GAMS World Forum

Hello, Recently, I solved a non-linear stochastic problem with the help of LINDO solver in the GAMS. I need to know how can I figure out that whether the constraint with the uncertainty in my optimization problem is activated or not and also what is the exact probability that the constraint is conve...

​​Hello, It's been some days since I decided to upload the file including the codes that I wrote in GAMS software. My problem is a non-linear optimization and I considered some uncertainties in my constraints. To solve this problem, I used chance-constraint methodology. Although I get local optimize...

Hi,

My modeling project has one condition with uncertainty in its coefficients.
Also, the whole equation is limited to lower and upper bands.
By dividing this condition into two separate statements in coding, I want to know whether I should use individual or joint chance-constraint

Hi everybody, I tried to optimize the profit of gasoline blending in my studying project, but as it seems, there should be something wrong due to not getting any outlet by software. My objective function as I mentioned above is to maximize the profit. By looking to my attached file, you can see the ...