Embedding robust and eecient algorithms in high-quality reusable software is an eeective means of transferring the expertise of mathematicians to researchers in other disciplines, and a wealth of such software is already available. Unfortunately, its volume and distribution over labyrinthine computer networks makes it diicult for users to locate appropriate tools. The Guide to Available Mathema...

Much reusable software is available for solving routine mathematical and statistical problems. Unfortunately, locating this software is often quite diicult in current distributed computing environments. The Guide to Available Mathematical Software (GAMS) virtual software repository seeks to remedy this by providing users with convenient access to thousands of software modules physically distrib...

Evolutionary programming is a stochastic optimization procedure that can be applied to difficult combinatorial problems. Experiments are conducted with three standard optimal control problems (linear-quadratic, harvest, and push-cart). The results are compared to those obtained with genetic algorithms and the General Algebraic Modeling System (GAMS), a numerical optimization software package. T...

Generalized Additive Models (GAMs) have been popularized by the work of Hastie and Tibshirani (1990) and the availability of user friendly GAM software in Splus. However, whilst it is flexible and efficient, the GAM framework based on backfitting with linear smoothers presents some difficulties when it comes to model selection and inference. On the other hand, the mathematically elegant work of...

The Lipschitz Global Optimizer (LGO) software integrates global and local scope search methods, to handle nonlinear optimization models. This paper introduces the LGO implementation linked to the General Algebraic Modeling System (GAMS). First we review the key features and basic usage of the GAMS /LGO solver option, then present reproducible numerical results to illustrate its performance.

We have come to rely on a wide variety of tools to help us mine large research libraries for useful nuggets of information. Among these tools are cross-indexes such as the card catalog, Mathematical Reviews, Current Index to Statistics , the ACM Guide to Computing Literature , Science Citation Index, and the various classiication systems upon which these are based. Today we are seeing explosive...

This paper describes the PSAT-GAMS interface to solve a variety of optimization models. The Power System Analysis Toolbox (PSAT) is an open source Matlab-based software package for analysis and design of small to medium size electric power systems. While the General Algebraic Modeling System (GAMS) is a high-level modeling system for mathematical programing problems. It consists of a language c...

In this paper, a mixed-integer linearized programming (MINLP) model is presented to design a group layout (GL) of a cellular manufacturing system (CMS) in a dynamic environment and considering production planning (PP) decisions. This model incorporates an extensive coverage of important manufacturing features used in the design of CMSs. There are also some features that make the presented model...

This paper summarizes and compares approaches to solving the knapsack problem and its known application in capital budgeting. The first approach uses deterministic methods and can be applied to small-size tasks with a single constraint. We can also apply commercial software systems such as the GAMS modelling system. However, because of NP-completeness of the problem, more complex problem instan...