Looping over a set randomly.

GAMS
1

Hi,

Suppose I have sets:

set i / 145 /;
set s(i) / 120 /;
set t(i) /31*45 /;

Does anyone know how can I loop over the set ‘t’ by random selection of elements from it?

Thanks.

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2

Hi

This can be done using dynamic sets, but my question is: Why do you want to randomly loop? Why don’t you loop over all sets and then pick a subset of the results randomly?

If you want to solve a model, you probably want to set some of the model parameters randomly and solve for a subset of all the scenarios if it takes too long.

In that case you would first set the parameters randomly for the whole set and then run a subset of the scenarios.

Cheers

Renger


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From: gamsworld@googlegroups.com [mailto:gamsworld@googlegroups.com] On Behalf Of visvalley9@gmail.com
Sent: Dienstag, 15. April 2014 18:27
To: gamsworld@googlegroups.com
Subject: Looping over a set randomly.



Hi,



Suppose I have sets:



set i / 1*45 /;

set s(i) / 1*20 /;

set t(i) /31*45 /;



Does anyone know how can I loop over the set ‘t’ by random selection of elements from it?



Thanks.

–
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3

Hi,

Thanks for your reply. Sorry for not being clear. To be specific, I want to run a loop by randomly selecting only one element from the set ‘t’ and then execute solve.
The final solution depends on the order in which the elements of the set are selected.

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4

Hi Visvalley



Here is some code that runs with one small problem: the random numbers can occur more than once. I would do this in Excel, in which you can draw numbers without putting them back again (see http://www.ozgrid.com/VBA/RandomNumbers.htm), and then import the parameter using gdxxrw. (or another program where you can send the results to gams)



parameter

randomsetelement;



set r /31*45/;



*h do this in Excel

randomsetelement(r) = uniformInt(31,45);



parameter count;



loop(r,

loop(i$(ord(i) = randomsetelement(r)),

count = randomsetelement(r);

display count;

… solve your model

););



Renger



From: gamsworld@googlegroups.com [mailto:gamsworld@googlegroups.com] On Behalf Of visvalley9@gmail.com
Sent: Mittwoch, 16. April 2014 18:26
To: gamsworld@googlegroups.com
Subject: Re: Looping over a set randomly.



Hi,



Thanks for your reply. Sorry for not being clear. To be specific, I want to run a loop by randomly selecting only one element from the set ‘t’ and then execute solve.

The final solution depends on the order in which the elements of the set are selected.

–
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