Thursday, November 18, 2021

Solve status: not as easy as it looks

In [1] a question was asked about a solve status in CVXR when we hit a time limit. Hopefully, we obtain the best solution found so far. But do we also get some indication about the status of this solution? CVXR only has the following status codes [2]:

status The status of the solution. Can be "optimal", "optimal_inaccurate", "infeasible", "infeasible_inaccurate", "unbounded", "unbounded_inaccurate", or "solver_error".

That looks wholly inadequate to properly describe this situation.

Sunday, November 7, 2021

Shortest path in GAMS

Here is a presentation for a GAMS workshop. We focus on the Shortest Path LP problem. I use this model to discuss a lot of different things:

  • Modeling networks in GAMS
  • Sparse data structures in GAMS
  • Random number generation
  • Python and GAMS
  • Put facility
  • Visualization (Python and HTML/Javascript based) 

Monday, November 1, 2021

Transportation Model (sharing a PowerPoint presentation)

trnsport.gms is the first model in the GAMS model library. Here I am using it to give an introduction in GAMS. The PowerPoint presentation has three major sections:

  • the historical importance of the transportation model in economics (Nobel prizes have been earned),
  • a quick introduction to the GAMS language and the GAMS listing file,
  • a nerdy section (optional) about recognizing a basis and an optimal solution in the listing file.