Scribd
Upload
159 views29 pages

Introduction To GAMSPy in Python

Uploaded by

Upal Mazumder
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
159 views29 pages

Introduction To GAMSPy in Python

Uploaded by

Upal Mazumder
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 29

Introduction to GAMSPy in Python

A Transportation Problem

https://gamspy.readthedocs.io/en/latest/user/index.html
A Transportation Problem:
How can we optimize the shipment quantities between each plant and market to minimize the total transport cost?
What is GAMSPy?
• GAMSPy combines the high-performance GAMS (General Algebraic Modeling System) execution system with the
flexible Python language, creating a powerful mathematical optimization package.
• It acts as a bridge between the expressive Python language and the robust GAMS system, allowing you to create
complex mathematical models effortlessly.
• GAMSPy is able to generate mathematical models instead of model instances. Especially for complex models with
many variables and equations, a model instance can become hard to manage. Therefore, GAMSPy leverages the idea
of a standalone, data independent, and indexed representation of a mathematical model which is very close to the
original mathematical algebraic formulation.
!pip install gamspy
import gamspy

print(gamspy.utils.getInstalledSolvers())
print(gamspy.utils.getAvailableSolvers())

['CONOPT', 'CONVERT', 'CPLEX', 'NLPEC', 'PATH', 'SBB’]

['BARON', 'CBC', 'CONOPT', 'CONOPT3', 'CONVERT', 'COPT',


'CPLEX', 'DICOPT', 'GUROBI', 'HIGHS', 'IPOPT', 'IPOPTH',
'KNITRO', 'MINOS', 'MOSEK', 'MPSGE', 'NLPEC', 'PATH',
'SBB', 'SCIP', 'SHOT', 'SNOPT', 'XPRESS']
Data:
• Before we dive into the optimization process, let’s handle our data
using the Pandas library.
• We’ll begin by organizing the necessary information, which we will
subsequently feed into our optimization model.
Data:
• Before we dive into the optimization process, let’s handle our data
using the Pandas library.
• We’ll begin by organizing the necessary information, which we will
subsequently feed into our optimization model.

import pandas as pd
Data:
Data:
Data:
Symbol Declaration:
• In line with our systematic breakdown of the transportation problem into
sets, parameters, variables, and constraints, we will adopt a similar
approach to define the problem as a GAMSPy `Model`.
• To do so, it is essential to import the `gamspy` library initially.

from gamspy import Container, Set,


Parameter, Variable, Equation,
Model, Sum, Sense, Problem, Options
Container:
• Create a `Container` to encapsulate all the relevant information for
our GAMSPy `Model`.
• This `Container` acts as a centralized hub, gathering essential data,
sets, parameters, variables, and constraints, providing a clear structure
for our optimization problem.

m = Container()
Sets:
• Sets serve as the fundamental building blocks of a GAMSPy `Model`, directly corresponding to the
indices in the algebraic representations of models.
• In our transportation problem context, we have defined the following indices:
• I = Plants
• j = Markets

• i = Set(container=m, name="i",
description="plants", records=capacities.index)

• j = Set(container=m, name="j",
description="markets", records=demands.index)
Sets:
Parameters:
• Declaring parameters involves using `Parameter`. Each parameter
is assigned a name and a description.
• Note that parameter `aᵢ` is indexed by `i`.
• To accommodate these indices, we include the `domain` attribute,
pointing to the corresponding set.
Parameters:
Parameters:
Parameters:
Parameters:
Variables:
• GAMSPy variables are declared using `Variable`. Each
`Variable` is assigned a name, a domain if necessary, a type, and,
optionally, a description.
Equations:
• A GAMSPy `Equation` must be declared and defined in two separate
statements.
• The format of the declaration is the same as for other GAMSPy symbols.
• First comes the keyword, `Equation` in this case, followed by the name,
domain and text.
• The transportation problem has two constraints:
• Supply: observe supply limit at plant `i`: `∑ⱼxᵢⱼ≤aᵢ ∀i`
• Demand: satisfy demand at market `j`: `∑ᵢxᵢⱼ≥bⱼ ∀j`
Equations:
Objective:
• The objective function of a GAMSPy Model does not require a
separate `Equation` declaration.
• You can assign the objective expression to a Python variable or use it
directly in the `Model()` statement.
Model:
• A GAMSPy `Model()` consolidates constraints, an objective function, a sense
(minimize, maximize, and feasibility), and a problem type.
• It also possesses a name and is associated with a `Container`.
• To define our transportation problem as a GAMSPy `Model`, we assign it to a Python
variable, link it to our `Container` (populated with symbols and data), name it
“transport”, specify the equations, set the problem type as linear program (LP),
specify the sense of the objective function (`Sense.MIN`), and point to the objective
expression.
• GAMSPy allows two alternatives to assign equations to a `Model`:
1. Using a list of equations,
2. Retrieving all equations by calling `m.getEquations()`.
Model:
Solve:
• Upon defining the GAMSPy `Model`, it’s ready for being solved.
• The `solve()` statement triggers the generation of the specific model instance,
creates suitable data structures for the solver, and invokes the solver.
• To view solver output in the console, the `sys` library can be used, passing the
`output=sys.stdout` attribute to `transport.solve()`.

• iteration_limit  Iteration limit of solver


• job_time_limit  Elapsed time limit in
seconds
• time_limit  Wall-clock time limit for solver
Retrieving Results:
• Variable Values: • Objective Value:
• The values of the variables in the solution can be retrieved • The optimal objective function value can be accessed
using using `<variable name>.records`. by `<model name>.objective_value`.
• The level specifies the shipment quantities `xᵢⱼ`.
• Other variable attributes are the marginal values, lower and
upper bounds, and the variable’s scaling factor.
Solve using NEOS OPTIMIZATION SERVER:
Thank you!

You might also like