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Links between GAMS (General Algebraic Modeling System) and solvers that are hosted at COIN-OR.
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README.md

COIN-OR/GAMSlinks

Introduction

This project is dedicated to the development of links between GAMS ( General Algebraic Modeling System) and some solvers, including some of the COIN-OR open source solvers. The links are written in C++ and are released as open source code under the Eclipse Public Licence (EPL) 1.0. The COIN-OR project leader for GAMSlinks is Stefan Vigerske (GAMS Software GmbH).

Currently the following links are available:

  • Bonmin: Basic Open-source Nonlinear Mixed-Integer Programming
  • Couenne: Convex Over and Under Envelopes for Nonlinear Estimation
  • Cbc: Coin Branch and Cut code
  • Ipopt: Interior Point Optimizer
  • Osi: Interface to LP and MIP solvers with an Open Solver Interface, currently CPLEX, Gurobi, Mosek, and Xpress
  • OS: Optimization Services
  • SCIP: Solving Constraint Integer Programs
  • SoPlex: Sequential object-oriented simPlex

Note, that these solver links are also distributed with any regular GAMS distribution.

Note, that one still requires a licensed GAMS base system to use the solvers via GAMS.

Download / Installation

The links should work under Linux and Mac OS X (both 64 bit), and maybe Windows. Especially the build under Windows is difficult and not suggested.

The latest version is available in the master branch. The stable branches do not receive much updates. You can obtain GAMSlinks via git by typing

git clone https://github.com/coin-or/GAMSlinks.git

The main installation steps are:

  1. Install a GAMS system, if you do not have one.
  2. Install solvers.
  3. Call configure, make, and make install.
  4. Install the GAMS/COIN-OR links in your GAMS system by calling make gams-install.

1. Installation of a GAMS system

A GAMS system is needed to build the GAMS solver interfaces.

You can download a GAMS demonstration system at http://www.gams.com/latest. The demonstrations limits are:

  • Number of constraints: 300
  • Number of variables: 300
  • Number of nonzero elements: 2000 (of which 1000 nonlinear)
  • Number of discrete variables: 50 (including semi continuous, semi integer and member of SOS-Sets)

2. Install solvers

To build the interface to a certain solver, this solver needs to be installed in your system. Check with the solvers instructions on how to build and install.

For SoPlex and SCIP, GAMSlinks currently assumes that they have been installed via the autotools-based build system provided by COIN-OR, see ThirdParty/SoPlex and ThirdParty/SCIP.

3. Call configure, make, and make install

Call

  1. configure
  2. make
  3. make install

This should setup the Makefiles, compile all COIN-OR packages and install binaries for the COIN-OR/GAMSlinks in the subdirectory bin.

If a GAMS system is found in the search path, it will automatically be found by the GAMSlinks configure script. Alternatively you can provide a path with the --with-gams option of configure.

The configure call also supports the VPATH feature, so you can compile the code in a different place than the one where the source code is located.

4. Installation of solvers in your GAMS system

By calling "make gams-install", the GAMS system is made aware of the build solver interfaces.

To use a solver under GAMS, use SOLVER=MY<SolverName>, e.g., use SOLVER=MYCBC to call your build of the GAMS/Cbc link. The prefix "MY" has been added to distinguish the solvers from those that are already included in the GAMS distribution.

Usage / Documentation

After installing the COIN-OR solvers in your GAMS system, you can use the COIN-OR solvers as every other GAMS solver. For example, to use Ipopt as an NLP solver, you can use the following statement (before the solve statement) inside your GAMS program to specify using Ipopt:

  Option NLP = MyIpopt;

Another way is to give the argument NLP=MyIpopt to your gams call.

For more information we refer to the GAMS documentation.

For a documentation of the GAMS/COIN-OR links and their parameters please see the GAMS solver manuals.

Testing

The directory GAMSlinks/test contains scripts that test Cbc, Ipopt, Bonmin, Couenne, Osi, SoPlex, and SCIP on some models from the GAMS test and model libraries.

Mailing list

To subscribe to the GAMSlinks mailing list, go to http://list.coin-or.org/mailman/listinfo/gamslinks.

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