A query on DECIS solver-need suggestions/guidence.

Dear Gams friend,

we have licensed GAMS 24.1.3 with CPLEX solver (12.5.1). We have not bought DECIS solver. Is this solver automatically embedded in GAMS. We run a model and show active for around 15 Hours, but produced no output. Then I stopped it.

we are wondering whether we can solve complex stochastic program without buying Licensed DECIS solver. Another thing we want to know: if same random parameters appears in different equations in different places, we have to write the stochastic files for every equation containing stochastic parameter? OR, only one declaration of a stochastic parameter is ok? The software will then automatically rearrange when it says any parameter that has already been written in stochastic file?

For example: I write the stochastic file for the following equation:
eq3(j,l,s)…Q(j,l,s)+I(j,l,s)=g=D(j,l,s)

  • Writing stochastic file for RHS of eq3.

put “INDEP DISCRETE” /;

put “RHS eq3 “,j.tl,l.tl,s.tl,””, Djls(j,l,s)," PERIOD2 ",prob(ss) /;


Now if I have another equation like, eq4(j,l,s)…I(j,l,s)+B(j,l,s)=l=M*D(j,l,s); Should i again write the stochastic file for this equation?


We appreciate your valuable suggestions?

Regards,
Syed


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U need to buy DECIS license seperately. Do keep in mind before buying that decis can not solve integer problems. It is only for linear and non linear programs.


On Fri, Nov 1, 2013 at 4:53 AM, Syed Ali wrote:

Dear Gams friend,

we have licensed GAMS 24.1.3 with CPLEX solver (12.5.1). We have not bought DECIS solver. Is this solver automatically embedded in GAMS. We run a model and show active for around 15 Hours, but produced no output. Then I stopped it.

we are wondering whether we can solve complex stochastic program without buying Licensed DECIS solver. Another thing we want to know: if same random parameters appears in different equations in different places, we have to write the stochastic files for every equation containing stochastic parameter? OR, only one declaration of a stochastic parameter is ok? The software will then automatically rearrange when it says any parameter that has already been written in stochastic file?

For example: I write the stochastic file for the following equation:
eq3(j,l,s)…Q(j,l,s)+I(j,l,s)=g=D(j,l,s)

  • Writing stochastic file for RHS of eq3.

put “INDEP DISCRETE” /;

put “RHS eq3 “,j.tl,l.tl,s.tl,””, Djls(j,l,s)," PERIOD2 ",prob(ss) /;


Now if I have another equation like, eq4(j,l,s)…I(j,l,s)+B(j,l,s)=l=M*D(j,l,s); Should i again write the stochastic file for this equation?


We appreciate your valuable suggestions?

Regards,
Syed


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\

Regards,

Ankur Gupta,
Research Scholar,
Department of Mechanical Engineering,
National Institute of Technology, Raipur (C.G.)


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And yes you have to write stochastic file for every equation that contains stochastic variable. Keep checking the .sto file that is generated after writing the equation.


On Fri, Nov 1, 2013 at 12:24 PM, Ankur Gupta wrote:

U need to buy DECIS license seperately. Do keep in mind before buying that decis can not solve integer problems. It is only for linear and non linear programs.


On Fri, Nov 1, 2013 at 4:53 AM, Syed Ali wrote:

Dear Gams friend,

we have licensed GAMS 24.1.3 with CPLEX solver (12.5.1). We have not bought DECIS solver. Is this solver automatically embedded in GAMS. We run a model and show active for around 15 Hours, but produced no output. Then I stopped it.

we are wondering whether we can solve complex stochastic program without buying Licensed DECIS solver. Another thing we want to know: if same random parameters appears in different equations in different places, we have to write the stochastic files for every equation containing stochastic parameter? OR, only one declaration of a stochastic parameter is ok? The software will then automatically rearrange when it says any parameter that has already been written in stochastic file?

For example: I write the stochastic file for the following equation:
eq3(j,l,s)…Q(j,l,s)+I(j,l,s)=g=D(j,l,s)

  • Writing stochastic file for RHS of eq3.

put “INDEP DISCRETE” /;

put “RHS eq3 “,j.tl,l.tl,s.tl,””, Djls(j,l,s)," PERIOD2 ",prob(ss) /;


Now if I have another equation like, eq4(j,l,s)…I(j,l,s)+B(j,l,s)=l=M*D(j,l,s); Should i again write the stochastic file for this equation?


