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NEOS Interfaces to DE

Sample Submissions
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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:

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.

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
Return log file
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

E-Mail address:
Please do not click the 'Submit to NEOS' button more than once.