tag:blogger.com,1999:blog-593563533834706486.post2810102684671188404..comments2024-03-28T10:35:10.453-04:00Comments on Yet Another Math Programming Consultant: Stochastic Forecast with GAMSErwin Kalvelagenhttp://www.blogger.com/profile/09496091402502236997noreply@blogger.comBlogger7125tag:blogger.com,1999:blog-593563533834706486.post-57178701368309923792013-01-16T17:47:29.281-05:002013-01-16T17:47:29.281-05:00Hi Utkur,
Did you get any answer for your questi...Hi Utkur, <br /><br />Did you get any answer for your question? If yes, I would be interested ... <br /><br />Thanks <br />MarieMariehttps://www.blogger.com/profile/03850794186591020180noreply@blogger.comtag:blogger.com,1999:blog-593563533834706486.post-68426725581338519852012-03-22T06:18:28.108-04:002012-03-22T06:18:28.108-04:00Hi Erwin, I have a question. How to include severa...Hi Erwin, I have a question. How to include several uncertainty aspects into the model? For instance, in my farm model I want to do monte carlo simulation for irrigation water, price, and yield variability. Could you help how in this case loop command will look like?Utkurhttps://www.blogger.com/profile/11418217552172756234noreply@blogger.comtag:blogger.com,1999:blog-593563533834706486.post-26585406626930401752010-04-28T04:18:42.827-04:002010-04-28T04:18:42.827-04:00thanks, Erwin, you are right. sorry it should be
...thanks, Erwin, you are right. sorry it should be <br /><br />solve MDL using lp minimizing z(r); <br /><br />but again this ain't gonna work 'cause theres still an index attached.. but well i've got a solution =) just to throw off all the index r from all the variables, and only include it in the loop body.<br /><br />Thanks anyway!Unknownhttps://www.blogger.com/profile/01557317190815419692noreply@blogger.comtag:blogger.com,1999:blog-593563533834706486.post-91006382244795499232010-04-27T12:41:33.232-04:002010-04-27T12:41:33.232-04:00No that does not work. There are at least a few th...No that does not work. There are at least a few things wrong with your approach (OPT is an equation, and the objective variable should be a scalar variable). I suggest to contact support@gams.com to get help on your particular model.Erwin Kalvelagenhttps://www.blogger.com/profile/09496091402502236997noreply@blogger.comtag:blogger.com,1999:blog-593563533834706486.post-13866105874672690942010-04-27T06:52:18.383-04:002010-04-27T06:52:18.383-04:00Hi, Erwin, great code!
can i ask what if r (the r...Hi, Erwin, great code!<br /><br />can i ask what if r (the replication) is an index of a variable rather than a parameter? <br /><br />for example, say allyield (r,tf) is a variable of the equation OPT, and we are going to find the optimal solution of allyield(r,tf) for every r.<br /><br />i tried to write something, but i guess it is wrong:<br /><br />SET r 'replications' /1*10000/; <br />VARIABLE allyield(r,tf)<br /> z(r); <br />EQUATION define(r,tf)<br /> OPT(r);<br />define(r,tf).. allyield(r,tf) =E= b0.l + b1.l*year(tf) + rmse*normal(0,1)+ a(tf);<br />* a(tf) is another variable <br />OPT(r).. z(r) =E= allyield (r,tf) + b(tf);<br />* b(tf) is another variable<br /><br />MODEL MDL /define, opt/;<br />LOOP (r,<br />solve MDL using lp minimizing OPT(r)<br />);<br /><br />Do you think the code like above can work? I think it's very unlikely because I've never read any code written with an index attached after the object variable (here is OPT)...it seems to be an incorrect statement.<br /><br />What's your opinion? How would you correct it?<br /><br />GREAT THANKS!!!Unknownhttps://www.blogger.com/profile/01557317190815419692noreply@blogger.comtag:blogger.com,1999:blog-593563533834706486.post-20339849111025781012009-11-27T21:49:05.966-05:002009-11-27T21:49:05.966-05:00See http://www.amsterdamoptimization.com/statistic...See <a href="http://www.amsterdamoptimization.com/statistics.html" rel="nofollow">http://www.amsterdamoptimization.com/statistics.html</a>.Erwin Kalvelagenhttps://www.blogger.com/profile/09496091402502236997noreply@blogger.comtag:blogger.com,1999:blog-593563533834706486.post-1657238721390979802009-11-27T04:22:13.848-05:002009-11-27T04:22:13.848-05:00Hi Erwin,
Could you explain how is made to instal...Hi Erwin,<br /><br />Could you explain how is made to install the subsystem "nls" in GAMS?<br /><br />Thanks and congratulations for your great blog, it is very useful!Anonymousnoreply@blogger.com