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The effect of this statement is probably self-evident. We declared two sets and gave them the names i
and j
. We also assigned members to the sets as follows
FIN Library - includes GAMS practical financial optimization models described in the book Practical Financial Optimization: Decision Making for Financial Engineers
by Consiglio, Nielsen and Zenios,
For large parts of the documentation, references to models from the model libraries are enclosed in square parenthesis (for example, [TRNSPORT]).
GAMS now has enough information (from data entered above and from the algebraic relationships specified in the equations) to automatically generate each individual constraint statement - as you can see in the output report below.
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