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---- E_DHEDGE =E= E_DHEDGE.. - (2.581140E+7)*X(1) - D_HDG =E= 0 ; (LHS = 4.1541556E+9, INFES = 4.1541556E+9 ***)
Nonlinear models can be hard to solve if terms and derivatives are very large. And 2.8e7 = 28 million is very large. 4.15e9 is very very large.
You can scale the model using the
.scaleopt feature in GAMS. The objective is to get derivatives that are not too much over one in absolute value. The equation scale is selected to be of the order of the largest derivative or term in the equation, for example
e_dhedge.scale = 1.e6;
The equation says
d_hdg =e= … and in order to preserve the coefficient 1 for
d_hdg you must also have
d_hdg.scale = 1.e6;
d_hdg is scaled and it appears in
E_HEDGE .. D_HDG =E= TARGET;
so you will also need
e_hedge.scale = 1.e6; target.scale = 1.e6;
And finally you must tell GAMS to use scaling with the statement
Hedge.scaleopt = 1;