Search found 60 matches
- 6 years ago
- Forum: Syntax
- Topic: Stochastic Linear Programming - Multiple Randomness
- Replies: 5
- Views: 5075
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...
- 6 years ago
- Forum: Modeling
- Topic: Random sampling problem of Stochastic Programming
- Replies: 2
- Views: 3177
Re: Random sampling problem of Stochastic Programming
Hi, There are some smaller issues in your model (e.g. "Option emp=lindo;" should be set before your solve statement and not afterwards), but I could not reproduce that "sample" is an unknown keyword. Maybe the GAMS version you are using is too old? "Sample" as keyword w...
- 6 years ago
- Forum: Syntax
- Topic: Stochastic Linear Programming - Multiple Randomness
- Replies: 5
- Views: 5075
Re: Stochastic Linear Programming - Multiple Randomness
Gabriel, There are two problems which I found in your model: The first one is an easy one, probably just a typo: In the emp.info file you defined "randvar d2 ..." twice. I guess the second one should actually be "randvar d3 ...". The second problems seems to be deeper: You say th...
- 6 years ago
- Forum: Announcements
- Topic: GAMS Distribution 25.1.0 (Beta Version) Announcement Announcement
- Replies: 1
- Views: 48252
GAMS Distribution 25.1.0 (Beta Version) Announcement Announcement
Hi GAMS Users, We would like to announce the availability of the GAMS Release 25.1.0 (Beta Version). This release contains the first public beta version of GAMS Studio - a completely new integrated development environment for GAMS. Please consult the beta release notes for details about GAMS Studio,...
- 6 years ago
- Forum: Syntax
- Topic: Stochastic Programming with multiple stochastic parameters
- Replies: 2
- Views: 2857
Re: Stochastic Programming with multiple stochastic parameters
... randvar d(n) discrete 0.25 70 0.5 100 0.25 130 ... Then how could I establsih a multi-randomness model? In my case, I have two variables which both obey the discrete distribution. ... Hi, First to make sure, that I understand what you want to do: You mention two variables which follow the discr...
- 6 years ago
- Forum: Syntax
- Topic: The .fx variable attribute: Dumb question
- Replies: 1
- Views: 4631
Re: The .fx variable attribute: Dumb question
Hi, About q1: It is correct, that .fx also sets .l (in contrast to setting .lo and .up separately). About q2: I don't know where exactly you found the things you quoted here from the documentation, but I just searched for the fx attribute and found this (https://www.gams.com/latest/docs/UG_Variables...
- 6 years ago
- Forum: Modeling
- Topic: Joint random variable sampling not work?
- Replies: 1
- Views: 2200
Re: Joint random variable sampling not work?
Hi,
Could you post your model? Then it would be easier to help.
Best regards,
Lutz
Could you post your model? Then it would be easier to help.
Best regards,
Lutz
- 6 years ago
- Forum: Syntax
- Topic: Piecewise Non-Linear Function
- Replies: 1
- Views: 3039
Re: Piecewise Non-Linear Function
Hi,
Maybe this model from the GAMS Test Library gives you a good starting point:
https://www.gams.com/latest/testlib_ml/ ... lib01.html
Best,
Lutz
Maybe this model from the GAMS Test Library gives you a good starting point:
https://www.gams.com/latest/testlib_ml/ ... lib01.html
Best,
Lutz
- 6 years ago
- Forum: Modeling
- Topic: Stochastic Programming: pre-sampled discrete random VECTOR
- Replies: 1
- Views: 2740
Re: Stochastic Programming: pre-sampled discrete random VECTOR
Hi,
You need to use the emp keyword "jrandvar". Here is an example where this is used:
https://www.gams.com/latest/emplib_ml/l ... joint.html
More general information can be found here:
https://www.gams.com/24.9/docs/UG_EMP_SP.html
I hope that helps,
Lutz
You need to use the emp keyword "jrandvar". Here is an example where this is used:
https://www.gams.com/latest/emplib_ml/l ... joint.html
More general information can be found here:
https://www.gams.com/24.9/docs/UG_EMP_SP.html
I hope that helps,
Lutz
- 6 years ago
- Forum: Modeling
- Topic: Daily subsets of annual data
- Replies: 2
- Views: 4682
Re: Daily subsets of annual data
Hi, One way to do this, is using the "mod" function together with the "ord" operator: set t hours of a year /t1*t8760/; * Init everything to 5 parameter P_el(t) electricity price /#t 5/; * Set peak hours to 10 P_el(t)$(mod(ord(t),24)>=7 and mod(ord(t),24)<=18 ) = 10; If you need ...