS is among the most popular input formats for the
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Rutherford, T. F. (1999). "Applied General Equilibrium Modeling with MPSGE as a GAMS Subsystem: An Overview of the Modeling Framework and Syntax".
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2020 Official release of GAMS MIRO (Model Interface with Rapid Orchestration) for deployment of GAMS models as interactive applications
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1988 Alex Meeraus, the initiator of GAMS and founder of GAMS Development Corporation, is awarded INFORMS Computing Society Prize
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The Mathematical Programming System for General Equilibrium analysis (MPSGE) is a language used for formulating and solving
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sparsity was key to solving large problems. Thus, the final piece of the puzzle was the use of sparse data structures.
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2012 The winners of the 2012 Coin OR Cup included Michael Bussieck, Steven Dirkse, & Stefan Vigerske for GAMSlinks
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GAMS’s impetus for development arose from the frustrating experience of a large economic modeling group at the
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2023 Release of GAMSPy, a Python package that allows algebraic modelling in Python, using GAMS as a backend
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1976 GAMS idea is presented at the International Symposium on Mathematical Programming (ISMP), Budapest
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2021 Official release of GAMS Engine, the new solution for running GAMS jobs in cloud environments
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2010 GAMS is awarded the company award of the German Society of Operations Research (GOR)
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that took the ideas of chemical engineers to compute point derivatives that were exact
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development arose in response to problems in the fields of economics, finance, and
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at a given point, and to embed them in a consistent, Fortran-style calculus
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2022 Official release of GAMS Engine SaaS, the hosted version of GAMS Engine
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2019 End of support for Win7, moved 32 bit Windows to peripheral platforms
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2010 End of support for Mac PowerPC / Dec Alpha / SGI IRIX / HP-9000/HP-UX
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2005 Support for 64 bit PC Operating systems (Mac PowerPC / Linux / Win)
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to manage those name spaces naturally lead one to think in terms of
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The driving forces behind the development of GAMS were the users of
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economic equilibrium models and exists as a subsystem within GAMS.
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2012 Introduction of Object Oriented API for .NET, Java, and Python
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2019 GAMS MIRO - Model Interface with Rapid Orchestration (Beta)
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2002 GAMS is listed in OR/MS 50th Anniversary list of milestones
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2014 Local search solver LocalSolver added to solver portfolio
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1991 Mixed Integer Non-Linear Programs capability (DICOPT)
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2020 Introduction of demo and community licensing scheme
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2014 End of support for 32 bit Linux and 32 bit Solaris
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algorithm-specific format required the computation of
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2017 Introduction of "Core" and "Peripheral" platforms
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2015 LaTeX documentation from GAMS source (Model2TeX)
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R E Rosenthal (1988). "Chapter 2: A GAMS Tutorial".