We appreciate your valuable suggestions?

Regards,
Syed


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\

Regards,

Ankur Gupta,
Research Scholar,
Department of Mechanical Engineering,
National Institute of Technology, Raipur (C.G.)



\

Regards,

Ankur Gupta,
Research Scholar,
Department of Mechanical Engineering,
National Institute of Technology, Raipur (C.G.)


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Dear Ankur,

Thanks for your reply. I was trying to define stochastic parameter everywhere. I failed two write the following two cases…please help.

scalar deltol /0.4/;

parameter quality (J)
/J1 0.2
j2 0.3/
;

The problem comes due to error in the following loop,
*eq6(j,l)…sum(s, Fisl(i,s,l)X(i,j,l)))=l= deltolsum(s,Djls(j,l,s))
loop(j,

loop(l,

loop(s,

loop(ss$(ord(s)=ord(ss)),

put “deltol” , “eq6”,j.tl,l.tl,s.tl,“”, D(j,l,s)," PERIOD2 ",prob(ss) /;

);

);

);

);

**eq7(j,l)…sum(i,lateij(i,j)*sum(s, Fisl(i,s,l)*X(i,j,l)))=l= quality (j)*sum(s,Djls(j,l,s))
loop(j,

loop(l,

loop(s,

loop(ss$(ord(s)=ord(ss)),

put “quality”, j.tl,“eq7”,j.tl,l.tl,s.tl,“”, D(j,l,s),“PERIOD2”,prob(ss) /;

);

);

);

);



On Saturday, November 2, 2013 4:27:15 AM UTC+9, Ankur1109 wrote:

And yes you have to write stochastic file for every equation that contains stochastic variable. Keep checking the .sto file that is generated after writing the equation.


On Fri, Nov 1, 2013 at 12:24 PM, Ankur Gupta wrote:

U need to buy DECIS license seperately. Do keep in mind before buying that decis can not solve integer problems. It is only for linear and non linear programs.


On Fri, Nov 1, 2013 at 4:53 AM, Syed Ali wrote:

Dear Gams friend,

we have licensed GAMS 24.1.3 with CPLEX solver (12.5.1). We have not bought DECIS solver. Is this solver automatically embedded in GAMS. We run a model and show active for around 15 Hours, but produced no output. Then I stopped it.

we are wondering whether we can solve complex stochastic program without buying Licensed DECIS solver. Another thing we want to know: if same random parameters appears in different equations in different places, we have to write the stochastic files for every equation containing stochastic parameter? OR, only one declaration of a stochastic parameter is ok? The software will then automatically rearrange when it says any parameter that has already been written in stochastic file?

For example: I write the stochastic file for the following equation:
eq3(j,l,s)…Q(j,l,s)+I(j,l,s)=g=D(j,l,s)

  • Writing stochastic file for RHS of eq3.

put “INDEP DISCRETE” /;

put “RHS eq3 “,j.tl,l.tl,s.tl,””, Djls(j,l,s)," PERIOD2 ",prob(ss) /;


Now if I have another equation like, eq4(j,l,s)…I(j,l,s)+B(j,l,s)=l=M*D(j,l,s); Should i again write the stochastic file for this equation?


We appreciate your valuable suggestions?

Regards,
Syed


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\

Regards,

Ankur Gupta,
Research Scholar,
Department of Mechanical Engineering,
National Institute of Technology, Raipur (C.G.)



\

Regards,

Ankur Gupta,
Research Scholar,
Department of Mechanical Engineering,
National Institute of Technology, Raipur (C.G.)


To unsubscribe from this group and stop receiving emails from it, send an email to gamsworld+unsubscribe@googlegroups.com.
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i have attached sample code. the third and fourth loop creates problem and the model can not run.

On Saturday, November 2, 2013 4:27:15 AM UTC+9, Ankur1109 wrote:

And yes you have to write stochastic file for every equation that contains stochastic variable. Keep checking the .sto file that is generated after writing the equation.


On Fri, Nov 1, 2013 at 12:24 PM, Ankur Gupta wrote:

U need to buy DECIS license seperately. Do keep in mind before buying that decis can not solve integer problems. It is only for linear and non linear programs.


