The General Algebraic Modeling System (GAMS) is specifically designed for modeling linear, nonlinear and mixed integer optimization problems. The system is especially useful with large, complex problems. GAMS is available for use on personal computers, workstations, mainframes and supercomputers. GAMS allows the user to concentrate on the modeling problem by making the setup simple. The system takes care of the time-consuming details of the specific machine and system software implementation. GAMS is especially useful for handling large, complex, one-of-a-kind problems which may require many revisions to establish an accurate model. The system models problems in a highly compact and natural way. The user can change the formulation quickly and easily, can change from one solver to another, and can even convert from linear to nonlinear with little trouble.

References in zbMATH (referenced in 608 articles , 2 standard articles )

Showing results 1 to 20 of 608.
Sorted by year (citations)

1 2 3 ... 29 30 31 next

  1. El Hamzaoui, Youness; Bassam, Ali; Abatal, Mohamed; Rodríguez, José A.; Duarte-Villaseñor, Miguel A.; Escobedo, Lizbeth; Puga, Sergio A.: Flexibility in biopharmaceutical manufacturing using particle swarm algorithms and genetic algorithms (2017)
  2. Puranik, Yash; Sahinidis, Nikolaos V.: Bounds tightening based on optimality conditions for nonconvex box-constrained optimization (2017)
  3. Wang, Ximing; Pardalos, Panos M.: A modified active set algorithm for transportation discrete network design bi-level problem (2017)
  4. Aggarwal, Abha; Khan, Imran: Solving multi-objective fuzzy matrix games via multi-objective linear programming approach. (2016)
  5. Bastian, Nathaniel D.; Griffin, Paul M.; Spero, Eric; Fulton, Lawrence V.: Multi-criteria logistics modeling for military humanitarian assistance and disaster relief aerial delivery operations (2016)
  6. Borraz-Sánchez, Conrado; Bent, Russell; Backhaus, Scott; Hijazi, Hassan; Van Hentenryck, Pascal: Convex relaxations for gas expansion planning (2016)
  7. Brás, Carmo; Eichfelder, Gabriele; Júdice, Joaquim: Copositivity tests based on the linear complementarity problem (2016)
  8. Gassmann, Horand; Ma, Jun; Martin, Kipp: Communication protocols for options and results in a distributed optimization environment (2016)
  9. Grimstad, Bjarne; Sandnes, Anders: Global optimization with spline constraints: a new branch-and-bound method based on B-splines (2016)
  10. Hellemo, Lars; Tomasgard, Asgeir: A generalized global optimization formulation of the pooling problem with processing facilities and composite quality constraints (2016)
  11. Hu, T. C.; Kahng, Andrew B.: Linear and integer programming made easy (2016)
  12. Iusem, Alfredo N.; Júdice, Joaquim J.; Sessa, Valentina; Sherali, Hanif D.: On the numerical solution of the quadratic eigenvalue complementarity problem (2016)
  13. Karasakal, Esra; Silav, Ahmet: A multi-objective genetic algorithm for a bi-objective facility location problem with partial coverage (2016)
  14. Karasakal, Orhan: Minisum and maximin aerial surveillance over disjoint rectangles (2016)
  15. Kimbrough, Steven Orla; Lau, Hoong Chuin: Business analytics for decision making (2016)
  16. Mínguez, R.; García-Bertrand, R.: Robust transmission network expansion planning in energy systems: improving computational performance (2016)
  17. Mitra, Sumit; Garcia-Herreros, Pablo; Grossmann, Ignacio E.: A cross-decomposition scheme with integrated primal-dual multi-cuts for two-stage stochastic programming investment planning problems (2016)
  18. Outrata, Jiří V.; Ferris, Michael C.; Červinka, Michal; Outrata, Michal: On Cournot-Nash-Walras equilibria and their computation (2016)
  19. Petridis, Konstantinos; Chatzigeorgiou, Alexander; Stiakakis, Emmanouil: A spatiotemporal data envelopment analysis (S-T DEA) approach: the need to assess evolving units (2016)
  20. Philpott, Andy; Ferris, Michael; Wets, Roger: Equilibrium, uncertainty and risk in hydro-thermal electricity systems (2016)

1 2 3 ... 29 30 31 next

Further publications can be found at: