### Random sampling problem of Stochastic Programming

Posted:

**Sat Apr 14, 2018 4:14 am**Hello, everyone

when I do a simple SP problem, when running the problem, the result show that unknown keywords sample,can anyone help?

Best regards

The code are as fllows:

variables

y objective

Cvmax valve maximum

Positive Variables

Cv valve;

Scalars P1 "inlet pressure of liquid flow rate" / 1000 /

pho "liquid dentisy" / 1000 /

H "pump head" / 1.3 /

err "tolerance for delivery pressure" / 20 /

D "Pipe diameter" / 0.0762 /

k "pressure drop in the pipe" /9.101e-6/

W "drived power" /31.2/

eff "pump efficiency" /0.5/

r "control valve range" /0.05/

P2 outlet pressure /625/

m flowrate /8.5/

;

Equations OBJ "objective to be minimized"

con1 constraint 1

con2 constraint 2

con3 constraint 3

con4 constraint 4

con5 constraint 5;

OBJ.. y =e= Cvmax;

con1.. P1*pho*sqr(Cv)+pho*H*pho*sqr(Cv)-err*pho*sqr(Cv)-sqr(m)-pho*sqr(Cv)*k*m**1.84/D**5.16-P2*pho*sqr(Cv) =l= 0;

con2.. -P1*pho*sqr(Cv)-pho*H*pho*sqr(Cv)-err*pho*sqr(Cv)+sqr(m)+pho*sqr(Cv)*k*m**1.84/D**5.16+P2*pho*sqr(Cv) =l= 0;

con3.. m*H-eff*W =l= 0;

con4.. Cv-Cvmax =l= 0;

con5.. -Cv+r*Cvmax =l= 0;

Model SP / all /;

File emp / '%emp.info%' /;

put emp '* problem %gams.i%'/;

$onput

randvar m Uniform 5 12

randvar P2 Uniform 250 1000

sample m P2 100 method1

$offput

putclose emp;

Set scen "scenarios" / s1*s100 /;

Parameter

s_m(scen) "flowrate realization by scenario"

s_Cv(scen) "Cv by scenario"

s_P2(scen) "P2 by scenario"

s_rep(scen,*) "scenario probability" / #scen.prob 0/;

Set dict / scen .scenario.''

m .randvar .s_m

P2 .randvar .s_P2

Cv .level .s_Cv

'' .opt .s_rep /;

$onecho > lindo.opt

SVR_LS_ANTITHETIC=method1

SVR_LS_MONTECARLO=method2

SVR_LS_LATINSQUARE=method3

$offecho

SP.optfile=1;

solve SP min y use EMP scenario dict;

Option emp=lindo;

Display s_m, s_P2,s_Cv, s_rep;

Display y.l ;

when I do a simple SP problem, when running the problem, the result show that unknown keywords sample,can anyone help?

Best regards

The code are as fllows:

variables

y objective

Cvmax valve maximum

Positive Variables

Cv valve;

Scalars P1 "inlet pressure of liquid flow rate" / 1000 /

pho "liquid dentisy" / 1000 /

H "pump head" / 1.3 /

err "tolerance for delivery pressure" / 20 /

D "Pipe diameter" / 0.0762 /

k "pressure drop in the pipe" /9.101e-6/

W "drived power" /31.2/

eff "pump efficiency" /0.5/

r "control valve range" /0.05/

P2 outlet pressure /625/

m flowrate /8.5/

;

Equations OBJ "objective to be minimized"

con1 constraint 1

con2 constraint 2

con3 constraint 3

con4 constraint 4

con5 constraint 5;

OBJ.. y =e= Cvmax;

con1.. P1*pho*sqr(Cv)+pho*H*pho*sqr(Cv)-err*pho*sqr(Cv)-sqr(m)-pho*sqr(Cv)*k*m**1.84/D**5.16-P2*pho*sqr(Cv) =l= 0;

con2.. -P1*pho*sqr(Cv)-pho*H*pho*sqr(Cv)-err*pho*sqr(Cv)+sqr(m)+pho*sqr(Cv)*k*m**1.84/D**5.16+P2*pho*sqr(Cv) =l= 0;

con3.. m*H-eff*W =l= 0;

con4.. Cv-Cvmax =l= 0;

con5.. -Cv+r*Cvmax =l= 0;

Model SP / all /;

File emp / '%emp.info%' /;

put emp '* problem %gams.i%'/;

$onput

randvar m Uniform 5 12

randvar P2 Uniform 250 1000

sample m P2 100 method1

$offput

putclose emp;

Set scen "scenarios" / s1*s100 /;

Parameter

s_m(scen) "flowrate realization by scenario"

s_Cv(scen) "Cv by scenario"

s_P2(scen) "P2 by scenario"

s_rep(scen,*) "scenario probability" / #scen.prob 0/;

Set dict / scen .scenario.''

m .randvar .s_m

P2 .randvar .s_P2

Cv .level .s_Cv

'' .opt .s_rep /;

$onecho > lindo.opt

SVR_LS_ANTITHETIC=method1

SVR_LS_MONTECARLO=method2

SVR_LS_LATINSQUARE=method3

$offecho

SP.optfile=1;

solve SP min y use EMP scenario dict;

Option emp=lindo;

Display s_m, s_P2,s_Cv, s_rep;

Display y.l ;