SPLITDAT and DECOMP: Two New GAMS I/O Subroutines to Handle Mathematical Programming Problems with an Automated Decomposition Procedure
Du-Seong Chang, Emmanuel Fragnière · 1997
Introduction 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. SPLITDAT takes the original model and splits the data into a master problem and one or more subproblems. DECOMP uses the decomposition algorithm to determine the optimal solution of the original problem. Using SPLITDAT and DECOMP, a solver, such as MINOS [3], can be hooked up to solve a GAMS generated model with a decomposition algorithm. Since SPLITDAT and DECOMP are subroutines within the GAMS I/O library, nothing needs to be modified in the solver. Furthermore, these subroutines will work for linear and nonlinear convex programming problems. The report is organized as follows: In section 2 we briefly introduce the idea of a decomposition algorithm. In section 3 we provide an overview of the GAMS I/O Library.