SMPS stochastic file in GAMS

Problems with modeling
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GabrielYin
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SMPS stochastic file in GAMS

Post by GabrielYin »

Hi All,

I have a project with SMPS files illustrating a two-stage stochastic linear programming (2-SLP) problem, including cor. file representing the core model, tim. file representing the stages and stoc. file representing the stochastic terms. GAMS has a very friendly environment for 2-SLP like convenient implementation of scenario reduction. But first thing first is that I need to read these SMPS files in GAMS.

I have checked the GAMS documentation website and it showed I can use DECIS/GAMS to solve a 2-SLP. Is anyone familiar with that system? And how can I translate the SMPS files into DECIS/GAMS?

Furthermore, I heard that DECIS solves SP in a two-stage decomposition way. Can I use another algorithm written in GAMS by myself?

Sorry for so many questions. Any information is useful for me. Thank you guys!

Gabriel
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