Query in Scenario reduction

Problems with syntax of GAMS
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Kasi Vemalaiah
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Query in Scenario reduction

Post by Kasi Vemalaiah » 2 months ago

Dear sir/ma'am,

I am Kasi, pursuing PhD in IIT Roorkee, India.

I have generated 1000 scenarios using norm pdf in GAMS. PFA for GAMS studio file. I want to reduce generated 1000 scenarios to 50 scenarios using the SCENRED2 tool in GAMS. These reduced scenarios will be used for stochastic programming. Please help me, how to code for scenario reduction using the SCENRED2 tool in GAMS.

Thank you in advance.
scenario_reduction.gms
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