Example: Fibonacci example using dynamic sets 09/24/01 10:18:56 PAGE 1 GAMS Rev 121 Linux/Intel 2 3 option limrow = 0, limcol = 0; 4 5 set I / A, B, 1*20 /; 6 set J(I) /1*20/; 7 8 variable x(I), cost; 9 positive variable x; 10 11 equation 12 fibonacci(I) 13 objective; 14 15 * define fibonacci equation only over the set J 16 fibonacci(J(I)).. 17 x(I) =e= (x(I-1)+x(I-2)); 18 objective.. 19 cost =e= sum(I,x(I)); 20 21 x.fx('A') = 1; x.fx('B') = 1; 22 model fib /fibonacci, objective/; 23 solve fib using lp minimizing cost; 24 display x.l; 25 26 * now modify the set J: delete the last two elements. 27 J('19') = no; J('20') = no; 28 29 * after the solve, x('19') and x('20') will be set to their 30 * lower bounds of zero, since they are no longer constrained by 31 * the "fibonacci" constraint. There's no need to change the model - 32 * by changing J we have changed the definition of the "fibonacci" 33 * constraint. 34 35 solve fib using lp minimizing cost; 36 display x.l 37 COMPILATION TIME = 0.000 SECONDS 0.7 Mb LNX200-121 Example: Fibonacci example using dynamic sets 09/24/01 10:18:56 PAGE 3 GAMS Rev 121 Linux/Intel S O L V E S U M M A R Y MODEL fib OBJECTIVE cost TYPE LP DIRECTION MINIMIZE SOLVER CPLEX FROM LINE 23 **** SOLVER STATUS 1 NORMAL COMPLETION **** MODEL STATUS 1 OPTIMAL **** OBJECTIVE VALUE 46367.0000 RESOURCE USAGE, LIMIT 0.000 1000.000 ITERATION COUNT, LIMIT 0 10000 GAMS/Cplex Mar 21, 2001 LNX.CP.CL 20.0 019.019.039.LNX For Cplex 7.0 Cplex 7.0.0, GAMS Link 19 Optimal solution found. Objective : 46367.000000 ---- EQU fibonacci LOWER LEVEL UPPER MARGINAL 1 . . . 17710.0000 2 . . . 10945.0000 3 . . . 6764.0000 4 . . . 4180.0000 5 . . . 2583.0000 6 . . . 1596.0000 7 . . . 986.0000 8 . . . 609.0000 9 . . . 376.0000 10 . . . 232.0000 11 . . . 143.0000 12 . . . 88.0000 13 . . . 54.0000 14 . . . 33.0000 15 . . . 20.0000 16 . . . 12.0000 17 . . . 7.0000 18 . . . 4.0000 19 . . . 2.0000 20 . . . 1.0000 LOWER LEVEL UPPER MARGINAL ---- EQU objective . . . 1.0000 ---- VAR x LOWER LEVEL UPPER MARGINAL A 1.0000 1.0000 1.0000 17711.0000 B 1.0000 1.0000 1.0000 28656.0000 1 . 2.0000 +INF . 2 . 3.0000 +INF . 3 . 5.0000 +INF . 4 . 8.0000 +INF . 5 . 13.0000 +INF . 6 . 21.0000 +INF . 7 . 34.0000 +INF . 8 . 55.0000 +INF . 9 . 89.0000 +INF . 10 . 144.0000 +INF . 11 . 233.0000 +INF . 12 . 377.0000 +INF . 13 . 610.0000 +INF . 14 . 987.0000 +INF . 15 . 1597.0000 +INF . 16 . 2584.0000 +INF . 17 . 4181.0000 +INF . 18 . 6765.0000 +INF . 19 . 10946.0000 +INF . 20 . 17711.0000 +INF . LOWER LEVEL UPPER MARGINAL ---- VAR cost -INF 46367.0000 +INF . **** REPORT SUMMARY : 0 NONOPT 0 INFEASIBLE 0 UNBOUNDED Example: Fibonacci example using dynamic sets 09/24/01 10:18:56 PAGE 6 GAMS Rev 121 Linux/Intel S O L V E S U M M A R Y MODEL fib OBJECTIVE cost TYPE LP DIRECTION MINIMIZE SOLVER CPLEX FROM LINE 35 **** SOLVER STATUS 1 NORMAL COMPLETION **** MODEL STATUS 1 OPTIMAL **** OBJECTIVE VALUE 17710.0000 RESOURCE USAGE, LIMIT 0.010 1000.000 ITERATION COUNT, LIMIT 0 10000 GAMS/Cplex Mar 21, 2001 LNX.CP.CL 20.0 019.019.039.LNX For Cplex 7.0 Cplex 7.0.0, GAMS Link 19 Optimal solution found. Objective : 17710.000000 ---- EQU fibonacci LOWER LEVEL UPPER MARGINAL 1 . . . 6764.0000 2 . . . 4180.0000 3 . . . 2583.0000 4 . . . 1596.0000 5 . . . 986.0000 6 . . . 609.0000 7 . . . 376.0000 8 . . . 232.0000 9 . . . 143.0000 10 . . . 88.0000 11 . . . 54.0000 12 . . . 33.0000 13 . . . 20.0000 14 . . . 12.0000 15 . . . 7.0000 16 . . . 4.0000 17 . . . 2.0000 18 . . . 1.0000 LOWER LEVEL UPPER MARGINAL ---- EQU objective . . . 1.0000 ---- VAR x LOWER LEVEL UPPER MARGINAL A 1.0000 1.0000 1.0000 6765.0000 B 1.0000 1.0000 1.0000 10945.0000 1 . 2.0000 +INF . 2 . 3.0000 +INF . 3 . 5.0000 +INF . 4 . 8.0000 +INF . 5 . 13.0000 +INF . 6 . 21.0000 +INF . 7 . 34.0000 +INF . 8 . 55.0000 +INF . 9 . 89.0000 +INF . 10 . 144.0000 +INF . 11 . 233.0000 +INF . 12 . 377.0000 +INF . 13 . 610.0000 +INF . 14 . 987.0000 +INF . 15 . 1597.0000 +INF . 16 . 2584.0000 +INF . 17 . 4181.0000 +INF . 18 . 6765.0000 +INF . 19 . . +INF 1.0000 20 . . +INF 1.0000 LOWER LEVEL UPPER MARGINAL ---- VAR cost -INF 17710.0000 +INF . **** REPORT SUMMARY : 0 NONOPT 0 INFEASIBLE 0 UNBOUNDED