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This paper presents an effectiveness strategy to model and solve nonlinear mathematical optimization problems in electrical engineering using General Algebraic Modeling System (GAMS) for undergraduate students. A classical problem known as economic dispatch has been selected to show the need of using mathematical tools to solve a large scale optimization problem related with engineering. The economic dispatch is a classical optimization problem in operation of thermal electric systems, being the main idea to find an economical operation for thermal generators. This operation is based on a quadratic cost curve with some operating constraints, i.e., power balance and generation capacities. A numerical simulation is implemented using GAMS optimization package in demo version. This research has been developed with the support of 36 students of the course of Regulation and Operation of Electrical Systems (ROES) in the program of Electrical Engineering at Universidad Tecnológica de Pereira (UTP). [ABSTRACT FROM AUTHOR]