GAMS World Forum

Dear All,
I’m working on microgrid scheduling using GAMS considering the PV uncertainty and the gams documentation for stochastic programming is recommending to use LINDO solver for making a random variable normally distributed but I saw other codes using Cplex solver with multiple scenarios to consider uncertainty in a random variable.

which one of these two ways work in power systems scheduling?
I highly appreciate your cooperation,
Thank you,
Anan

Eventually, any continuous distribution is discretized before solving the stochastic optimization model. You can do this in the GAMS code and set up a discrete distribution then you can use e.g. DE with Cplex or you let Lindo do it internally and then you need to use Lindo's algorithms.

-Michael

thank you so much for your prompt reply.
I don't have distribution yet, I will work with hourly output power for one year and I'm looking for a way to fit this data into a distribution normal or discrete.