topic Re: Proc OPTMODEL : Order of a set | GAMS <--> Optmodel comparison sheet | MINLP solver in Mathematical Optimization, Discrete-Event Simulation, and OR

Proc OPTMODEL : Order of a set | GAMS <--> Optmodel comparison sheet | MINLP solver

ODENWALD — Wed, 02 Dec 2020 07:07:50 GMT

Hi :

I have two questions :

1. Frequently one needs a term as j * T[j] : that's no problem if j is numeric. However if you have { j in ARCS} and your ARCS are <NY,SF> or the like you would need something as the order function in GAMS ord(j) : What is the equivalent in Optmodel ? Add : When I write { j in ARCS} essentially I leave it to SAS to determine the order in which the arcs are processed: how can I recover that order ?

2. People have to use what they find at their places. So it can occur that one has to translate a model formulation from GAMS to SAS (Optmodel) ore vice versa. Are you aware of any compilation of a kind of correspondence table between the two systems ?

3. What is the state of the affairs with a MINLP solver for Optmodel ?? GAMS can access one.

SAS BLACKBOX - and LSO - solvers both say they would perform with around 100 variables.

Frequently you find yourself with around 600 which can technically go to ~ 2000 variables ......

I understand that Q3 needs time for answering. Q1 and Q2 should go more easily.

Kind regards, ODENWALD .

Re: Proc OPTMODEL : Order of a set | GAMS <--> Optmodel comparison sheet | MINLP solver

RobPratt — Wed, 02 Dec 2020 19:42:30 GMT

1. Here's a simple example that creates an ord array to access the set members by position:

proc optmodel; 
   set S = /A B C/; 
   str ord {1..card(S)}; 
   num count init 0; 
   for {i in S} do; 
      count = count + 1; 
      ord[count] = i; 
   end; 
   print ord; 
   print ord[2];
quit;

2. I'm not aware of any such table.

3. We do have long-term plans to provide a generic MINLP solver. For now, Blackbox is the best choice. Coming soon, OPTMODEL will provide automated linearization for several common use cases. Stay tuned!

Re: Proc OPTMODEL : Order of a set | GAMS <--> Optmodel comparison sheet | MINLP solver

RobPratt — Wed, 23 Dec 2020 15:39:41 GMT

The linearization feature I mentioned is now available. The idea is that you use the nonlinear expressions directly and then call:

solve linearize;

For several common linearizable use cases, OPTMODEL introduces the new variables and constraints for you under the hood.

Re: Proc OPTMODEL : Order of a set | GAMS <--> Optmodel comparison sheet | MINLP solver

ODENWALD — Wed, 23 Dec 2020 15:59:55 GMT

Rob : Thanks for the info.

Is it in (SAS 9.4, Rev. 940_20w39) or in a more recent one

which is not yet listed ?

Odenwald

Re: Proc OPTMODEL : Order of a set | GAMS <--> Optmodel comparison sheet | MINLP solver

RobPratt — Wed, 23 Dec 2020 17:30:02 GMT

It is in SAS Optimization in SAS Viya 2020.1.1.

Re: Proc OPTMODEL : Order of a set | GAMS <--> Optmodel comparison sheet | MINLP solver

ODENWALD — Wed, 23 Dec 2020 17:35:38 GMT

When will it show up in SAS/OR ?

Odenwald

Re: Proc OPTMODEL : Order of a set | GAMS <--> Optmodel comparison sheet | MINLP solver

RobPratt — Wed, 23 Dec 2020 19:25:16 GMT

That is yet to be determined.