Handling of float('nan') especially in GAMSWriter

[Bhosecmu]

Summary

TLDR: Variable values are converted from float('nan') to nan. However, nan doesn't mean anything in GAMS. It should be converted to NA instead.

Steps to reproduce the issue

Here is a minimal example (can be run with GAMS demo license)

import pyomo.environ as pyo

# Create a simple model
model = pyo.ConcreteModel()

# Define a variable and explicitly set it to NaN
model.x = pyo.Var(initialize=float('nan'))

# Add a dummy objective or constraint so the solver has something to do
model.obj = pyo.Objective(expr=model.x**2, sense=pyo.minimize)
model.c = pyo.Constraint(expr=model.x >= 1)

# Set up the GAMS solver link
# Note: Ensure 'gams' is in your PATH or specify the executable path
solver = pyo.SolverFactory('gams')
results = solver.solve(model, tee=True , keepfiles=True, tmpdir="tmp")

Pyomo produces a warning but the error comes from GAMS (that the symbol nan is undefined):

WARNING (W1001): Setting Var 'x' to a value `nan` (float) not in domain Reals.

Information on your system

Pyomo version: 6.10.1
Python version: 3.13.4
Operating system: Windows
How Pyomo was installed (PyPI, conda, source): PyPI
Solver (if applicable): GAMS

Additional information

At first, I don't think this is a bigger issue for Pyomo beyond just the GAMS solver. A couple of conflicting arguments come to my mind:

• If the variable initialized to float('nan') is eventually not part of the model after presolve, this might be OK and this could be why Pyomo chooses to throw a warning for this instead of an error.
• GAMS is in general stricter and always throws an error but I got the same error by directly calling IPOPT from Pyomo. I wonder if there are any cases where the solver automatically switches float('nan') to a default initial value without complaining. If there are no such solvers, it could be better to catch this early and throw an error.

A potential fix: instead of using ftoa() for gams_writer.py, use a wrapper gams_ftoa() that uses ftoa and switches nan to NA

[Bhosecmu]

cc: @boxblox