Modeling and Optimization with GAMS: Fundamentals Compact

Modeling and Optimization with GAMS: Fundamentals Compact
Event on 2015-09-10 09:00:00
GAMS Courses 2015 – Modeling and Optimization with GAMS Fundamentals Compact – F152, GAMS Fundamentals Course: September 10–11, 2015, Vienna, Austria This course helps becoming familiar with GAMS and acquiring the knowledge for using GAMS to model and solve optimization problems. The participants will be thoroughly introduced to mathematical optimization, i.e., modeling and solution algorithms, working with the GAMS IDE, and the available data interfaces. Many exercises help in consolidating the course content. After the course you will be able to map decision problems in business and science to the basic objects of optimization models: indices, data, variables, constraints and objective functions. The course does not require any GAMS knowledge. Target Group The course targets people who wish to get an overview of mathematical optimization get an overview of GAMS and what one can do with it become familiar with the basic concepts of index sets, indices, variables, constraints and objective functions, and how to use these objects in GAMS learn how to implement optimization problems in GAMS Venue The venue is in the historic city center of Vienna, numerous landmarks are within walking distance: Austria Trend Hotel Rathauspark**** Rathausstraße 17 | 1010 Vienna | Austria Phone: +43-1-40 412 | Fax: +43-1-40 412-761 e-mail: rathauspark@austria-trend.at http://www.austria-trend.at/Hotel-Rathauspark/en/ Change and cancellation policy: (a) Change of name / participant: anytime, no fee. (b) Refunds for cancellation by participants for any reason incur a fee of (i) 5% of invoice amount if cancelled before August 1, 2015, (ii) 30% of invoice amount if cancelled August 1, 2015 – August 31, 2015. No refunds if cancelled 10 days or less before the course. (c) In the event of force majeure, including but not limited to illness, Dr. Maindl Consulting’s liability is limited to the invoice amount. Things to Do Before the Course Please bring your laptop – the course will be conducted on the participants’ laptops. As we will be using the GAMS IDE in the course the laptops need to run Windows; ideally, you will have administration rights on your machine. The course software, examples, and presentations will be distributed on USB sticks along with a temporary license for a full GAMS system with several solvers. The most recent GAMS system can be downloaded from www.gams.com. At the beginning of the course the demo license can simply be exchanged for the course license. Course Language All course material will be in English. The default course language is English and can be switched to German if (and only if) all participants prefer it. Course Schedule and Agenda The following pages give an overview of the schedule and the curriculum. As there are many hands-on exercises the exact schedule will depend on the number of participants and their interests and will be handled in a somewhat flexible way. The course will start at 9 am and will finish no later than 6 pm on each day (around 4-5 pm on the last day). The lunch break will be around 12:30 pm, coffee breaks around 10:30 am and 3:30 pm.   Welcome and Introduction Introduction, course agenda and objectives Overview and structure of the course material Preparing the laptops if necessary Introduction to Mathematical Optimization Optimization models and solution algorithms A simple MILP example: vintage cars and trucks Introducing GAMS Algebraic modeling languages and GAMS structure A complete GAMS example: the transport model Indices, variables, constraints, objective function, model declaration Solve statement, interpretation of *.log and *.lst files The GAMS IDE Exercises: the GAMS IDE and the vintage car model GAMS Language 1: Sets Simple sets and multi-dimensional sets Subsets and domain checking Operations on sets and set elements, conditionals ($ operator) Dynamic sets Exercise: sets and set operations Set attributes GAMS Language 1: Data Objects Scalars, parameters and tables Exercise: the vintage car model with sets and parameters Operations on scalars and parameters Exercise: operations on demand given per day and product GAMS Language 1: Variables Declaration Attributes and assignment statements Display and variables in *.lst files Using the solution value of variables GAMS Language 1: Equations and Models Declaration and definition Equation attributes Model declaration and attributes Solve statement Exercise “boat”: model building, implementation & debugging, interpretation Solver options GAMS Language 1: Output Files, Debugging Diagnosing and fixing compilation errors The .lst File Model data and model statistics Solve summary and solution report Custom output Exercise: NLP GAMS Language 2: Conditional Expressions Using the $ symbol in conditional expressions Logical operators Exercises: modifying the transport problem GAMS Language 2: Procedural Language Elements The if-else, for, loop, repeat, and while statements Exercise: complete enumeration (vintage car model) Exercise: analyzing the points collected by a soccer team Compile time statements $ exit, $ goto, $ label, $ if, $ ifthen Energy Industry Example – PSH The pumped storage hydroelectricity (PSH) problem Exercise: formulate and implement the base model Exercise: extend the model in a flexible way Exercise: include business constraints requiring MILP modeling GAMS File I/O: Text File Input Feeding data into GAMS Reading csv-files ($ ondelim, $ offdelim) Exercise: read the data from the energy example from file GAMS File I/O: Formatted Text File Output Formatted output (with exercises) Report generation Exercise: formatted output of the results from the energy example GAMS Data Exchange (GDX) GAMS (GDX) basics, inspecting binary data files Compile-time and runtime read/write The Excel® read/write utility Exercise: interface the energy example with Excel® Optional Exercise: “big M” method Energy example: MILP-formulation of a non-linear service contract Misc. GAMS elements String functions Command line parameters and compile time commands Save and restart Closing Comments on modeling practice GAMS Resources: GAMSLib, GAMS Utilties, GAMS Web, GAMS WiKi-Support Final discussion   The agenda may change slightly! About the instructor Thomas I. Maindl earned his PhD in astronomy from the University of Vienna, Austria in 1994. He started his career as an astronomer applying scientific computing to a multitude of challenges before moving on to industry where he held expert and management positions in the chemical and software industries for more than 15 years. During this time he successfully developed, implemented, and deployed optimization-based advanced planning applications with measurable ROI for customers in several industries in Europe, North America, and Asia. A large part of his projects focuses on implementing real cost savings by optimal supply chain planning; other projects involve optimized energy production and trading, applied artificial intelligence (expert systems), optimal chemical formulation and blending, solving assignment problems in the field of education, or developing alternative medical diagnostic methods. In 2009 he founded Dr. Maindl Consulting (www.dr-maindl.com) offering seminars and training, consulting (business and implementation consulting related to modeling specific business requirements, planning processes, process validation, and selecting the right methodology and the right planning system), and mathematical optimization / operations research services. Dr. Maindl Consulting also offers scientific computing advice focusing on detailed impact simulations of solid bodies including elasto-plastic dynamics, penetration, fragmentation, and merging. Thomas Maindl wrote the book Real Optimization with SAP® APO (J. Kallrath and T. I. Maindl, 2006, Springer) and is the author of numerous research papers on scientific computing. He also teaches logistics, supply chain management, advanced planning, scientific high-performance computing, and astrophysics at universities internationally.     Thank you for your interest. We are looking forward to an exciting course! Credits: GAMS is copyrighted by GAMS Development Corp. Microsoft and Excel are either registered trademarks or trademarks of Microsoft Corporation in the United States and/or other countries. SAP is/are the trademark(s) or registered trademark(s) of SAP AG in Germany and in several other countries.

at Hotel Rathauspark
Rathausstraße 17
Vienna, Austria

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