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2024 Purchase of CONOPT non-linear Solver IP by GAMS
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2011 End of support for Win95 / 98 / ME, and Win2000
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2009 GAMS supports extended mathematical programs (
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GAMS is designed for modeling and solving 684:Toward a General Algebraic Modelling System 311:2001 GAMS Data Exchange (GDX) is introduced 839: 825: 756: 402:2012 End of support for 32 bit on Mac OS X 305:2000 End of support for DOS & Win 3.11 714: 652: 450:2019 Altered versioning scheme to XX.Y.Z 411:2013 GDXRRW interface between GAMS and R 405:2013 Support for distributed MIP (Cplex) 331:2004 Quality assurance initiative starts 604:Extended Mathematical Programming (EMP) 559:in column one are treated as comments. 171:fourth-generation programming languages 14: 1675: 441:2018 End of support for x86-64 Solaris 258:1987 GAMS becomes a commercial product 820: 531:on very large systems. In the 1970s, 285:1996 European branch opens in Germany 27:Type of mathematical modeling system 1661:Comparison of optimization software 356:2007 Support for Solaris on Sparc64 24: 1688:Mathematical optimization software 848:Mathematical optimization software 308:2000 GAMS World initiative started 300:Integrated development environment 175:integrated development environment 25: 1699: 788: 562: 131:general algebraic modeling system 94:Algebraic Modeling Language (AML) 18:General Algebraic Modeling System 359:2008 Support for 32 and 64 bit 346:2007 GAMS supports open-source 750: 735: 694: 675: 646: 622: 567:A transportation problem from 423:2015 End of support for Win XP 298:1999 Introduction of the GAMS 278:mixed complementarity problems 162:from one platform to another. 13: 1: 1654:List of optimization software 715:Rosenthal, Richard E (2007). 616: 585: 475: 261:1988 First PC System (16 bit) 251:1979 Phase II: GAMS supports 795:GAMS Development Corporation 659:in Mathematical Optimization 367:Amazon Elastic Compute Cloud 340:2006 GAMS supports parallel 244:1978 Phase I: GAMS supports 56:47.2.0 / 1 July 2024 41:GAMS Development Corporation 7: 597: 468:2024 ISO27001 certification 365:2009 GAMS available on the 235: 167:algebraic modeling language 10: 1704: 535:developed a system called 429:2017 EmbeddedCode Facility 295:capability (OSL/SE, DECIS) 288:1998 32 bit native Windows 155:mixed-integer optimization 1648: 1599: 1551: 1432: 1403: 1339: 1250: 1146: 999: 990: 885: 854: 143:mathematical optimization 111: 99: 87: 75: 71: 49: 45: 35: 1683:Computer algebra systems 653:Kallrath, Josef (2004). 