Hi!
Im doing a project with Stochastic Programming, but I want to see some examples if you did something similar with this. Im using CPLEX to solve this project, I know about DECIS and others solvers in GAMS, I already saw the example for DECIS but I can’t use DECIS, my project is only with CPLEX. I need to determine how many scenarios run in my model but I don’t know how obtain this data. Do u have information about this that maybe can help me? I found an algorithm but when I tried to use it my result is infeasible, so if you know algorithm or something about Stochastic Programming can you help me? I read Introduction to Stochastic Programming (Birge and Louveaux) but I need some examples in gams!! Please
Regards,
Gustavo
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Hello.
I did a project in stochastic programming and found out that CPLEX cant be used to solve stochastic problem. Probably your problem have some integer variable and hence DECIS cant be used.
On Thursday, February 13, 2014, Gustavo Gallardo wrote:
Hi!
Im doing a project with Stochastic Programming, but I want to see some examples if you did something similar with this. Im using CPLEX to solve this project, I know about DECIS and others solvers in GAMS, I already saw the example for DECIS but I can’t use DECIS, my project is only with CPLEX. I need to determine how many scenarios run in my model but I don’t know how obtain this data. Do u have information about this that maybe can help me? I found an algorithm but when I tried to use it my result is infeasible, so if you know algorithm or something about Stochastic Programming can you help me? I read Introduction to Stochastic Programming (Birge and Louveaux) but I need some examples in gams!! Please
Regards,
Gustavo
Regards,
Ankur Gupta,
Research Scholar,
Department of Mechanical Engineering,
National Institute of Technology, Raipur (C.G.)
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Thank you for the answer but I can’t use DECIS because my advisor wants that I only use CPLEX (we only have this license) not for other reasons, so thats why I want to see some examples in CPLEX. I already have some models but I think that they are realy easy and I want maybe more information about the stochastic programming and the Algorithms that I can do with CPLEX.
Regards,
Gustavo
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Dear stochastic programming cant be solved with cplex. Check capabilities of solvers in Gams. So you wont be able to find any examples too. I contacted gams for the same issue. They said the same thing.
On Friday, February 14, 2014, Gustavo Gallardo wrote:
Thank you for the answer but I can’t use DECIS because my advisor wants that I only use CPLEX (we only have this license) not for other reasons, so thats why I want to see some examples in CPLEX. I already have some models but I think that they are realy easy and I want maybe more information about the stochastic programming and the Algorithms that I can do with CPLEX.
Regards,
Gustavo
\
Regards,
Ankur Gupta,
Research Scholar,
Department of Mechanical Engineering,
National Institute of Technology, Raipur (C.G.)
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Gustavo,
Maybe you should have a look at the DE “solver” in GAMS. This is a reformulation tool, that creates the Deterministic Equivalent. It comes for free with the GAMS/Base system and you can use any solver (e.g. Cplex) as a subsolver. To use DE you need to use the Extended Mathematical Programming (EMP) framework for Stochastic Programming in GAMS. More information about that can be found here:
http://www.gams.com/dd/docs/solvers/empsp.pdf
Best regards,
Lutz
On 2/13/2014 3:58 PM, Gustavo Gallardo wrote:
Thank you for the answer but I can’t use DECIS because my advisor wants
that I only use CPLEX (we only have this license) not for other reasons,
so thats why I want to see some examples in CPLEX. I already have some
models but I think that they are realy easy and I want maybe more
information about the stochastic programming and the Algorithms that I
can do with CPLEX.
Regards,
Gustavo
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Lutz Westermann LWestermann@gams.com
GAMS Development Corporation GAMS Software GmbH
1217 Potomac St. NW, P.O. Box 40 59
Washington DC, 20007, USA 50216 Frechen, Germany
Fon/Fax: +1 202 342-0180/1 Fon/Fax: +49 221 949-9170/1
http://www.gams.com
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