Sometimes a solver option file is not found by GAMS because the file extension is wrong, even if it appears the extension is .opt. The solver option file must be a text file and must have the .opt extension. When saving text files under Windows certain programs may in fact add a .txt extension to the options file so that the option file is (solver).opt.txt instead of (solver).txt.

To check if you really have an option file with .opt extension, open up a command line window and move to the appropriate directory. Type: » dir, which will list the full file name with the full extension. If the option file does have the .opt.txt extension, move the file so that it has the correct extension: » move (solver).opt.txt (solver).opt

You should now have a correct solver option file extension. To avoid this you can list complete file name extensions for all files so that you can immediately tell if a file has an improper extension. Go to Settings > Control Panel > Folder Options. Click on the View tab. Make sure the 'Hide file extensions for known file types' is not selected.

Current versions of the GAMS IDE include an option editor: Utilities → Option Editor