Model and Solve Statements

Problems with modeling
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haithamkanakri
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Model and Solve Statements

Post by haithamkanakri » 2 months ago

how to specify the variables to be maximized in the GAMS model and solve it over a defined sets?
For example, I would like to code the CVAR equation as the following:
Capture.JPG
1- Does GAMS coding requires to include the highlighted variables in the model/solver command to maximize the highlighted variables over the specified sets?
2- Or no need to do that since that would be implicitly specified by the objective and model constraints?


My code is:

ObjEq9.. obj=e= Zeta - (1/(1-alpha))*sum(w,PiW(w)*Uw(w));

MODEL Aggregator /ALL/;

SOLVE Aggregator USING NLP MAXIMIZING obj;
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Capture.JPG

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Renger
Posts: 221
Joined: 2 years ago

Re: Model and Solve Statements

Post by Renger » 2 months ago

Hi
If the non-used variables and sets are in your constraints, you are on the right track.
Cheers
Renger

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