482:mathematical programming 426:2016 New Management Team 267:1990 32 bit Dos Extender 771:10.1023/A:1008655831209 759:Computational Economics 555:Lines starting with an 438:2018 GAMS Studio (Beta) 195:COPT Cardinal Optimizer 293:Stochastic programming 718:GAMS — A user's guide 513:programming languages 253:nonlinear programming 744:GAMS: A User's Guide 491:chemical engineering 529:partial derivatives 326:Global optimization 276:1994 GAMS supports 173:. GAMS contains an 165:GAMS was the first 58: (2 months ago) 32: 800:GAMS Software GmbH 505:generator matrices 246:linear programming 230:management science 137:) is a high-level 30: 1670: 1669: 1644: 1643: 668:978-1-4613-7945-4 630:"47 Distribution" 545:modeling language 319:Conic programming 193:solvers, CONOPT, 127: 126: 16:(Redirected from 1695: 1543:Xpress NonLinear 1478:Gurobi Optimizer 1395:Xpress Optimizer 1360:Gurobi Optimizer 1331:Xpress NonLinear 1326:Xpress Optimizer 1281:Gurobi Optimizer 1242:Xpress Optimizer 1197:Gurobi Optimizer 1138:Xpress Optimizer 1068:Gurobi Optimizer 997: 996: 841: 834: 827: 818: 817: 783: 782: 754: 748: 747: 739: 733: 732: 730: 729: 723: 712: 706: 705: 698: 692: 691: 689: 679: 673: 672: 650: 644: 643: 641: 640: 626: 558: 484:who believed in 222:hybrid algorithm 123: 120: 118: 66: 64: 59: 33: 29: 21: 1703: 1702: 1698: 1697: 1696: 1694: 1693: 1692: 1673: 1672: 1671: 1666: 1640: 1595: 1591:Octeract Engine 1547: 1533:Octeract Engine 1473:Galahad library 1428: 1399: 1335: 1321:Octeract Engine 1246: 1232:Octeract Engine 1142: 1128:Octeract Engine 986: 881: 850: 845: 814: 791: 786: 755: 751: 740: 736: 727: 725: 721: 713: 709: 700: 699: 695: 687: 681: 680: 676: 669: 651: 647: 638: 636: 628: 627: 623: 619: 600: 588: 583: 565: 556: 509:linear programs 478: 238: 115: 67: 62: 60: 57: 28: 23: 22: 15: 12: 11: 5: 1701: 1691: 1690: 1685: 1668: 1667: 1665: 1664: 1657: 1649: 1646: 1645: 1642: 1641: 1639: 1638: 1633: 1628: 1623: 1618: 1612: 1609: 1605: 1603: 1597: 1596: 1594: 1593: 1588: 1583: 1578: 1573: 1568: 1563: 1557: 1555: 1549: 1548: 1546: 1545: 1540: 1535: 1530: 1525: 1520: 1515: 1510: 1505: 1500: 1495: 1490: 1485: 1480: 1475: 1470: 1465: 1460: 1458:Artelys Knitro 1455: 1450: 1445: 1439: 1437: 1430: 1429: 1427: 1426: 1421: 1416: 1410: 1408: 1401: 1400: 1398: 1397: 1392: 1387: 1382: 1377: 1372: 1367: 1362: 1357: 1352: 1350:Artelys Knitro 1346: 1344: 1337: 1336: 1334: 1333: 1328: 1323: 1318: 1313: 1308: 1303: 1298: 1293: 1288: 1283: 1278: 1273: 1271:Artelys Knitro 1268: 1263: 1257: 1255: 1248: 1247: 1245: 1244: 1239: 1234: 1229: 1224: 1219: 1214: 1209: 1204: 1199: 1194: 1189: 1184: 1179: 1174: 1169: 1167:Artelys Knitro 1164: 1159: 1153: 1151: 1144: 1143: 1141: 1140: 1135: 1130: 1125: 1120: 1115: 1110: 1105: 1100: 1095: 1090: 1085: 1080: 1075: 1070: 1065: 1060: 1055: 1050: 1045: 1040: 1035: 1030: 1025: 1023:Artelys Knitro 1020: 1015: 1009: 1007: 994: 988: 987: 985: 984: 979: 974: 969: 964: 959: 954: 949: 944: 939: 934: 929: 924: 919: 914: 908: 903: 898: 892: 890: 883: 882: 880: 879: 874: 869: 864: 858: 856: 852: 851: 844: 843: 836: 829: 821: 812: 811: 807: 802: 797: 790: 789:External links 787: 785: 784: 749: 734: 707: 693: 674: 667: 645: 620: 618: 615: 614: 613: 607: 599: 596: 587: 584: 580: 569:George Dantzig 564: 563:A sample model 561: 477: 474: 473: 472: 469: 466: 463: 460: 457: 454: 451: 448: 445: 442: 439: 436: 433: 430: 427: 424: 421: 418: 415: 412: 409: 406: 403: 400: 397: 394: 391: 388: 385: 382: 379: 376: 369: 363: 357: 354: 344: 342:grid computing 338: 335: 332: 329: 322: 315: 312: 309: 306: 303: 296: 289: 286: 283: 280: 274: 271: 268: 265: 262: 259: 256: 249: 242: 237: 234: 181:. 