Introduction to GAMS

Ignacio E. Grossmann
Department of Chemical Engineering
Carnegie. Mellon University
Pittsburgh, PA 15213
GAMS is a modelling system for optimisation that provides an interface with a variety of
different algorithms. Models are supplied by the user to GAMS in an input file in the
form of algebraic equations using a higher level language. GAM then compiles the model
and interfaces automatically with a solver (i.e. optimising algorithm). The compiled
model as well as the solution found by the solver are then reported back to the user
through an output file. The simple diagram below illustrates this process.
Input file
Model

GAMS
Compilatio
n of Model

Output file
Results

Optimisation
solver
The conventions for naming the extension of the files are as follows:
Input file:

Filename.gms

Output file:

Filename.lst (on PC and UNIX); Filename.lis (on VMS)

In order to compile and execute the input file, the command is simply:
GAMS filename
The GAMS input file is in general organised into the following sections:
(1) Specification of indices and data
(2) Listing of names and types of variables and equations (constraints and objective function)
(3) Definition of the equations (constraints and objective function)

(4) Specification of bounds, initial values and special options.

(5) Call to the optimisation solver.
The format of the input files is not rigid (although the syntax is) as the reader will
verify with the GAMS listing provided in this case study. Also, there is a rather large
number of keywords so as to provide the flexibility for handling simple and complex
models (all in equation form, however, since or procedure cannot be handled).
In order to provide a brief overview of the syntax for the input file in GAMS we
will present two simple example problems. For a detailed description the user should read
GAMS- A Users Guide by Brooke, Kendrick and Meeraus.
Example 1
Consider the following nonlinear programming (NLP) problem that is given in Problem
8.26 in the book Engineering Optimisation by Reklaitis, Ravindran and Ragsdell (1983).
min Z x12 x22 x32
s.t. 1 x21 x3 0

x1 x3 0
x1 x22 x1 x2 4 0
0 x1 5

(1)

0 x2 3
0 x3 3

Initial starting point x1 4, x2 2, x3 2.

First we should note that the inequality
1 x 21 x3 0

(2)

can actually be arranged in linear form as:

x 2 x3 0

(3)

Using (3) instead of (2) is a much better choice, not only because we avoid the
potential for a division by zero, but also because we obtain a linear constraint which is
easier to handle.
The GAMS input file TEST.gms for the rearranged problem in (1) is given in the
next page.
First note that the $ sign in column 1 is a control directive, the first for specifying
the title, the other two for suppressing some details in the output (e.g. map of symbols).
In general, you will always include these keywords (see also pp. 112-113, GAMS Users
Guide).
The keyword VARIABLES is used to list our variables X1, X2 and X3. Note that Z,
the objective function value must also be included. The keyword POSITIVE
VARIABLES is used to specify the non-negativity of x 1, x2, and x3. The objective
function values should not be included here as in general it might take positive or
negative values. Finally, note that the semicolon (;) must be included to specify the end of
the lists.
Next, the keyword EQUATIONS is for listing the names of constraints and
objective function. The names are arbitrary and here we have selected the names CON1,
CON2, CON3, for the constraints, and OBJ for the objective function.
The actual equations are then defined by first listing the name followed by two
periods. Note that the following syntax must be used for the equality and inequality signs.
=E=

for =

=G=

for

=L=

for
Also note that the basic arithmetic operations are

+, -

addition, subtraction

*, /

multiplication, division

**

exponent
In the objective function we could have expressed the equation as:

OBJ.

Z E X 1 * *2 X 2 * *2 X 3 * *2 ;

However, for illustration purposes, we have used the function SQR, which
performs the square of the variables. Table 6.1 in p. 69 of the Users Guide gives a
complete listing of the standard functions that are available in GAMS.
Next in the input file we specify the upper bounds and initial values. This is done
by adding a subfield to the variables. The format is a period followed by a character, and
they are as follows
.LO

lower bound

.UP

upper bound

.L

level value, meaning actual value.

.M

dual prices, Lagrange or Kuhn-Tucker multipliers.

Note that we do not need to specify lower bounds of zero for X, X 2, X3, because

we used the keyword POSITIVE VARIABLES before. Also, it is not a requirement to

always specify initial values for the variables. If we do not, then GAMS will set them to
the lower bounds. For non-linear problems, however, it is often advisable to supply an
initial guess.
The keyword MODEL is used to name our model and to specify which equations
should be used. In this case we name our model as TEST and specify that all equations be
used.
Next, the OPTION statements are used to suppress output for debugging the
compilation of the equations. Pages 102-106 in the Users Guide give a detailed
explanation of this keyword. Suffice it to say that in most cases you want to use both the
OPTION LIMROW = 0 and OPTION LIMCOL = 0 to avoid long output files.
Finally, we invoke the optimisation algorithm with the SOLVE statement. Here,
the format is as follows.
SOLVE (model name) USING (solver type) MINIMIZING or MAXIMIZING (objective
variable).

