Search found 4 matches

by nsener
6 years ago
Forum: Modeling
Topic: Modeling abs value
Replies: 1
Views: 2846

Re: Modeling abs value

In my opinion, you must change abs part with a dummy decision variables like lambda(i,j) or etc. After defining this non negative decision you must replace abs part of objective with this decision variable. Please do not forget to add below constraints to reflect abs effect to the model: cons(i,j).....
by nsener
6 years ago
Forum: Modeling
Topic: Stochastic Optimization Model NonOpt Problem
Replies: 0
Views: 2266

Stochastic Optimization Model NonOpt Problem

Dear All,

I have problem with my model. When i solve the model, there is an nonoptimality caused by random variable in the model. How can i correct the problem? My model is at the attachment.

Thanks in advance,
Regards,
ebery_stde_logn.gms
(3.62 KiB) Downloaded 376 times
by nsener
6 years ago
Forum: Solvers
Topic: JAMS
Replies: 0
Views: 2987

JAMS

Hi,

I can try to solve a SP model with JAMS structure. However GAMS gives this error "JAMS cannot solve SP models". How can I handle this problem? I don't want to solve my model via DE solver.

Thanks in advance,
Nazmi
by nsener
7 years ago
Forum: Modeling
Topic: Stochastic Modelling with 2 Random Variables
Replies: 1
Views: 3330

Stochastic Modelling with 2 Random Variables

Hello Dear GAMS World Forum Members, I wrote a stochastic programming code with 2 random variables. There is no problem in here and now problem version. However, there is a huge problem in Expected Value (EV) problem. I tried different solutions to solve the issue, but I am not capable of solving. A...