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Retrieved 633: 624: 610:GNU MathProg 592:Arrow–Debreu 589: 574: 566: 554: 525: 502: 495: 486:optimization 479: 432:2017 C++ API 219: 164: 134: 130: 128: 37:Developer(s) 1626:Mathematica 1576:Mathematica 1414:Mathematica 1375:Mathematica 1296:Mathematica 1212:Mathematica 1093:Mathematica 1063:GLPK/GLPSOL 947:Mathematica 862:Mathematica 541:derivatives 226:NEOS Server 141:system for 106:Proprietary 1677:Categories 805:GAMS World 728:2020-12-20 639:2024-07-03 617:References 586:Subsystems 498:World Bank 476:Background 201:, DICOPT, 63:2024-07-01 906:APMonitor 657:Languages 655:Modeling 151:nonlinear 1561:ANTIGONE 1453:ANTIGONE 1343:, MISOCP 1266:ANTIGONE 1162:ANTIGONE 1133:SYMPHONY 1083:Lp_solve 1018:ANTIGONE 952:MiniZinc 887:Modeling 779:60954697 634:gams.com 598:See also 361:Mac OS X 321:is added 236:Timeline 160:portable 139:modeling 77:Platform 1571:Couenne 1468:Couenne 1436:, MINLP 1407:, MISDP 1254:, MIQCP 992:Solvers 911:ECLiPSe 576:Dantzig 352:COIN-OR 348:solvers 328:in GAMS 191:COIN-OR 183:solvers 179:solvers 112:Website 101:License 61: ( 1621:Gecode 1513:NLPQLP 1498:MIDACO 1187:FortMP 1150:, MIQP 1123:SoPlex 1048:FortMP 972:TOMLAB 957:OptimJ 777:  665:  521:tuples 215:XPRESS 213:, and 153:, and 147:linear 1631:JaCoP 1615:CPLEX 1611:Comet 1581:LINDO 1566:BARON 1538:WORHP 1528:SNOPT 1518:NPSOL 1503:MINOS 1488:LINDO 1483:IPOPT 1463:BARON 1448:APOPT 1419:MOSEK 1380:MOSEK 1365:LINDO 1355:CPLEX 1306:MOSEK 1301:MINOS 1291:LINDO 1286:IPOPT 1276:CPLEX 1261:APOPT 1222:MOSEK 1217:MINOS 1207:LINDO 1202:IPOPT 1192:HiGHS 1182:CPLEX 1157:APOPT 1108:MOSEK 1103:MINTO 1098:MINOS 1078:LINDO 1073:HiGHS 1043:CPLEX 1013:APOPT 982:ZIMPL 967:Pyomo 937:LINDO 917:Gekko 896:AIMMS 889:tools 775:S2CID 722:(PDF) 688:(PDF) 549:PROSE 537:PROSE 350:from 324:2003 317:2003 302:(IDE) 291:1998 211:SNOPT 207:MOSEK 203:IPOPT 199:CPLEX 187:BARON 119:.gams 1586:SCIP 1523:SCIP 1493:LOQO 1390:SCIP 1370:LOQO 1341:SOCP 1316:SCIP 1237:SCIP 1118:SCIP 1088:LOQO 1058:GLOP 1005:MILP 962:PuLP 932:JuMP 922:GAMS 913:-CLP 901:AMPL 663:ISBN 519:and 517:sets 507:for 185:are 135:GAMS 129:The 121:.com 89:Type 31:GAMS 1508:NAG 1443:AOA 1434:NLP 1424:NAG 1405:SDP 1385:NAG 1311:NAG 1252:QCP 1227:NAG 1177:CLP 1172:CBC 1113:NAG 1053:GCG 1038:CBC 1033:CLP 1028:BCP 942:OPL 877:sol 867:MPS 767:doi 533:TRW 373:EMP 117:www 1679:: 1601:CP 1553:GO 1148:QP 1003:, 1001:LP 872:nl 773:. 763:14 761:. 632:. 217:. 209:, 205:, 197:, 189:, 149:, 840:e 833:t 826:v 781:. 769:: 731:. 704:. 671:. 642:. 557:* 375:) 255:. 133:( 65:) 20:)

Index

General Algebraic Modeling System
Developer(s)
Stable release
Platform
Cross-platform
Type
Algebraic Modeling Language (AML)
License
Proprietary
www.gams.com
modeling
mathematical optimization
linear
nonlinear
mixed-integer optimization
portable
algebraic modeling language
fourth-generation programming languages
integrated development environment
solvers
solvers
BARON
COIN-OR
COPT Cardinal Optimizer
CPLEX
IPOPT
MOSEK
SNOPT
XPRESS
hybrid algorithm

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