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DE

The NEOS Server offers Deterministic Equivalent (DE), which is a solver for stochastic programs modeled with GAMS Extended Mathematical Programming for Stochastic Programming (EMP SP). Stochastic programs are mathematical programs involving data that is not known with certainty but is approximated by probability distributions. DE can solve multi-stage LP, MIP, QCP, NLP and MINLP stochastic programming models.

DE comes free of charge with any licensed GAMS system but requires a subsolver to solve the generated models. DE has been developed by GAMS Corporation in conversation with Michael Ferris at UW-Madison


Using the NEOS Server with DE

The user must submit a model in GAMS format to solve a DE problem. For security purposes, the model submitted must adhere to the following conventions:

  • It must be self contained, i.e., no $include or $batinclude statements.
  • It may not execute external programs, i.e., no $call or execute statements.
  • It may not create files, i.e., no put files or $echo statements.

If you are unfamiliar with GAMS, the GAMS Documentation Center provides a GAMS Tutorial and User's Guide. Examples of models in GAMS format can be found in the GAMS Model Libraries.

The NEOS Server initially limits the amount of output generated in the listing file by turning off the symbol and unique element list, symbol cross references, and restricting the rows and columns listed to zero. This behavior can be changed by specifying the appropriate options in the model file. See the documentation on the modeling language for further information.


Web Submission Form
Model File
To submit a DE problem, you need to specify the absolute path to the GAMS file on your system.
Options File
The Options file is optional and requires that the statement <modelname>.optfile = 1 ; exists before the solve statement in your model file. At this time, only optfile = 1 is supported; however, options may also be specified within the model input file (see the GAMS documentation).
GDX File
The GDX file is an optional file for inputs. It will be renamed in.gdx. The model must include "$GDXIN in.gdx" to load this file.
Return GDX output
If the box is checked, the solver will return a compressed GDX file that contains all symbols in the model.
Return log file
If the box is checked, the log file containing information generated by the solver will be returned with the output.
Comments
You may enter any additional comments here, for example, to identify the data for your own information. These comments will be returned with your results.
Additional Settings
Dry run: generate job XML instead of submitting it to NEOS
Short Priority: submit to higher priority queue with maximum CPU time of 5 minutes
E-Mail address:
Please do not click the 'Submit to NEOS' button more than once.