I am new to GAMS and the documentation is not helping me to make fast progress. I am looking for an example implementation similar to Relax and Fix heuristic where in several iterations subsets of binary variables are relaxed/fixed.
To fix a variable use
x.fx(i) = 1. To unfix:
x.lo(i) = 0; x.up(i) = 1;.
To relax an integer/binary variable you can use:
Documentation of this can be found at the obvious place: https://www.gams.com/latest/docs/UG_Variables.html. Here is an example of how to use this.