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karacat
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Solving stochastic gams model multiple times in gams

Post by karacat »

I create a gams code including randomly generated scenarios ; I want to trigger my gams code to solve, for example 100 times to obtain different solutions for eweryrun (When i click run button , in each time , i can obtain different solution since it includes random generator for scenarios) but ı could not do it automotically for example to write a code or to find trigger option for solving a hundred times in order to obtain different solutions and create histogram by using solutions . How can ı trigger could you please help me ?
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Renger
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Re: Solving stochastic gams model multiple times in gams

Post by Renger »

Hi
Take a closer look at the documentation on loops.

Code: Select all

set i /1*100/;

loop(i, 

* set a random value

* solve your model

* save the results:
results(i, "myresult x") = X.L;
* end of loop
);
Cheers
Renger
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Enjoy modeling even more: Read my blog on modeling at The lazy economist
karacat
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Re: Solving stochastic gams model multiple times in gams

Post by karacat »

Hello,
I try to apply your method to obtain loop but gams gives an error massage that is "declaration can not be allowed in loop as I understund from massage I connot put random value generation inside the loop could you please help me about this case , ı add my code below;



execseed= 1+gmillisec(jnow)

sets
i index of small item/1*3/
j index of pattern/1*4/
scen senaryo /1*100/;

Variables z total cost;

integer variables
x number of replication
r raw material quantity;

positive variables
In(scen)
Ls(scen);

binary variable
y;

scalars
c production cost/100/
s setup cost/60/
h holding cost/320/
b lost sales cost/800/
L threshold/1000/
M big m/30/;



parameter d(scen);

scalar mu /10/;
scalar poisson;
scalar su;
loop(scen,
poisson = -1;
su = 0;
repeat
su = su + [-log(uniform(0.01,1))];
poisson = poisson + 1;
until (su >= mu);
d(scen) = poisson;
);

parameter ro(scen);

ro(scen)= normal(0.95,0.0001) ;

parameter
p(scen) "probability" / #scen [1/card(scen)] / ;

parameters
w(i) length of small items
/1 500
2 400
3 300/

av(i) avaibility of small items
/1 15
2 25
3 15/

cr(i)
/1 75
2 60
3 45/;


table a(i,j) how many small items i in pattern j
1 2 3 4
1 1 2 0 0
2 1 0 1 3
3 1 0 2 0 ;


equations
obj
cons1
cons2
cons3
cons4
;

obj.. z =e= sum(i,cr(i)*r(i))+sum(j,c*x(j)) + sum(j,s*y(j))+sum(scen,p(scen)*(h*In(scen)+b*Ls(scen)));
cons1(j)..x(j)=l=M*y(j);
cons2(scen)..In(scen)-Ls(scen)=e=ro(scen)*sum(j,x(j))-d(scen);
cons3(i)..sum(j,a(i,j)*x(j))=e=r(i);
cons4(i)..r(i)=l=av(i);



Model mymode/all/;



solve mymodel min z using mip;



display x.l, r.l, y.l, In.l,Ls.l,z.l,d, p;
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Renger
Posts: 639
Joined: 7 years ago

Re: Solving stochastic gams model multiple times in gams

Post by Renger »

Hi
The error means that you have declared a parameter, variable or set within the loop. Assignments (... = ...;) are allowed but declaration are not. YOu have to put the declarations before the loop starts.

Renger
PS. Your code doesn't reproduce this error. Next time, please add the code that reproduces the error. ALso put the code between code blocks (use the </> symbol in the post editor), so that the formatting is preserved. Otherwise, people have to reformat your code.
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karacat
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Re: Solving stochastic gams model multiple times in gams

Post by karacat »

Hello
Thank you very much , I followed your instruction and now it is ok. There is no error ı could obtain results.

Best regards
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