## Search found 57 matches

- 1 year ago
- Forum: Modeling
- Topic: Individual LP v.s. Integrated LP in GAMS
- Replies:
**6** - Views:
**1343**

### Re: Individual LP v.s. Integrated LP in GAMS

Gabriel, Please find a few comments below. 1) Even if you would have found *one* meaningful example (sorry that I doubt you did) where the solution of multiple simple LPs takes longer than the integrated large LP, deriving a general rule from a single observation seems like a hasty conclusion. 2) A...

- 1 year ago
- Forum: Modeling
- Topic: Individual LP v.s. Integrated LP in GAMS
- Replies:
**6** - Views:
**1343**

### Re: Individual LP v.s. Integrated LP in GAMS

I got your point. Nevertheless here is still some way to let the user know the time consumption. This is just a tiny example and it should have been considered meaningless by GAMS system to show its time. I'll try a bigger one with millions of rows/columns to check the time. Thank you so much! Best,...

- 1 year ago
- Forum: Modeling
- Topic: Individual LP v.s. Integrated LP in GAMS
- Replies:
**6** - Views:
**1343**

### Re: Individual LP v.s. Integrated LP in GAMS

Hi, why did you discard your first hypothesis ? If you look at the .lst file, you can see that the time is in fact spent in GAMS "execution" and "generation", rather than in the actual "solve" time (which is detailed as "resource use" of each solve. Check: https://support.gams.com/gams:what_is_the_...

- 1 year ago
- Forum: Modeling
- Topic: Individual LP v.s. Integrated LP in GAMS
- Replies:
**6** - Views:
**1343**

### Individual LP v.s. Integrated LP in GAMS

Hi all, I have found an interesting characteristics in GAMS that it solves multiple simple LPs much slower than solving the integrated version of them. Here I show one illustrating example codes. I defined 27 simpe LP problems. Firstly I solved them individually with respect to the indices. Then I s...

- 1 year ago
- Forum: Modeling
- Topic: Can GAMS do random sampling from given dataset?
- Replies:
**2** - Views:
**604**

### Re: Can GAMS do random sampling from given dataset?

Hi, You can try something like this: Set scen /s1*s5/; Parameter Dataset(scen) / s1 1.2 s2 3.4 s3 5.6 s4 7.8 s5 9.0 /; Scalar a,scenToPick; scenToPick = uniformInt(1,card(scen)); a = sum(scen$(ord(scen)=scenToPick),Dataset(scen)); Display scenToPick, a; scenToPick = uniformInt(1,card(scen)); a = su...

- 1 year ago
- Forum: Modeling
- Topic: Can GAMS do random sampling from given dataset?
- Replies:
**2** - Views:
**604**

### Can GAMS do random sampling from given dataset?

Hi experts, I am considering if I can define one random parameter, which can randomly pick one value from one dataset (assume stored in a parameter or table) each scenario. This can be also referred as sampling, and I know in stochastic programming GAMS can use EMS to do this. However, my goal here ...

- 1 year ago
- Forum: Syntax
- Topic: Stochastic Linear Programming - Multiple Randomness
- Replies:
**5** - Views:
**1200**

### Re: Stochastic Linear Programming - Multiple Randomness

Now my question is, what actually does GAMS EMS solver solve, a mean-value problem? a deterministic equivalent problem? a wait-and-see problem? I am not really sure how EMS dictionary solve, especially for continuous distribution. Does EMS do sampling automatically if I call a dictionary to deal wi...

- 1 year ago
- Forum: Syntax
- Topic: Stochastic Linear Programming - Multiple Randomness
- Replies:
**5** - Views:
**1200**

### Re: Stochastic Linear Programming - Multiple Randomness

Thank you so much Lutz. I have solved this problem by using just a deterministic equivalent form, since it just involves a simple LP and discrete uncertainty. But still I have some questions regarding GAMS' Stochastic Programming (SP). Let me reply your answer first. 1. Yeah that is a typo...sorry f...

- 1 year ago
- Forum: Syntax
- Topic: Stochastic Linear Programming - Multiple Randomness
- Replies:
**5** - Views:
**1200**

### Re: Stochastic Linear Programming - Multiple Randomness

If it is needed, the model detail is as follows. Nothing but a simple linear programming problem. Positive Variables a1 a2 a3 a4 e1d1 e1d2 e1d3 e2d1 e2d2 e2d3 e3d1 e3d2 e3d3 e4d1 e4d2 e4d3 p1 p2 p3 p4; Scalars d1 /5/ d2 /4/ d3 /3/ ; Free Variable obj; Equations objj mxdemd budget capeq1 capeq2 capeq...

- 1 year ago
- Forum: Syntax
- Topic: Stochastic Linear Programming - Multiple Randomness
- Replies:
**5** - Views:
**1200**

### Stochastic Linear Programming - Multiple Randomness

Hi Experts, I am new to Stochastic Programming in GAMS, so sorry if this question is dumb. I have one small and simple linear programming problem with 16 variables and 9 constraints. Three of the 9 constraints have their right hand side parameters random, which are also obeying a discrete distributi...