Search found 5 matches

by LuisG
3 months ago
Forum: Modeling
Topic: Create all combinations of multiple parameters
Replies: 4
Views: 542

Re: Create all combinations of multiple parameters

dirkse,

Thank you very much for the additional information! Mapping sets was actually my first idea, but I failed with the implementation and decided that a loop would be easier.
by LuisG
3 months ago
Forum: Modeling
Topic: Create all combinations of multiple parameters
Replies: 4
Views: 542

Re: Create all combinations of multiple parameters

Hello Michael, thank you so much for your answer, this is exactly what I was looking for. I just did not know how to go through the indexing set. For instance, I was not aware that I could do this: nn('1')=yes; What I am trying to do with this is rearranging and aggregating some scenarios which are ...
by LuisG
3 months ago
Forum: Modeling
Topic: Create all combinations of multiple parameters
Replies: 4
Views: 542

Create all combinations of multiple parameters

I have three parameters each depending on a different set, for example: Parameter par1(i) / 1 100 2 100 / ; Parameter par2(j) / 1 100 2 100 / ; Parameter par3(k) / 1 100 2 100 / ; Now I would like to have all of the parameter values depending on a single set n. In other words, I would like to create...
by LuisG
6 months ago
Forum: Modeling
Topic: Solving a quadratic problem using Lagrange multipliers
Replies: 0
Views: 323

Solving a quadratic problem using Lagrange multipliers

Hi all, I would like to solve the following quadratic optimization problem: b1.JPG Solving this model with CONOPT works very well. However, I would also like to solve it using Lagrange multipliers. So I formulate the Lagrange functions and set the derivatives to zero: b2.JPG b3.JPG I had thought tha...
by LuisG
9 months ago
Forum: Modeling
Topic: Local sensitivity analysis at optimum
Replies: 0
Views: 411

Local sensitivity analysis at optimum

Dear all, I would like to study the impact of a small variation of the optimal variables in an equlibrium problem. My question is related to this older thread Jacobian at optimal condition . It is explained there how to obtain the Jacobian matrix using the Convert utility of GAMS (at the example of ...