chance-constraint optimization

GAMS
1

Hi everybody,

I tried to optimize the profit of gasoline blending in my studying project, but as it seems, there should be something wrong due to not getting any outlet by software.
My objective function as I mentioned above is to maximize the profit.
By looking to my attached file, you can see the limitation of this question stated just after problem’s objective function.
There are some notations for stating chance-constraint condition in the following and finally, last line is optimization notes.
Unfortunately, It doesn’t give me any reasonable answer so, I’m looking forward to your help.

Thanks guys.
Screen Shot 1401-01-27 at 15.43.10 2.pdf (614 KB)

2

Hi.

The forum rules contain many useful hints. If you follow them, this will increase the chance of getting a useful reply.
Allowing other forum users to reproduce what you are doing, is the key to get help. But nobody will be willing to transcribe your source code from a screenshot. So why not sharing your code in a way that allows others to reproduce what you are doing (i.e. as attachment or enclosed in code tags </>).

Best,
Fred