• How to multiply matrices in GAMS

    From andres.arias23@gmail.com@21:1/5 to All on Tue May 31 15:43:44 2016
    Let´s say that we want to multiply four square matrices, described as:

    A(i,j)
    B(j,n)
    C(n,m)
    D(m,w)

    i and j are declared normally at the beginning of the program, but the other indices have to use alias:

    alias (n,i)
    alias (m,j)
    alias (w,n)

    So, the sentence has to be written as follows:

    multiplication(i,w).. sum((m,n,j),A(i,j)*B(j,n)*C(n,m)*D(m,w));

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