- I made LS (regression solver) and INVERT (matrix inversion program) available for distribution. It is included but has a few minor issues.
- I was hoping that the Cplex interface would allow lazy constraints to be expressed in GAMS models.
- Mosek does not crash anymore on some of MIQPs that it does not like. The message is not very user-friendly: Return code - 1500 [MSK_RES_ERR_INV_PROBLEM]. May be in a future release more readable texts will be added.
- Mosek still has problems with the model in http://yetanothermathprogrammingconsultant.blogspot.com/2008/06/erratic-miqp-behavior.html. It gives the obscure message: Return code - 1050 [MSK_RES_ERR_UNKNOWN]. This will probably be fixed before the final release. (Update: bug still present in final 22.8).
- Some of the IDE issues have not been fixed: http://yetanothermathprogrammingconsultant.blogspot.com/2008/06/gamside-bug_06.html, http://yetanothermathprogrammingconsultant.blogspot.com/2008/06/gamside-bug.html Admittedly they are not very important. (Although the Ctrl-T issue hits me quite often).
- This has been fixed: http://yetanothermathprogrammingconsultant.blogspot.com/2008/06/gams-bug-interrupt-does-not-work.html. It is now possible to interrupt a running GAMS model. This will help me a lot.
- Qmaker and Cplex QCP interface is still very slow. I passed on a test case. (Update: the cplex QCP interface will be fixed for 22.8).
- MIP interrupt in Mosek is largely fixed but the results are not always convincing:
**** SOLVER STATUS 8 USER INTERRUPT
**** MODEL STATUS 1 OPTIMAL
That combination looks suspicious. (This happens only occasionally, probably when hitting Ctrl-C near the end. In most cases it seems to work just fine.). - Tools like gdxcopy, gdx2xls have lost their log. They used write progress messages to stdout with useful info what is happening. These messages are removed.
I am a full-time consultant and provide services related to the design, implementation and deployment of mathematical programming, optimization and data-science applications. I also teach courses and workshops. Usually I cannot blog about projects I am doing, but there are many technical notes I'd like to share. Not in the least so I have an easy way to search and find them again myself. You can reach me at erwin@amsterdamoptimization.com.
Saturday, July 12, 2008
GAMS 22.8 issues
The new 22.8 beta is out (see http://www.gams.com/). Here are some initial experiences:
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