Monday, May 26, 2008

GAMS/Cplex wish list

Here is my list of features I would like to see added or improved to GAMS/CPLEX:

  • Support for user cuts (redundant constraints that can help the solver)
  • Support for lazy constraints (constraints that are only included when violated)
  • Better language support for piecewise linear expressions
  • Proper language support for indicator constraints
  • Sensitivity analysis results to GDX file
  • Sensitivity analysis for bounds
  • Performance improvement for QP/QCP related models
  • Provide unbounded ray
  • Fixing a number of reported bugs (some of them reported on in this blog)

See also http://www.ampl.com/BOOKLETS/amplcplex110userguide.pdf (the AMPL link has a number of these features implemented) and http://www.gams.com/dd/docs/solvers/cplex.pdf.