* TEST.gms
$TITLE TEST PROBLEM
$OFFSYMXREF
$OFFSYMLIST
* Example from problem 8.26 in "Engineering Optimisation" by
* Reklaitis, Ravindran and Ragsdell (1983)
VARIABLES

X1, X2, X3,

POSITIVE VARIABLES
EQUATIONS

Z ;

X1, X2, X3 ;

CON1, CON2, CON3, OBJ ;

CON1..

X2 - X3 =g= 0;

CON2..

X1 - X3 =g= 0;

CON3..

X1 - X2**2 + X1*X2 - 4 =e= 0 ;

OBJ..

Z =e= SQR (X1) + SQR (X2) + SQR (X3) ;

* Upper Bounds ;
X1.UP = 5 ;
X2.UP = 3 ;
X3.UP = 3 ;
* Initial Point ;
X1.L = 4 ;
X2.L = 2 ;
X3.L = 2 ;
MODEL TEST / ALL / ;

OPTION LIMROW = 0 ;
OPTION LIMCOL = 0 ;
SOLVE TEST USING NLP MINIMIZING Z ;
The main solver types available in GAMS are as follows:
LP

linear programming

NLP

non-linear programming

MIP

mixed-integer linear programming

RMIP

relaxed MILP where the integer variables are treated as continuous

MIDNLP

mixed-integer non-linear programming

The optimisation software that is available in GAMS is as follows for each solver type:
LP

ZOOM, MINOS5.2, SCICONIC*

MIP, RMIP

ZOOM, SCICONIC*

NLP

MINOS5.2, SQP*

MIDNLP

DICOPT++

If we now run GAMS with our input file TEST.gms we obtain the output file
TEST.lst which is shown in the next two pages.
Note that the first part of the output is identical to the input file. NEXT, statistics
on the problem size are reported (e.g. 4 variables: X1, X2, X3, Z ; 4 equations: 3
constraints and objective). The derivative pool refers to the fact that analytical gradients
for the non-linear model have been generated by GAMS.
The solve summary indicates that the optimum has been found (local because it is
NLP) with an objective function value Z = 7.2177. A detailed explanation of the other
output in this section can be found in pp. 117-119 of the Users Guide.
Finally, information on the equations and variables are listed. The column labeled
LEVEL gives the actual values. So for instance X 1 = 2.526, X2 = 0.916, X3 = 0, Z =
7.218. The columns LOWER and UPPER give the lower and upper bounds, while the
column MARGINAL gives the dual process or multipliers. So for instance, the third

constraint has a multiplier of 2.637, as the equation is an active constraint. The first two
constraints have zero multipliers since they are not active at the lower or upper bounds.
More details on the output can be found in pp. 120-121 of the Users Guide.

GAMS Rev 148 x86/MS Windows

09/03/08 10:11:44

Page 1

TEST PROBLEM
Compilation

4
5 * Example from problem 8.26 in "Engineering Optimization" by
6 * Reklaitis, Ravindran and Ragsdell (1983)
7
8 VARIABLES X1, X2, X3,

Z ;

9 POSITIVE VARIABLES X1, X2, X3 ;

10
11 EQUATIONS CON1, CON2, CON3, OBJ ;
12
13 CON1..

X2 - X3 =g= 0 ;

14 CON2..

X1 - X3 =g= 0 ;

15 CON3..

X1 - X2**2 + X1*X2 - 4 =e= 0 ;

16 OBJ..

Z =E= SQR (X1) + SQR (X2) + SQR (X3) ;

17
18 *Upper Bounds ;
19 X1.UP = 5 ;
20 X2.UP = 3 ;
21 X3.UP = 3 ;
22
23 *Initial Point ;
24 X1.L = 4 ;
25 X2.L = 2 ;
26 X3.L = 2 ;
27
28 MODEL TEST / ALL / ;
29

30 OPTION LIMROW = 0 ;
31 OPTION LIMCOL = 0 ;
32
33 SOLVE TEST USING NLP MINIMIZING Z ;

COMPILATION TIME

= 0.000 SECONDS

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AMS Rev 148 x86/MS Windows

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TEST PROBLEM
Model Statistics

SOLVE TEST Using NLP From line 33

MODEL STATISTICS
BLOCKS OF EQUATIONS

SINGLE EQUATIONS

BLOCKS OF VARIABLES

SINGLE VARIABLES

NON ZERO ELEMENTS

10

DERIVATIVE POOL

CODE LENGTH

42

GENERATION TIME

EXECUTION TIME

NON LINEAR N-Z

CONSTANT POOL

16

0.016 SECONDS

0.016 SECONDS

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TEST PROBLEM
Solution Report

