```
Sets
i "products" /i1, i2, i3/
j "processing units" /j1, j2, j3/
s "sites" /s1, s2, s3/;
Parameters
FC Fixed production cost for product i on unit j at site s
v Variable production cost for product i on unit j at site s
cp Cost of raw material i at site s
t Transportation cost of product i from site s to customer c
h Inventory holding cost for product 𝑖 at site s
ss Safety stock violation penalty cost for product i at site s
MRL Minimum production run length for product i on unit j at site s
R Production rate of product i on unit j at site s
PC Production capacity on unit j at site s
IL Safety stock for product i at site s
BC Backorder unit cost of product i at site s
inventory
d /i1 1000, i2 2000, i3 3000/
m /i1 100, i2 250, i3 230/
;
Table FC
s1 s2 s3
i1.j1 5 0 0
i2.j1 7 0 0
i3.j1 9 0 0
i1.j2 0 8 0
i2.j2 0 6 0
i3.j2 0 9 0
i1.j3 0 0 10
i2.j3 0 0 7
i3.j3 0 0 8;
Table v
s1 s2 s3
i1.j1 2.5 0.0 0.0
i2.j1 2.3 0.0 0.0
i3.j1 1.9 0.0 0.0
i1.j2 0.0 2.4 0.0
i2.j2 0.0 1.5 0.0
i3.j2 0.0 2.2 0.0
i1.j3 0.0 0.0 2.9
i2.j3 0.0 0.0 3.8
i3.j3 0.0 0.0 2.2;
Table cp
s1 s2 s3
i1 10 12 11
i2 9 7 6
i3 13 8 7;
Table inventory
s1 s2 s3
i1 0 0 0
i2 0 0 0
i3 0 0 0;
Table h
s1 s2 s3
i1 1.8 1.7 1.6
i2 1.8 1.7 1.6
i3 1.8 1.7 1.6;
Table MRL
s1 s2 s3
i1.j1 70 0 0
i2.j1 70 0 0
i3.j1 70 0 0
i1.j2 0 80 0
i2.j2 0 80 0
i3.j2 0 80 0
i1.j3 0 0 90
i2.j3 0 0 90
i3.j3 0 0 90;
Table R
s1 s2 s3
i1.j1 0.5 0 0
i2.j1 0.5 0 0
i3.j1 0.5 0 0
i1.j2 0 0.6 0
i2.j2 0 0.6 0
i3.j2 0 0.6 0
i1.j3 0 0 0.8
i2.j3 0 0 0.8
i3.j3 0 0 0.8;
Table PC
s1 s2 s3
j1 7 0 0
j2 0 9 0
j3 0 0 12;
Table ss
s1 s2 s3
i1 10 15 25
i2 10 15 25
i3 10 15 25;
Table BC
s1 s2 s3
i1 4 7 10
i2 4 7 10
i3 4 7 10;
Positive Variables
A(i,s) Amount of product i available for supply at site s
P(i,j,s) Production amount of product i on unit j at site s
RL(i,j,s) Production run length of product i on unit j at site s
CO(i,s) Raw material consumption of product i at site s
B(i,s) Backorder units recorded by product i of site s
Supply(i,s) Supply of product i from site s to customer c
ID(i,s) Safety stock deviation of product i at site s
IS(i) Shortage of product i at customer c;
Binary Variable
Y(i,j,s) Binary variable indicating whether product i is manufactured on unit j at site s;
Variable
Z objective;
Equations
obj the objective function of first stage
eq1 Equation 1 shows the production amount of a particular product obtained from production rate of product and the run length of product
eq2 Equation 2 models the capacity constraints
eq3 Equation 3 sets lower bound for the product run length
eq4 The amount available for supply in the logistics phase following the manufacturing stage is defined by Equation 4
eq5 Equation 5 presents the inventory level which is determined by the amount available for supply and the actual supply
eq6
eq7
eq8
eq9
eq10
;
obj.. Z =e= sum((i,j,s),FC(i,j,s)*Y(i,j,s)) + sum((i,j,s),v(i,j,s)*P(i,j,s)) + sum((i,s),cp(i,s)*CO(i,s)) + sum((i,s), B(i,s)*BC(i,s))
+ sum((i,s),t(i,s)*Supply(i,s))+ sum((i,s),h(i,s)*inventory(i,s)) + sum((i,s),ss(i,s)*ID(i,s)) + sum((i),m(i)*IS(i))+sum((i,s),BC(i,s)*B(i,s));
eq1(i,j,s).. P(i,j,s) =e= R(i,j,s)*RL(i,j,s);
eq2(j,s).. sum(i,RL(i,j,s)) =l= PC(j,s);
eq3(i,j,s).. MRL(i,j,s)*Y(i,j,s) =l= RL(i,j,s);
eq4(i,s).. A(i,s) =e= inventory(i,s) - B(i,s) + sum(j,P(i,j,s));
eq5(i,s).. inventory(i,s) =e= A(i,s) - Supply(i,s);
eq6(i).. sum(s,Supply(i,s)) =l= d(i);
eq7(i).. d(i) - sum(s,Supply(i,s)) =l= IS(i);
eq8(i).. IS(i) =l= d(i);
eq9(i,s).. IL(i,s) - inventory(i,s) =l= ID(i,s);
eq10(i,s).. ID(i,s) =l= IL(i,s);
Model project / all /;
File emp / '%emp.info%' /;
put emp '* problem %gams.i%'/;
$onput
randvar d('i1') normal 70 15
randvar d('i2') normal 50 10
randvar d('i3') normal 110 25
stage 2 S(i,s) I(i,s) ID(i,s) IS(i) m
stage 2 d demand
stage 2 eq5 eq6 eq7 eq8 eq9 eq10
$offput
putclose emp;
Set
scen scenarios / sc1*sc3 /;
Parameter
s_m(scen, i) Lost revenue per scenario
s_d(scen, i) Demand by scenario
s_rep(scen, *) "scenario probability" / #scen.prob 0/;
Set dict / scen .scenario.''
d .randvar .s_d
m .level .s_m
'' .opt .s_rep /;
solve project max z use EMP scenario dict;
display s_d, s_m, s_rep;
```

Hello! I’m trying to solve two-stage supply chain problem using stochastic optimization on GAMS. I have uncertainty demand… I get Error 781 in last part, solve part.

How can I fix this error?