On Fri, Nov 1, 2013 at 4:53 AM, Syed Ali wrote:

Dear Gams friend,

we have licensed GAMS 24.1.3 with CPLEX solver (12.5.1). We have not bought DECIS solver. Is this solver automatically embedded in GAMS. We run a model and show active for around 15 Hours, but produced no output. Then I stopped it.

we are wondering whether we can solve complex stochastic program without buying Licensed DECIS solver. Another thing we want to know: if same random parameters appears in different equations in different places, we have to write the stochastic files for every equation containing stochastic parameter? OR, only one declaration of a stochastic parameter is ok? The software will then automatically rearrange when it says any parameter that has already been written in stochastic file?

For example: I write the stochastic file for the following equation:
eq3(j,l,s)…Q(j,l,s)+I(j,l,s)=g=D(j,l,s)

  • Writing stochastic file for RHS of eq3.

put “INDEP DISCRETE” /;

put “RHS eq3 “,j.tl,l.tl,s.tl,””, Djls(j,l,s)," PERIOD2 ",prob(ss) /;


Now if I have another equation like, eq4(j,l,s)…I(j,l,s)+B(j,l,s)=l=M*D(j,l,s); Should i again write the stochastic file for this equation?


We appreciate your valuable suggestions?

Regards,
Syed


aliflaila.gms (2.72 KB)

Dear friend,

I have found out the problems but could not resolved. Actually, deltol and quality (j) are parameters. and we want to make stochastic coefficient of these parameters that is Djls that has outcome and probability. .

*eq6(j,l)…sum(s, Fisl(i,s,l)X(i,j,l)))=l= deltolsum(s,Djls(j,l,s))
loop(j,

loop(l,

loop(s,

loop(ss$(ord(s)=ord(ss)),

put “deltol” , “eq6”,j.tl,l.tl,s.tl,“”, D(j,l,s)," PERIOD2 ",prob(ss) /;

);

);

);

);

**eq7(j,l)…sum(i,lateij(i,j)*sum(s, Fisl(i,s,l)*X(i,j,l)))=l= quality (j)*sum(s,Djls(j,l,s))
loop(j,

loop(l,

loop(s,

loop(ss$(ord(s)=ord(ss)),

put “quality”, j.tl,“eq7”,j.tl,l.tl,s.tl,“”, D(j,l,s),“PERIOD2”,prob(ss) /;

);

);

);

);

On Monday, November 4, 2013 9:54:39 PM UTC+9, Syed Ali wrote:

i have attached sample code. the third and fourth loop creates problem and the model can not run.

On Saturday, November 2, 2013 4:27:15 AM UTC+9, Ankur1109 wrote:

And yes you have to write stochastic file for every equation that contains stochastic variable. Keep checking the .sto file that is generated after writing the equation.


On Fri, Nov 1, 2013 at 12:24 PM, Ankur Gupta wrote:

U need to buy DECIS license seperately. Do keep in mind before buying that decis can not solve integer problems. It is only for linear and non linear programs.


On Fri, Nov 1, 2013 at 4:53 AM, Syed Ali wrote:

Dear Gams friend,

we have licensed GAMS 24.1.3 with CPLEX solver (12.5.1). We have not bought DECIS solver. Is this solver automatically embedded in GAMS. We run a model and show active for around 15 Hours, but produced no output. Then I stopped it.

we are wondering whether we can solve complex stochastic program without buying Licensed DECIS solver. Another thing we want to know: if same random parameters appears in different equations in different places, we have to write the stochastic files for every equation containing stochastic parameter? OR, only one declaration of a stochastic parameter is ok? The software will then automatically rearrange when it says any parameter that has already been written in stochastic file?

For example: I write the stochastic file for the following equation:
eq3(j,l,s)…Q(j,l,s)+I(j,l,s)=g=D(j,l,s)

  • Writing stochastic file for RHS of eq3.

put “INDEP DISCRETE” /;

put “RHS eq3 “,j.tl,l.tl,s.tl,””, Djls(j,l,s)," PERIOD2 ",prob(ss) /;


Now if I have another equation like, eq4(j,l,s)…I(j,l,s)+B(j,l,s)=l=M*D(j,l,s); Should i again write the stochastic file for this equation?


