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:
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;
Problems with modeling
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