## define Sets in ALM problem

Problems with syntax of GAMS
mr_khdm
User
Posts: 4
Joined: 4 months ago

### define Sets in ALM problem

Hello
about multi-stage stochastic programming for Asset and Liability Management (ALM) Model I have questions:

for t=1 and t=2 we have this Eq.

and I coded this Eq. :

Code: Select all

``co2(s,t)\$(ord(t)>=1 and ord(t)<3) .. sum(i,r(i,t,s) * x(i,t-1,s)) =e= sum(i,x(i,t,s)) ;``
but GAMS show me this error:
Error 198: Set used in ‘ord’ or lag is not ordered
Thank you
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bussieck
Moderator
Posts: 388
Joined: 3 years ago

### Re: define Sets in ALM problem

You t set isn't order. Without seeing the entire GAMS model it is hard to suggest something. Ordering of sets can be subtle in GAMS. General advice: Declare and define the sets you need ordered first in your GAMS model.

-Michael

mr_khdm
User
Posts: 4
Joined: 4 months ago

### Re: define Sets in ALM problem

this is ALM problem Compact Model:

and this is my code: (my code answer is invisible and this is my problem)

Code: Select all

``````\$Title: Compact Model

sets
i index of Property /1,2/
n index of Node /0*14/
s(n) /7*14/
t(n) /1*6/                   ;

table a(n,s)
7       8       9       10       11       12       13      14
0
1
2
3        1       1
4                        1       1
5                                         1        1
6                                                           1       1
7
8
9
10
11
12
13
14                                                                      ;

table b(n,t)
1       2       3       4       5       6
0        1       1
1                        1       1
2                                        1       1
3
4
5
6
7
8
9
10
11
12
13
14                                                           ;

Scalars
W0 /55000/
L  /80000/
q  /0.5/
rr /0.2/    ;

parameters
p(s) /7 0.125,8 0.125,9 0.125,10 0.125,11 0.125,12 0.125,13 0.125,14 0.125/
R(i,n)    ;

table R(i,n)
1       2       3       4       5       6       7       8       9       10      11      12      13      14
1        1.25    1.06    1.25    1.06    1.25    1.06    1.25    1.06    1.25    1.06    1.25    1.06    1.25    1.06
2        1.14    1.12    1.14    1.12    1.14    1.12    1.14    1.12    1.14    1.12    1.14    1.12    1.14    1.12   ;

variables
Z ;

positive variables
x(i,n)
wn(s)
wp(s)

Equations
OF
co1
co2
co3  ;

OF  .. z =e= sum(s,p(s)*(q*wp(s)-rr*wn(s)))     ;

co1      .. sum(i,x(i,'0')) =e= w0 ;
co2(t,n) .. sum(i,r(i,t) * x(i,n) * b(n,t)) =e= sum(i,x(i,t)) ;
co3(s,n) .. sum(i,r(i,n) * x(i,n) * a(n,s)) =e= l + wp(s) - wn(s)  ;

Model Objective1 /OF, co1, co2, co3/;
solve Objective1 using MIP max z ;

display z.l ,wp.l, wn.l, x.l ;

``````