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As of GAMS version 25.1.1, GAMS Studio, a cross-platform integrated development environment for GAMS is available for MAC.
In earlier distributions, like the other UNIX versions, GAMS for Mac was a Mac OS X Terminal application and had be executed using the command line interface. That means, up top version 25.0.3 there was no graphical user interface (like the GAMS IDE for Windows). In case you are not familiar with the usage of the Mac OS X terminal, please visit an online tutorial like this one.
The sfx installation files on our download page have a .exe extension just to make sure that it will be downloaded in binary mode. The file is really a self-extracting zip file that would normally have a .sfx file extension. For more detailed installation instructions, see the following link.
Note that it is in general possible but not officially supported to run the Windows version of GAMS on a Mac, by using a third party software like Wine, VMWare or Parallels. Some users have found Wine helpful, despite it's unstable behavior (observed in April 2014).
To use the native version of GAMS on a Mac, you need a valid GAMS license, that is either a Mac platform or a cross platform license. If you execute the Windows version of GAMS on Mac by using third party software, you need a GAMS Windows license. Note, however, that running GAMS on Wine, accepts also a GAMS Mac platform specific license. If your license does not cover the Mac platform, then you can change the license to Mac license or upgrade to a cross platform license. However, for any licensing changes, the license needs to be under maintenance. For more information about when a GAMS license is under maintenance, see section Maintenance and Support in: link for commercial customers, link for academic customers. In case you are interested in making changes to your license, please contact email@example.com. In case you want to speed up the process, please note your GAMS license number, i.e. DC-number, in the email.