SOLVE TEST Using NLP From line 33

SOLVE

S U M M AR Y

MODEL TEST

OBJECTIVE Z

TYPE NLP

DIRECTION MINIMIZE

SOLVER CONOPT

FROM LINE 33

**** SOLVER STATUS

1 NORMAL COMPLETION

**** MODEL STATUS

2 LOCALLY OPTIMAL

**** OBJECTIVE VALUE

7.2177

RESOURCE USAGE, LIMIT

0.031

ITERATION COUNT, LIMIT

11

EVALUATION ERRORS

LOWER

1000.000
10000
0

LEVEL

UPPER

MARGINAL

---- EQU CON1

0.916

+INF

---- EQU CON2

2.526

+INF

---- EQU CON3

4.000

4.000

4.000

2.637

1.000

---- EQU OBJ

.
LOWER

.
LEVEL

UPPER

MARGINAL

---- VAR X1

2.526

5.000

---- VAR X2

0.916

3.000

4.2054E-8

---- VAR X3

3.000

EPS

7.218

+INF

---- VAR Z

-INF

10

**** REPORT SUMMARY :

NONOPT

0 INFEASIBLE
0 UNBOUNDED
0

ERRORS

EXECUTION TIME

USER: J M Chawla

0.000 SECONDS

2 Mb WIN225-148 May 29, 2007

G070921:1723CP-WIN

National Council of Applied Economic Research

DC6648

**** FILE SUMMARY

Input
Output

C:\WINDOWS\gamsdir\learning nlpp.gms
D:\My Documents\gamsdir\projdir\learning nlpp.lst

11

Example 2
Consider the problem of assigning process streams to heat exchangers as
described in pp. 409-410 of the book Optimisation of Chemical Process by Edger and
Himmelblau. The optimisation problem is given by
n

min Z cij xij

i 1 j 1

s.t.

ij

i 1

x
j 1

ij

j 1.......n

i 1......n

xij 0,1

i 1....n,

j 1....n

(4)
which corresponds to the well known assignment problem. Here I represent the index for
the n streams and j the index for the n exchangers. The binary variable xij = 1 if stream I
is assigned to exchanger j, and xij = 0 if it is not. The two equations simply state that
every exchanger j must be assigned to one stream, and every stream I must be assigned to
one exchanger.
The cost Cij of assigning stream I to exchanger j is as follows:
Exchangers
Stream

94

54

68

74

10

88

82

73

88

76

11

74

81

21

We can formulate the above problem in GAMS almost in the form of the
formulation in (4) using index sets. As shown in the output file HEAT.lst in the next page,
the structure of this file is similar to the one of example 1, except mainly for the use
indices. Note that the data are given in terms of SETS and the TABLE. (see pp. 43-47 and
pp. 53-57 in the Users Guide). The elements of a set can be names (A, B, C, D) or

12

numbers. In the latter case we can use the * sign to denote the range (1*4, means 1, 2, 3,
4). For the TABLE there is no need to place the numbers in precise positions; they only
have to be consistent. Data can also be entered using the keywords SCALAR and
PARAMETERS (see p. 53 and pp. 51-53 of the Users Guide). Note that we can specify
xij as a variable with indices, X (I, J); and likewise the two equations ASSI (J) (means for
j = 1, 2, 3, 4), ASSJ (I) (means for I = A, B, C, D). Also, in this case since xij is restricted
to 0-1 values, we use the keyword BINARY VARIABLES. The summation is expressed
in the form of SUM) index of summation, summoned) (see pp.17-18 of Users Guide).
Last, for the input, we have used the OPTION SOLPRINT=OFF statement, so as
to only print the values of the variables xij and the objective Z. This is done with
DISPLAY keyword where we list the level value of the xij (X.L no indices are needed)
and of Z (Z.L). More information on DISPLAY can be found in pp. 143-148 of the Users
Guide. Finally, note that in the SOLVE statement we specify the solver MIP due to the
fact that the xij are binary variables. The solve summary indicates that the optimum
objective function is Z=97. We also note that the solution was obtained from the relaxed
LP. This is nor surprising since it is well known that the assignment problem has a
unimodular matrix and therefore the solutions for the x ij are guaranteed to be 0-1 if we
solve the problem as an LP (you may try this as simple experiment).
Finally, due to the use of the DISPLAY statement the requested variables are
printed. Note that stream A is assigned to exchanger 4, B to 2, C to 3 and D to 1, with a
minimum cost of 97.

