replicas model

GAMS
1

Hi,
after generating from a normal distribution a vector of random variables I solve a model. Now I need to replicate the generation and the resulting model 20000 times. how can I do?
Thanks for your help

Diana

2

Hi Diana
You can use a loop to do this:

set l Loops /l1*l20000/;

parameter results(l,*);
loop(l, 
    assign the random variable
    solve your model
    save the results in results(l,*)  results(l,"MyResult") = X.L;

Cheers
Renger

3

Thank you for reply!

I did as you said but the model generates the same random variables. So, I have a matrix with 20000 equal results. How can i make generate different variables for each l?
Thanks so much.
Diana