Search found 4 matches
- 6 years ago
- Forum: Modeling
- Topic: Why does GAMS return "infeasible" solution when I add lower bound?
- Replies: 1
- Views: 2078
Why does GAMS return "infeasible" solution when I add lower bound?
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 (...
- 6 years ago
- Forum: Modeling
- Topic: How do I create a function in GAMS?
- Replies: 1
- Views: 2107
How do I create a function in GAMS?
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...
- 6 years ago
- Forum: Modeling
- Topic: How do I model this problem efficiently?
- Replies: 0
- Views: 1998
How do I model this problem efficiently?
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...
- 6 years ago
- Forum: Solvers
- Topic: What is the benefit in paying for LINDO in stochastic optimization?
- Replies: 1
- Views: 2287
What is the benefit in paying for LINDO in stochastic optimization?
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...