13

14

GAMS Rev 148 x86/MS Windows

09/03/08 17:33:33 Page 1

G e n e r a l Al g e b r a i c M o d e l i n g S y s t e m
Compilation

1 *
2 *ASSIGNMENT PROBLEM FOR HEAT EXHCANGES FROM..
3
4 SETS
5

STREAMS

/A, B, C, D /

EXCHANGES

/ 1*4 /

7
8

TABLE c(i,j) COST OF ASSIGNING STREAM i TO EXCHANGER j

9
10

11

94

54

68

12

74

10

88

82

13

73

88

76

14

11

74

81

21

15
16

VARIABLES

X(i, j) ,

17

BINARY VARIABLES

Z ;
X(i,j) ;

18
19

EQUATIONS ASSI(J), ASSJ(I), OBJ ;

20
21

ASSI(J).. SUM (i, X (i, j)) =e= 1 ;

22

ASSJ(I).. SUM (J, X (i, j)) =e= 1

23

OBJ..

Z =e= SUM ((i, j), c (i, j)*X (I, J));

24
25

MODEL HEAT / ALL / ;

26

OPTION LIMROW = 0

;
15

27

OPTION LIMCOL = 0

28

OPTION SOLPRINT = OFF

29
30

SOLVE HEAT USING MIP MINIMIZING Z

COMPILATION TIME

0.000 SECONDS

GAMS Rev 148 x86/MS Windows

3 Mb WIN225-148 May 29, 2007

09/03/08 17:33:33 Page 2

G e n e r a l Al g e b r a i c M o d e l i n g S y s t e m
Model Statistics

SOLVE HEAT Using MIP From line 30

MODEL STATISTICS
BLOCKS OF EQUATIONS

SINGLE EQUATIONS

BLOCKS OF VARIABLES

SINGLE VARIABLES

17

NON ZERO ELEMENTS

GENERATION TIME
EXECUTION TIME

49
=

DISCRETE VARIABLES

0.015 SECONDS
0.015 SECONDS

GAMS Rev 148 x86/MS Windows

16

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G e n e r a l Al g e b r a i c M o d e l i n g S y s t e m
Solution Report

SOLVE HEAT Using MIP From line 30

16

SOLVE

S U M M AR Y

MODEL HEAT

OBJECTIVE Z

TYPE

DIRECTION MINIMIZE

MIP

SOLVER CPLEX

FROM LINE 30

**** SOLVER STATUS

1 NORMAL COMPLETION

**** MODEL STATUS

1 OPTIMAL

**** OBJECTIVE VALUE

97.0000

RESOURCE USAGE, LIMIT

0.062

ITERATION COUNT, LIMIT

1000.000
10000

*** You do not have a license for this solver.

*** Continue to run in demonstration mode.
GAMS/Cplex

Jun 1, 2007 WIN.CP.NA 22.5 034.037.041.VIS For Cplex 10.2

Cplex 10.2.0, GAMS Link 34

Proven optimal solution.
MIP Solution:

97.000000

Final Solve:

97.000000

Best possible:

97.000000

Absolute gap:

0.000000

Relative gap:

0.000000

(7 iterations, 0 nodes)
(0 iterations)

17

---- EQU ASSI

LOWER

LEVEL UPPER

MARGINAL

1.000

1.000

1.000

65.000

1.000

1.000

1.000

1.000

1.000

1.000

1.000

54.000

1.000

1.000

1.000

68.000

---- EQU ASSJ

LOWER

LEVEL

UPPER

MARGINAL

1.000

1.000

1.000

1.000

1.000

1.000

9.000

1.000

1.000

1.000

8.000

1.000

1.000

1.000

-54.000

LOWER
---- EQU OBJ

LEVEL

UPPER

MARGINAL

1.000

---- VAR X
LOWER

LEVEL

UPPER

MARGINAL

A.1

1.000

29.000

A.2

1.000

EPS

A.3

11.000

18

A.4

B.1

B.2

1.000

1.000

1.000

1.000

1.000

B.3

1.000

25.000

B.4

1.000

5.000

C.1

1.000

C.2

1.000

79.000

C.3

1.000

-54.000

C.4

1.000
.

1.000

19

GAMS Rev 121 Windows NT/95/98

09/03/08 20:55:37 PAGE

G e n e r a l Al g e b r a i c M o d e l i n g S y s t e m

VAR X
LOWER

LEVEL

UPPER

MARGINAL

D.1

1.000

1.000

D.2

1.000

127.000

D.3

1.000

81.000

D.4

1.000

7.000

LOWER
---- VAR Z

LEVEL

-INF

97.000

**** REPORT SUMMARY :

EXECUTION TIME

USER: J M Chawla

UPPER

MARGINAL

+INF

NONOPT

INFEASIBLE

UNBOUNDED

0.000 SECONDS

2 Mb WIN225-148 May 29, 2007

G070921:1723CP-WIN

National Council of Applied Economic Research

DC6648

20

**** FILE SUMMARY

Input
Output

D:\Foreign direct inv\Ph.D\Learning of GAMS File\Simple-Example-2.gms

D:\My Documents\gamsdir\projdir\Simple-Example-2.lst

21