SPLITDAT and DECOMP : Two New GAMS I/O Subroutines to Handle Mathematical Programming Problems with an Automated Decompostion Procedure.

Two new subroutines, SPLITDAT and DECOMP, have been created in the GAMS I/O library. The aim of these subroutines is to provide the GAMS user with the possibility of using Benders and other decomposition algorithms within the Gams modeling language framework.ECONOMETRICS ; MATHEMATICS

Including Uncertainty Management in Energy and Environmental Planning.

SETSTOCH is a tool for linking Algebraic Modeling Languages with Specialized Stochastic Programming Solvers. Its main role is to retrieve from the modeling language a dynamically ordered core model (baseline scenario) that is then sent automatically to the Stochastic Solver. The user is thus able to take full advantage of specific features supplied by the solver. An application of energy planning that uses this approach is presented.COMPUTER PROGRAMMES ; ENVIRONMENT ; STOCHASTIC MODELS ; ECONOMETRICS

Structure Exploiting Tool in Algebraic Modeling Languages.

A new concept is proposed for linking algebraic modeling languages and the structure exploiting solver.MATHEMATICS ; OPTIMIZATION

A PLanning Model with One Million Scenarios Solved on an Affordable Parallel Machine

Stochastic programs inevitably get huge if they are to model real life problems accurately. Nowadays only massive parallel machines can solve them but at a cost few decision makers can afford. We report hereon a deterministic equivalent linear programming model of 1,111,112 constraints and 2,555,556 variables generated by GAMS. It is solved by an interior point based decomposition method in less than 3 hours on a cluster of 10 Linux PC's.OPTIMIZATION ; MATHEMATICS