Stochastic Programming (SP) with EMP

I start working with SP with EMP. I train with library examples.
I don’t understand why this model does not fund: nbsimple.gms; nbcontindep.gms and nbcontjoint.gms (all with continuous distrubutions).
Also, I don’t understand nbdiscjoint.gms file, this model fund but it has a letter “j” in randvar: jrandvar d r 0.12 90 9 0.28… why??? If I remove “j”, the model doesn’t fund.
Regard and sorry for my mistakes (basic English)


nbsimple.gms (1.45 KB)
nbcontindep.gms (2.01 KB)
nbcontjoint.gms (2.04 KB)
nbdiscjoint.gms (2 KB)

Diego,

What version are you running? That’s a basic detail to include with any report that something doesn’t run.

For example, I just ran nbsimple with Win64 24.1.3 and the result didn’t look right: probably the same thing you get. Hard to say given the amount of detail in your note. In my case, the results were:

**** SOLVER STATUS 6 Capability Problems
**** MODEL STATUS 14 No Solution Returned

which I can’t explain. Certainly I was expecting something else in a library model. One of my colleagues will be able to say more, I am sure.

-Steve


On Tue, Dec 10, 2013 at 5:22 PM, Diego Broz wrote:

I start working with SP with EMP. I train with library examples.
I don’t understand why this model does not fund: nbsimple.gms; nbcontindep.gms and nbcontjoint.gms (all with continuous distrubutions).
Also, I don’t understand nbdiscjoint.gms file, this model fund but it has a letter “j” in randvar: jrandvar d r 0.12 90 9 0.28… why??? If I remove “j”, the model doesn’t fund.
Regard and sorry for my mistakes (basic English)


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\

Steven Dirkse, Ph.D.
GAMS Development Corp., Washington DC
Voice: (202)342-0180 Fax: (202)342-0181
sdirkse@gams.com
http://www.gams.com

Diego,

nbsimple uses a random variable that follows a continuous distribution (normal). When running the the DE solver (which probably happen by default on your system) you get the

**** SOLVER STATUS 6 Capability Problems
**** MODEL STATUS 14 No Solution Returned

but a little further down you see the reason:

*** Only random variables with sampled continuous distributions supported.

So you either need to add the sampling instruction or use a solver that supports continuous distribution functions (and does the sampling internally). Scuh a solver is GAMS/Lindo. So just write ‘option emp=lindo;’ before the ‘solve …’ statement.

The different EMP-SP solvers (Lindo, DE, and DECIS) provide different SP features. Please read the EMP-SP manual http://gams.com/dd/docs/solvers/empsp.pdf on the SP EMP syntax (that will explain the jrandvar versus randvar business).

Hope this helps,
Michael

On Wednesday, December 11, 2013 8:23:25 AM UTC-5, Steven Dirkse wrote:

Diego,

What version are you running? That’s a basic detail to include with any report that something doesn’t run.

For example, I just ran nbsimple with Win64 24.1.3 and the result didn’t look right: probably the same thing you get. Hard to say given the amount of detail in your note. In my case, the results were:

**** SOLVER STATUS 6 Capability Problems
**** MODEL STATUS 14 No Solution Returned

which I can’t explain. Certainly I was expecting something else in a library model. One of my colleagues will be able to say more, I am sure.

-Steve


On Tue, Dec 10, 2013 at 5:22 PM, Diego Broz wrote:

I start working with SP with EMP. I train with library examples.
I don’t understand why this model does not fund: nbsimple.gms; nbcontindep.gms and nbcontjoint.gms (all with continuous distrubutions).
Also, I don’t understand nbdiscjoint.gms file, this model fund but it has a letter “j” in randvar: jrandvar d r 0.12 90 9 0.28… why??? If I remove “j”, the model doesn’t fund.
Regard and sorry for my mistakes (basic English)


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\

Steven Dirkse, Ph.D.
GAMS Development Corp., Washington DC
Voice: (202)342-0180 Fax: (202)342-0181
sdi...@gams.com
http://www.gams.com


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Steven
Thanks for helping me.
I have GAMS 24.0.
I put “option emp = lindo” and models can run.

Regards

El martes, 10 de diciembre de 2013 19:22:08 UTC-3, Diego Broz escribió:

I start working with SP with EMP. I train with library examples.
I don’t understand why this model does not fund: nbsimple.gms; nbcontindep.gms and nbcontjoint.gms (all with continuous distrubutions).
Also, I don’t understand nbdiscjoint.gms file, this model fund but it has a letter “j” in randvar: jrandvar d r 0.12 90 9 0.28… why??? If I remove “j”, the model doesn’t fund.
Regard and sorry for my mistakes (basic English)


To unsubscribe from this group and stop receiving emails from it, send an email to gamsworld+unsubscribe@googlegroups.com.
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Michael
Thanks for helping me. I put “option emp = lindo” and models can run.
Regards


El miércoles, 11 de diciembre de 2013 12:22:14 UTC-3, Diego Broz escribió:

Steven
Thanks for helping me.
I have GAMS 24.0.
I put “option emp = lindo” and models can run.

Regards

El martes, 10 de diciembre de 2013 19:22:08 UTC-3, Diego Broz escribió:

I start working with SP with EMP. I train with library examples.
I don’t understand why this model does not fund: nbsimple.gms; nbcontindep.gms and nbcontjoint.gms (all with continuous distrubutions).
Also, I don’t understand nbdiscjoint.gms file, this model fund but it has a letter “j” in randvar: jrandvar d r 0.12 90 9 0.28… why??? If I remove “j”, the model doesn’t fund.
Regard and sorry for my mistakes (basic English)


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