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GAMS Development Corp. GAMS Software GmbH www.gams.com
A GAMSPy Port of the
TIMES Model Generator
ETSAP Winter Workshop 2024
A proposal by GAMS, PSI, and VTT
Frederik Fiand
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Background
TIMES Model Generator implemented in GAMS
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The GAMS System - The Good
● Algebraic Modeling Language (AML)
● Backward compatibility – stable!
● Active development since 1987 – stable!
● Familiar syntax – human readable!
● Data is held in GAMS data structures - fast!
● GAMS structures – very large model instances!
The GAMS System - The Could be Better…
● Not a general purpose programming language
● Lacks modern look/feel to syntax
● Learning curve issues: users want familiar syntax
to leverage their existing knowledge
● Not easily deployable (~2GB install)
● Integration into modern data science pipelines
could be smoother
● Relational data based (not general like lists,
dicts, etc.)

What is GAMSPy?
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▪ Python-based algebraic
Modeling Language (AML)
▪ Simple Installation via pip
(GAMSPy on Pypi)
▪ GAMSPy is open source (MIT
License, GitHub)
▪ Performance of GAMS backend
▪ Convenience of Python (e.g.
Numpy, Pandas)

Key Beneﬁts of GAMSPy Port
▪ Popularity of Python
▪ 🔢Data preprocessing libraries (numpy, cupy, pandas, polars, networkx)
▪ 🧠Machine learning libraries (pytorch, tensorﬂow, jax)
▪ 📊Visualization libraries (matplotlib, seaborn, plotly, streamlit)
→ Full data/optimization/visualization pipeline in one language
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Top Programming Languages
for Data Scientists (PYPL Index)
Source(s):
https://www.datacamp.com/blog/top-programming-la
nguages-for-data-scientists-in-2022
https://pypl.github.io/PYPL.html
Position Language Ratings
1 Python 29.56%
2 Java 15.60%
6 R 4.64%
14 Matlab 1.46%
24 Julia 0.36%
Source: https://www.tiobe.com/tiobe-index/

▪ GAMSPy + ML Integration:
▪ Embedding a Trained Neural Network in GAMSPy
▪ Easy migration to GAMS language via model.toGams() (if needed)
▪ GAMS execution system got signiﬁcant extensions to allow “Pythonic”
user experience (dynamic and interactive development and analyses).
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▪ GAMS Academic Program (https://www.gams.com/academics/)
▪ GAMSPy is free for academic institutions
▪ Included commercial solvers
▪ Cplex, Xpress, Mosek, Copt, Gurobi-Link
▪ Included open source solvers
▪ CBC, HiGHS, Ipopt, SCIP, Shot
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Project Outline
WP1 (GAMS): Porting TIMES Model Generator to GAMSPy
▪ Port the existing TIMES Model Generator from GAMS to GAMSPy, ensuring full functionality in the new
Python environment.
WP2 (PSI): Validation and Evaluation of GAMSPy TIMES Models
▪ Validate and ensure the correctness and performance of the ported TIMES Model Generator in various use
cases (submissions from the community are welcome).
WP3 (GAMS): Documentation and Maintenance Guidelines
▪ Provide documentation and guidelines for maintaining both the GAMS and GAMSPy versions of the TIMES
Model Generator.
Deliverables:
▪ Python Scripts for TIMES Model Generator
▪ Model Validation and Equivalence Report
▪ Report on Differences and Parallel Maintenance
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Project Consortium/Cost/Timeline
▪ Consortium: GAMS, PSI, VTT*
▪ Cost:
▪ Timeline: 9 months
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Work Package Partner Person days
Personnel
cost
WP1
PSI 5 €5,000.00
GAMS 40 €30,000.00
WP2
PSI 10 €10,000.00
GAMS 5 €5,000.00
WP3
PSI 2 €2,000.00
GAMS 5 €5,000.00
Total requested from ETSAP 67 €57,000.00
* VTT (Antti Lehtilä) fully supports the proposal and commits to assist in this project on a pro-bono basis.
Reduced daily rate as GAMS is interested
in gaining experience porting complex
models like TIMES to GAMSPy.

Thank You
fﬁand@gams.com
www.gams.com
https://www.linkedin.com/company/gams-development
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GAMS Development Corp. GAMS Software GmbH www.gams.com 10

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A GAMSPy Port of the TIMES Model Generator

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