Implementing the appropriate solver for stochastich chance constraint nonlinear programming
Posted: Sun Dec 04, 2022 9:19 pm
Hello,
It's been some days since I decided to upload the file including the codes that I wrote in GAMS software. My problem is a non-linear optimization and I considered some uncertainties in my constraints. To solve this problem, I used chance-constraint methodology. Although I get local optimized answer by my file, no answer results after I upload my file in NEO-server site solving by LINDO solver.
Could you please help me? Is this solver appropriate according to the type of the question I'm trying to solve or do you know any better idea to get global optimization in stochastic chance-constraint nonlinear optimization?
Thanks.
It's been some days since I decided to upload the file including the codes that I wrote in GAMS software. My problem is a non-linear optimization and I considered some uncertainties in my constraints. To solve this problem, I used chance-constraint methodology. Although I get local optimized answer by my file, no answer results after I upload my file in NEO-server site solving by LINDO solver.
Could you please help me? Is this solver appropriate according to the type of the question I'm trying to solve or do you know any better idea to get global optimization in stochastic chance-constraint nonlinear optimization?
Thanks.