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.

In this paper some high-performance mixed integer non-linear programming (MINLP) solvers in GAMS (General Algebraic Modeling System) are evaluated. AlphaECP, Baron, Dicopt and SBB are the MINLP (mixed integer non-linear programming) solvers in focus. A large test set with 250 problems is used and special attention is given to a new GAMS solver, GAMS/AlphaECP, which has recently been included in...

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...

The goal of this chapter is to describe the capabilities and the usage of SLP–IOR, our interactive model management system for stochastic linear programming (SLP). The main features of SLP–IOR are the following: the system is intended to support the entire life cycle of a model, including model formulation, analysis of the model instance, solving it, and analyzing the solution. A main design ch...

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...

DIETER is an open-source power sector model designed to analyze future settings with very high shares of variable renewable energy sources. It minimizes overall system costs, including fixed and costs various generation, flexibility coupling options. Here we introduce DIETERpy that builds on the existing version, written in General Algebraic Modeling System (GAMS), enhances it a Python framewor...

This paper offers a synthesis of agricultural household modeling, its evolution and uses; presents a general yet simple agricultural household model, estimated with Mexican village data and programmed using General Algebraic Modeling System (GAMS) software; and uses this model to explore household-level impacts of agricultural policy changes on production and incomes under alternative rural-mar...