GAMS World Forum

I have an objective function with a division involving a variable x. 1) If I solve it, it returns error due to division by zero. 2) If I add a lower bound, it halts and says infeasible solution. Why would it do this? If I remove the term that involves division by zero, the problem becomes feasible (...

In my equation definitions, I need to use certain expressions involving the variables over and over again. How can I define a function that I can reuse in place of writing the expressions? Here is what I thought of, but I am unsure if it is advisable. Basically, I introduce a new variable "F&qu...

Here is the simple problem. A, B, C, D are random variables with known expected value and standard deviation. I'd like to represent these variables discretely by finding a 6-dimensional vector (only one vector!) of probabilities and 6-dimensional vectors (one per random variable) of outcomes such th...

The LINDO solver only allows a maximum of 6 samples of a continuous distribution. This seems a bit strange to be. If I have a continuous distribution, then I could just manually approximate it with a discrete distribution on my own, and then I could write up a stochastic programming model in GAMS us...