Hello All!

I have solved a deterministic optimization problem in GAMS and I’m

trying to handle uncertainties in certain parameters.

There is a toolbox in MATLAB called MPT (multi parametric toolbox),

which can solve such problems.

But my dilemma is that the toolbox requires the problem to be in the

standard matrix form and accepts the matrices as arguments. The

problem written in GAMS is in the form of constraints and not

explicitly in the standard form.

How do I make the most out of these 2 environments and convert the

equations of the GAMS problem into a standard matrix form?

What is the procedure to link both these environments once I answer my

previous question?

Details of the MPT function

http://control.ee.ethz.ch/~mpt/docs/refguide/mpt/solvers/mpt_mplp.html

Any help will be sincerely appreciated.

Regards,

Samarth

\

Hello all

I have written few codes in GAMS. Now i need to do flow charting. For flow charting i need to know the logic the following GAMS Solver use

CPLEX(For LP and MILP)

CONOPT(For NLP)

Also i need to know the optimality conditions applied?

Can someone suggest a link or a PDF where i can read these stuff ??

Ur co-operation will be much appreciated.

Warm Regards,

Deepak Mishra

On Wed, Apr 27, 2011 at 5:25 AM, Samarth VK wrote:

Hello All!

I have solved a deterministic optimization problem in GAMS and I’m

trying to handle uncertainties in certain parameters.

There is a toolbox in MATLAB called MPT (multi parametric toolbox),

which can solve such problems.

But my dilemma is that the toolbox requires the problem to be in the

standard matrix form and accepts the matrices as arguments. The

problem written in GAMS is in the form of constraints and not

explicitly in the standard form.

How do I make the most out of these 2 environments and convert the

equations of the GAMS problem into a standard matrix form?

What is the procedure to link both these environments once I answer my

previous question?

Details of the MPT function

http://control.ee.ethz.ch/~mpt/docs/refguide/mpt/solvers/mpt_mplp.html

Any help will be sincerely appreciated.

Regards,

Samarth

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