GAMS/Worhp interface

Building on Linux

Create a symlink 'gams' pointing to a GAMS system directory.

Create a symlink 'worhp' pointing to a Worhp build. Directories worhp/lib and worhp/include should exist.

Run make and make install. The latter will install the build of the GAMS/Worhp interface as solver WORHP in GAMS. The GAMS system directory need to be writable.

Building on Windows (MSVC 32bit)

Modify paths in './buildcl.sh'.

Open msys, so that cl is found in the PATH. Run 'buildcl.sh'. This will also execute 'gamsinstwin.sh' to install GAMS/Worph as a solver in GAMS.

Testing

The test/ directory contains a very basic functionality to run GAMS solvers on a set of instances and produce GAMS trace files, which contain for each run a line with information on solution time, solve status, etc.

To use it:

1. Change to the test/ directory.
2. Create a symlink called "instances" pointing to a directory with GAMS instances, e.g., the "data/gms" directory from MINLPLib 2 (http://www.gamsworld.org/minlp/minlplib2/minlplib2.zip).
3. Call make. By default, this will run GAMS/WORHP on each instance specified in minlplib.test with a timelimit of 30 seconds.

The make call creates for each solver run on an instance a trace file in subdirectory trc/, a log file in subdirectory log/, and a GAMS listing file in subdirectory lst/. The invidual trace files are then combined into a single one. Remove a trace file to repeat a run. Solvers are run through GAMS/Examiner2, which computes primal and dual violations of returned solutions. The violations are stored in the trace file.

The following options can be passed to make:

• TESTSET: specify the testset, a file $(TESTSET).test is expected.
• SOLVER: the GAMS solver to be run
• OPTFILE: the solver option file to be used, or 0 for none
• TIME: timelimit