Help required for Two Stage GAMS Model for three scenarios

Problems with modeling
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venkatajeevanbhargav
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Help required for Two Stage GAMS Model for three scenarios

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Q.) GAMS the 2-stage model with penalty given only 3 scenarios: all activities together 1 day shorter than expected, 1 day longer or on target. Remember this applies to activities A, B, C and D, but not E.

Sol:

Sets
W Scenarios /w1 * w12/
F Values /F1 * F5/
T Cases /T1 * T3/ ;

prob(W) scenarios probability
/
w1 0.1111
w2 0.1111
w3 0.1111
w4 0.1111
w5 0.1111
w6 0.1111
w7 0.1111
w8 0.1111
w9 0.1111
w10 0.1111
w11 0.1111
w12 0.1111
/;

Table PFmax (F,T) "Costs for Cases"
T1 T2 T3
F1 5 6 7
F2 2 3 4
F3 5 6 7
F4 2 3 4
F5 1 1 1


variables
z Objective Function;

First-Stage Variables
PF(F,T) durations of each scenario;

Second-Stage Variables

ya, yb, yc, yd, ye, x1, x2, x3, x4, x5, ys ;

equations

obj objective function
con1 A
con2 B
con3 C
con4 D
con5 E
con6 1i
con7 2
con8 3
con9 4
con10 5
con11 5i
con12 4i
Con13 ts (How to denote For lateness in scenario s?)
;

obj.. z =E= 100*ya + 150*yb + 200*yc + 175*yd + 250*ye + 3.395061* ;

con1..ya =L= 3 ;
con2..yb =L= 1 ;
con3..yc =L= 2 ;
con4..yd =L= 2 ;
con5..ye =L= 1 ;
con6..x1 =E= 0 ;
con7..x2 =G= x1 + 7 - ya ;
con8..x3 =G= x1 + 6 - yc ;
con9..x4 =G= x2 + 3 - yb ;
con10.. x5 =G= x4 + 2 - ye ;
con11.. x5 =L= 10 ;
con12.. x4 =G= x2 + 3 - yb ;


model Overhaul /all/;
solve Overhaul using LP minimizing z;
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