Note

This page is generated from inline documentation in MESSAGE/model_solve.gms.

# Solve statement workflow¶

This part of the code includes the perfect-foresight, myopic and rolling-horizon model solve statements including the required accounting of investment costs beyond the model horizon.

## Perfect-foresight model¶

For the perfect foresight version of MESSAGEix, include all years in the model horizon and solve the entire model. This is the standard option; the GAMS global variable %foresight%=0 by default.

$\min_x OBJ = \sum_{y \in Y} OBJ_y(x_y)$

## Recursive-dynamic and myopic model¶

For the myopic and rolling-horizon models, loop over horizons and iteratively solve the model, keeping the decision variables from prior periods fixed. This option is selected by setting the GAMS global variable %foresight% to a value greater than 0, where the value represents the number of years that the model instance is considering when iterating over the periods of the optimization horizon.

Loop over $$\hat{y} \in Y$$, solving

$\begin{split}\min_x \ OBJ = \sum_{y \in \hat{Y}(\hat{y})} OBJ_y(x_y) \\ \text{s.t. } x_{y'} = x_{y'}^* \quad \forall \ y' < y\end{split}$

where $$\hat{Y}(\hat{y}) = \{y \in Y | \ |\hat{y}| - |y| < optimization\_horizon \}$$ and $$x_{y'}^*$$ is the optimal value of $$x_{y'}$$ in iteration $$|y'|$$ of the iterative loop.

The advantage of this implementation is that there is no need to ‘store’ the optimal values of all decision variables in additional reporting parameters - the last model solve automatically includes the results over the entire model horizon and can be imported via the ixmp interface.