Dear Hooman,

I think you can use the "loop" as this form:

obj.. cost =e= sum(n, a(n)*p(n)) ; %%% f(n)= a(n)*p(n)

loop(m,

a(n)=m*... or a(n)=a_m(m,n) , ...

Solve min/max cost,...

cost_m(m)=cost.l; , ....

);

Best regards;

Dear Mohsen Kia ,

Thank you very much for your answer. It finally worked! I think the solution is to use this kind of Loop along with a dynamic set and an auxiliary variable for saving the returned solutions. Thank you again.

Dear Hooman Firoozi,

To support you even if you have found the solution, i suggest you to see links and attached file on topic.

https://www.gams.com/latest/docs/UG_FlowControl.html

https://www.cslog.uni-bremen.de/teaching/summer18/hands-on-opt/slides/18_09_26_GAMS_Bremen.pdf

http://pages.cs.wisc.edu/~ferris/papers/AlMiTex.pdf

Best regards

Dear Mohamed-Mourad Lafifi ,

Thank you very much for your answer.

Following!!!

I've never used GAMS, wrote everything myself, so I'm afraid I can't be useful . Sorry. Good luck!

Dear Hooman,

I think this excerpt from one of my codes in GAMS would be helpful to know how to use a loop in GAMS.

loop(iter,

if(ord(iter)=1,

Obj_Coe_p(t,i,k)=Obj_Coe_pp(i,k);

rampup_p(t,i)=MAXrampup(t,i);

rampdown_p(t,i)=MAXrampdown(t,i);

);

VEQ5('1',i)=10;

VEQQ5('1',i)=10;

VEQQQ5('1',i)=10;

* Some lines are removed*

solve LL using MIP maximizing lambda;

display g.l, TG.l, lambda.l, EQ6.m, EQ6pr.m;

VEQ5(t,i)=EQ17x.m(t,i);

TG_p(t,i)=TG.l(t,i);

g_p(t,i,k)= g.l(t,i,k);

VEQ6(t,i)=EQ6.m(t,i);

VEQ6pr(t,i)=EQ6pr.m(t,i);

vprice2(t)=EQ3.m(t);

* Some lines are removed*

);

https://www.gams.com/latest/docs/UG_FlowControl.html

It would be helpful too :)