Edson Valle sent me an update for Gams-Tex (see my blog from 28. Januari) where he showed how to add new keywords to the Gams-Tex file (here done for the MPSGE keywords):

 

Just add the following lines to the gams theme file (theme_gams.tex) after the moreKeywords={

$PROD, $DEMAND, $AUXILIARY, $COMMODITIES, $SECTORS, $CONSUMERS, $MODEL, $REPORT,

It’ll become automatically case insensitive due to the options selected.