Thanks Arne,

I am aware of the exponential number of cases but, since both n and m are small (3-5), this is not that many problems (instead of solving an intractable MINLP, I will solve n**m linear problems).

My main problem is exactly what you said: to do this independently of the size of the set ln. Still trying

Regards

Fede

On Wed, Jan 21, 2015 at 3:08 PM, Arne Stolbjerg Drud wrote:

Hi Fede

The first thing you need is some way to enter your predefined values. This can be done with something like

Set cases / c1*c4 /;

Parameter hvalues(cases) / c1 1, c2 5, c3 10, c4 20 /;

The next is to generate a loop over the possible combinations. I am not sure whether you can do it general independent on the size of the set ln.

## But do you realize that you will have card(ln)**card(cases) = n**m = 5**4 = 1024 combinations? That is a lot!

Arne

\

Arne Stolbjerg Drud

ARKI Consulting & Development A/S

Bagsvaerdvej 246A, DK-2880 Bagsvaerd, Denmark

Phone: (+45) 44 49 03 23, email: adrud@arki.dk

From: gamsworld@googlegroups.com [mailto:gamsworld@googlegroups.com] On Behalf Of Federico Perea

Sent: Wednesday, January 21, 2015 2:40 PM

To: gamsworld@googlegroups.com

Subject: programming flow set parameter

Dear Gams users,

I have a model with several sets of parameters. One of them, set ln /1*5/, has an associated parameter h(ln), which can take only a small number of values (predefined), say h(ln) in {1,5,10,20}.

I would like to solve my model for each possible combination of values for parameter h. Something like this:

For each possible combination of (h(1),…,h(5))

solve model(h(1),…,h(5))

end for.

Despite many tries, I haven’t succeeded Any ideas about how to program this?

Thanks in advance

Fede

PS: I gave the number of elements in the set and the number of possible values of the parameter as indications. Of course in general there are n elements in the set, and m possible values for the parameter.

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