Blog
“Everything simple is false. Everything complex is unusable.” – Paul Valéry
DYNA2GAMS 1.6
28/12/2021
The release 1.6 of DYNA2GAMS is out. It encompasses the following new features:
- smooth homotopy of non-diffferentiable functions (smoothMin, smoothMax, ...) are provided. Heaviside is now non-differentiable (so was Heavisided, which has been suppressed) whereas smoothHeaviside is its differentiable smooth counterpart;
- support for utf8 lowercase and uppercase Greek alphabet (α, β, γ, etc.) that can be mixed with the Latin alphabet;
- encapsulated interpolation functions (Grid2Dim, Grid3Dim, Grid4Dim) can tabulate large amount of data, up to dimension four, that are stored on an external binary file. Preprocessing occurs offline and upstream of the optimization or the simulation. At this moment, only gridded data are used but the framework will later feature scattered data and shape preserving interpolation;
- dyna-dbf-init.exe creates an encapsulated interpolation function; dyna-dbf-dump.exe dumps the content of the binary file supporting the encapsulated function;
- @export is a GAMS macro-code to export a variable to a text file for a downstream processing by the utility dyna-dbf-init.exe;
- .{F X Y Z W 1 2 3 4}{LO UP} are attributes for tabulated functions that return the minimum or the maximum of the function or of any of its arguments;
- new compiler directive @whennset provide a @case choice when the required compiler variable has not been set;
- new examples and cosmetic changes to a few old ones.
DYNA2GAMS 1.5
18/03/2021
The version 1.5 of DYNA2GAMS has just been released for Spring 2021. It encompasses a bunch of new features and related examples:
- indexing braces now provide for up to 4 indices;
- extended syntax of the sections par and tpa;
- two new smoothing methods of time series;
- additional goodness of fit functions and macros for the greybox identification of systems;
- a Newton-Raphson scheme to deal with the dynamic simulation of a quasi-triangular system of equations;
- additional tools to ease solving stochastic optimal control problems;
- aesthetic changes to a few old examples.
DYNA2GAMS 1.4
01/08/2020
The coronavirus lockdown gave us plenty of time to work on release 1.4 of DYNA2GAMS which encompasses the following new features and many examples to illustrate their use:
- differential complementary systems;
- stochastic differential equations;
- stochastic optimal control (incl. Wiener process);
- chance constrained optimal control;
- matlab-like or gams-like syntax to key in tabular data;
- a put section to dynamically generate output files (Matlab/Octave, csv...);
- an entry time-model=none in the run section to allow for a customized optimization not related to optimal control;
- a keyword include-library in the run section to offer access to a bunch of functions to approximate surfaces up to 4 variables with Chebyshev, Hermite or Legendre polynomials, up to 9 variables with Chebyshev-Smolyak procedure, and Tauchen to discretize AR1 processes;
- $libinclude files to ease the implementation of a fractional laplacian or a hammersley pseudo-random sequence;
- stochastic dynamic programming problems.
DYNA2GAMS 1.3
25/01/2020
DYNA2GAMS 1.3 is out and comes with a bunch of new examples. The package is available from the Releases History.
DYNA2GAMS 1.2
01/09/2019
DYNA2GAMS 1.2 is out and comes with a preliminary approach of stochastic differential equations, integrators for stiff differential equations and additional examples. The package is available from the Releases History.
DYNA2GAMS 1.1
21/04/2019
DYNA2GAMS 1.1 is out! New features comprise model predictive control, fractional derivative, differential games and many more examples. The package is available from the Releases History.
DYNA2GAMS 1.0
29/12/2018
DYNA2GAMS 1.0 is out! The package is available from the Releases History.