Search found 4 matches

by Norshela
5 months ago
Forum: Modeling
Topic: two-stage stochastic programming with recourse
Replies: 0
Views: 891

two-stage stochastic programming with recourse

Hi, I run below code to maximize oil refinery profit using two-stage stochastic programming with recourse model and I found that there is no value for decision variable y1w1,y1w2, x2,x3,x4,x5,x6,x7,x9,x10,x11,x12,x13,x14,x15,x16,x17,x18,x19, x20. Is there something wrong with my model? Please help m...
by Norshela
2 years ago
Forum: Modeling
Topic: scenario generation and reduction using SCENRED
Replies: 2
Views: 1498

Re: scenario generation and reduction using SCENRED

Hi Fred,

Thank you so much for your reply. Let me study first and I will ask again. :D
by Norshela
2 years ago
Forum: Modeling
Topic: scenario generation and reduction using SCENRED
Replies: 2
Views: 1498

scenario generation and reduction using SCENRED

Hi,

Can anyone share with me a code for scenario tree generation and scenario tree reduction using SCENRED? I am really new with GAMS and have no idea about SCENRED.

Thank you in advance

Regards,

Shela
by Norshela
2 years ago
Forum: Modeling
Topic: scenario generation and scenario reduction
Replies: 0
Views: 818

scenario generation and scenario reduction

Hi, I am using fast forward selection method to reduce the scenarios and use the reduced scenario as input to the stochastic programming. Because i am not familiar with GAMS i use excel to generate scenario and did scenario reduction manually. Can anyone share with me how to use GAMS in order to gen...