We appreciate your valuable suggestions?

Regards,
Syed


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\

Regards,

Ankur Gupta,
Research Scholar,
Department of Mechanical Engineering,
National Institute of Technology, Raipur (C.G.)



\

Regards,

Ankur Gupta,
Research Scholar,
Department of Mechanical Engineering,
National Institute of Technology, Raipur (C.G.)


To unsubscribe from this group and stop receiving emails from it, send an email to gamsworld+unsubscribe@googlegroups.com.
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Try reducing the no of loop within loop. What I experienced is decis takes only 1 loop within loop. For this problem u can store value of 1 of the loop in temp variable and therby reducing the size of loop.
On 5 Nov 2013 12:46, “Syed Ali” wrote:

Dear friend,

I have found out the problems but could not resolved. Actually, deltol and quality (j) are parameters. and we want to make stochastic coefficient of these parameters that is Djls that has outcome and probability. .

*eq6(j,l)…sum(s, Fisl(i,s,l)X(i,j,l)))=l= deltolsum(s,Djls(j,l,s))
loop(j,

loop(l,

loop(s,

loop(ss$(ord(s)=ord(ss)),

put “deltol” , “eq6”,j.tl,l.tl,s.tl,“”, D(j,l,s)," PERIOD2 ",prob(ss) /;

);

);

);

);

**eq7(j,l)…sum(i,lateij(i,j)*sum(s, Fisl(i,s,l)*X(i,j,l)))=l= quality (j)*sum(s,Djls(j,l,s))
loop(j,

loop(l,

loop(s,

loop(ss$(ord(s)=ord(ss)),

put “quality”, j.tl,“eq7”,j.tl,l.tl,s.tl,“”, D(j,l,s),“PERIOD2”,prob(ss) /;

);

);

);

);

On Monday, November 4, 2013 9:54:39 PM UTC+9, Syed Ali wrote:

i have attached sample code. the third and fourth loop creates problem and the model can not run.

On Saturday, November 2, 2013 4:27:15 AM UTC+9, Ankur1109 wrote:

And yes you have to write stochastic file for every equation that contains stochastic variable. Keep checking the .sto file that is generated after writing the equation.


On Fri, Nov 1, 2013 at 12:24 PM, Ankur Gupta wrote:

U need to buy DECIS license seperately. Do keep in mind before buying that decis can not solve integer problems. It is only for linear and non linear programs.


On Fri, Nov 1, 2013 at 4:53 AM, Syed Ali wrote:

Dear Gams friend,

we have licensed GAMS 24.1.3 with CPLEX solver (12.5.1). We have not bought DECIS solver. Is this solver automatically embedded in GAMS. We run a model and show active for around 15 Hours, but produced no output. Then I stopped it.

we are wondering whether we can solve complex stochastic program without buying Licensed DECIS solver. Another thing we want to know: if same random parameters appears in different equations in different places, we have to write the stochastic files for every equation containing stochastic parameter? OR, only one declaration of a stochastic parameter is ok? The software will then automatically rearrange when it says any parameter that has already been written in stochastic file?

For example: I write the stochastic file for the following equation:
eq3(j,l,s)…Q(j,l,s)+I(j,l,s)=g=D(j,l,s)

  • Writing stochastic file for RHS of eq3.

put “INDEP DISCRETE” /;

put “RHS eq3 “,j.tl,l.tl,s.tl,””, Djls(j,l,s)," PERIOD2 ",prob(ss) /;


Now if I have another equation like, eq4(j,l,s)…I(j,l,s)+B(j,l,s)=l=M*D(j,l,s); Should i again write the stochastic file for this equation?


We appreciate your valuable suggestions?

Regards,
Syed


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For more options, visit https://groups.google.com/groups/opt_out.



\

Regards,

Ankur Gupta,
Research Scholar,
Department of Mechanical Engineering,
National Institute of Technology, Raipur (C.G.)



\

Regards,

Ankur Gupta,
Research Scholar,
Department of Mechanical Engineering,
National Institute of Technology, Raipur (C.G.)


To unsubscribe from this group and stop receiving emails from it, send an email to gamsworld+unsubscribe@googlegroups.com.
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