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. More information is available on wikipedia.

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 for DE/GAMS

The user must submit a model in GAMS format to solve an optimization 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.
• No file creation, i.e. no put files or $echo except for a file named 'results.txt'. Other files created in the GAMS model file will be deleted.

If you are unfamiliar with GAMS, the GAMS Documentation includes a GAMS Tutorial and User's Guide. Examples of models in GAMS format can be found in the GAMS model library.

By default, the NEOS Server 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 GAMS output for further information.

You may optionally submit an options file if you wish to override the default parameter settings for the solver. Currently, the NEOS Server can only use optfile=1 with GAMS input. Therefore, any model that specifies a different options file will not work as intended.