GAMS SCENRED solver

GAMS
1

Dear friends,

I am trying to use SCENRED module for scenario reduction but facing difficulty in entering data in TREE format with different probabilities.

I have three scenario trees, 4 stage and 3 periods in tree format (27 scenarios in each tree). Node probabilities for each of the scenario trees are different.

Having tried to check different GAMS codes i.e, clearlak, srkandw, srpchase and srtree as well as the SCENRED manuals, but producing a running model with tree format still remains a big challenge.

Any help to get a working example of SCENRED with input tree example will be highly appreciated.

Thanks a lot for your cooperation,

Regards,
Ozdalga

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2

Dear Ozdalga,


Did you get a working example for scenario reduction?

I have another problem. Why I cannot find SCENRED solver in my GAMS?



Thank you!



Best regards,

Zhitao, Xu

在 2015年1月24日星期六 UTC+3下午6:14:46，J. Ozdalga写道：

Dear friends,

I am trying to use SCENRED module for scenario reduction but facing difficulty in entering data in TREE format with different probabilities.

I have three scenario trees, 4 stage and 3 periods in tree format (27 scenarios in each tree). Node probabilities for each of the scenario trees are different.

Having tried to check different GAMS codes i.e, clearlak, srkandw, srpchase and srtree as well as the SCENRED manuals, but producing a running model with tree format still remains a big challenge.

Any help to get a working example of SCENRED with input tree example will be highly appreciated.

Thanks a lot for your cooperation,

Regards,
Ozdalga

–
To unsubscribe from this group and stop receiving emails from it, send an email to gamsworld+unsubscribe@googlegroups.com.
To post to this group, send email to gamsworld@googlegroups.com.
Visit this group at http://groups.google.com/group/gamsworld.
For more options, visit https://groups.google.com/d/optout.