Nested L-Shaped Decomposition

GAMS
1

I am relatively new to GAMS and I want to write the Nested L-shaped (or Benders) decomposition in GAMS for a three-stage stochastic programming problem. Anyone who’s already done that and can help me?

Thanks :slight_smile:

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2

Hi Sara



If you search in google for “bender decomposition gams” you will find a paper by Erwin Kalvelagen on how to do this. You will also find that there is model in the Gams library and much more useful information.

Cheers



Renger



From: gamsworld@googlegroups.com [mailto:gamsworld@googlegroups.com] On Behalf Of Sara
Sent: Sonntag, 14. Juni 2015 18:22
To: gamsworld@googlegroups.com
Subject: Nested L-Shaped Decomposition



I am relatively new to GAMS and I want to write the Nested L-shaped (or Benders) decomposition in GAMS for a three-stage stochastic programming problem. Anyone who’s already done that and can help me?

Thanks :slight_smile:

–
To unsubscribe from this group and stop receiving emails from it, send an email to gamsworld+unsubscribe@googlegroups.com.
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3

Hi, Renger,
Could you provide the paper by Erwin? We can’t use Google in my country.
And which model is concerned with it in GAMS library?
Thanks
Hu





At 2015-06-15 16:02:49, “Renger van Nieuwkoop” wrote:

Hi Sara



If you search in google for “bender decomposition gams” you will find a paper by Erwin Kalvelagen on how to do this. You will also find that there is model in the Gams library and much more useful information.

Cheers



Renger



From: gamsworld@googlegroups.com [mailto:gamsworld@googlegroups.com] On Behalf Of Sara
Sent: Sonntag, 14. Juni 2015 18:22
To: gamsworld@googlegroups.com
Subject: Nested L-Shaped Decomposition



I am relatively new to GAMS and I want to write the Nested L-shaped (or Benders) decomposition in GAMS for a three-stage stochastic programming problem. Anyone who’s already done that and can help me?

Thanks :slight_smile:

–
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.
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4

Hi Hu

Sorry to hear that (we in Europe and the States have the NSA…). Here is the paper and work done by my colleague Jan Abrell.

The model in the Gams Library are the models SDDP (357), nsharpx (226), sharpx (120)



Cheers

Renger



Von: gamsworld@googlegroups.com [mailto:gamsworld@googlegroups.com] Im Auftrag von Hu
Gesendet: Samstag, 4. Juli 2015 13:44
An: gamsworld@googlegroups.com
Betreff: Re: Nested L-Shaped Decomposition



Hi, Renger,

Could you provide the paper by Erwin? We can’t use Google in my country.

And which model is concerned with it in GAMS library?

Thanks

Hu





At 2015-06-15 16:02:49, “Renger van Nieuwkoop” wrote:

Hi Sara



If you search in google for “bender decomposition gams” you will find a paper by Erwin Kalvelagen on how to do this. You will also find that there is model in the Gams library and much more useful information.

Cheers



Renger



From: gamsworld@googlegroups.com [mailto:gamsworld@googlegroups.com] On Behalf Of Sara
Sent: Sonntag, 14. Juni 2015 18:22
To: gamsworld@googlegroups.com
Subject: Nested L-Shaped Decomposition



I am relatively new to GAMS and I want to write the Nested L-shaped (or Benders) decomposition in GAMS for a three-stage stochastic programming problem. Anyone who’s already done that and can help me?

Thanks :slight_smile:

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farmer.rar (421 KB)
stochbenders.pdf (153 KB)