Search found 4 matches
- 3 years ago
- Forum: Modeling
- Topic: two-stage stochastic programming with recourse
- Replies: 0
- Views: 2075
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...
- 5 years ago
- Forum: Modeling
- Topic: scenario generation and reduction using SCENRED
- Replies: 3
- Views: 4337
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.
Thank you so much for your reply. Let me study first and I will ask again.
- 5 years ago
- Forum: Modeling
- Topic: scenario generation and reduction using SCENRED
- Replies: 3
- Views: 4337
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
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
- 5 years ago
- Forum: Modeling
- Topic: scenario generation and scenario reduction
- Replies: 0
- Views: 2029
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...