In my GAMS model, I have a objective function that involves a division.
GAMS sets the initial values to zero whenever it solves something...brilliant idea, how could that possibly ever go wrong!....oh wait, now there's division by zero.
What is the approach to handle this? I have tried manually setting lower bounds such that division by zero is avoided, but then GAMS spits out "infeasible" solution.
Which is wrong, since I know the model is feasible. In fact, removing the division term from my model and resolving does produce a solution. This solution ought to be feasible for the original problem as well, since we are just adding terms to the objective.