GAMSPy 1.26.3 (2026-08-03)#

New features#

#867: Add cut selection to the sddp module; keeps only the cuts from the most recent N iterations and deactivates the older ones, bounding the size of the subproblems.
#871: Add gamspy.sparse` to mark the right-hand side of an assignment as a sparse assignment. p[i] = gp.sparse(rhs) generates the GAMS sparse assignment p(i) $= rhs; which only assigns where the right-hand side is non-zero. It is equivalent to p[i].where[rhs] = rhs but evaluates the right-hand side only once, which can be significantly faster if the right-hand side is expensive to evaluate.

#870: Move SDDP API from the top-level gamspy.formulations namespace to the dedicated gamspy.formulations.sddp namespace.

#865: Fix missing parentheses in set.lag operations when the jump is a multi-term expression.
#872: Fix a false negative domain validation when a lag/lead operation is nested in the index of another set.