GAMS — The Solver Manuals - Available Software

DECIS 215
First define the GAMS stochastic file “MODEL.STG” (only the exact name in uppercase letters is supported)
and set up GAMS to write to it. This is done by the first two statements. You may want to consult the GAMS
manual for how to use put for writing files. The next statement “INDEP DISCRETE” indicates that a section of
independent stochastic parameters follows. Then we write all possible outcomes and corresponding probabilities
for each stochastic parameter best by using a loop statement. Of course one could also write each line separately,
but this would not look nicely. Writing a “*” between the definitions of the independent stochastic parameters is
merely for optical reasons and can be omitted.
* defining distributions (writing file MODEL.STG)
file stg /MODEL.STG/;
put stg;
put "INDEP DISCRETE" /;
loop(omega1,
put "x g1 omax g1 ", v1("out", omega1), " period2 ", v1("pro", omega1) /;
);
put "*" /;
loop(omega2,
put "x g2 omax g2 ", v2("out", omega2), " period2 ", v2("pro", omega2) /;
);
put "*" /;
loop(omega3,
put "RHS demand h ", v3("out", omega3), " period2 ", v3("pro", omega3) /;
);
put "*" /;
loop(omega4,
put "RHS demand m ", v4("out", omega4), " period2 ", v4("pro", omega4) /;
)
put "*" /;
loop(omega5,
put "RHS demand l ", v5("out", omega5), " period2 ", v5("pro", omega5) /;
);
putclose stg;
In the example APL1P the first stochastic parameter is the availability of generator g1. In the model the
parameter appears as the coefficient of variable x(g1) in equation omax(g1). The definition using the put statement
first gives the stochastic parameter as the intersection of variable x(g1) with equation omax(g1), but without
having to type the braces, thus x g1 omax g1, then the outcome v1(”out”, omega1) and the probability v1(”pro”,
omega1) separated by “period2”. The different elements of the statement must be separated by blanks. Since
the outcomes and probabilities of the first stochastic parameters are driven by the set omega1 we loop over
all elements of the set omega1. We continue and define all possible outcomes for each of the five independent
stochastic parameters.
In the example of independent stochastic parameters, the specification of the distribution of the stochasic parameters
using the put facility creates the following file “MODEL.STG”, which then is processed by the GAMS/DECIS
interface:
INDEP DISCRETE
x g1 omax g1 -1.00 period2 0.20
x g1 omax g1 -0.90 period2 0.30
x g1 omax g1 -0.50 period2 0.40
x g1 omax g1 -0.10 period2 0.10
*
x g2 omax g2 -1.00 period2 0.10
x g2 omax g2 -0.90 period2 0.20
x g2 omax g2 -0.70 period2 0.50
x g2 omax g2 -0.10 period2 0.10
x g2 omax g2 0.00 period2 0.10
*
RHS demand h 900.00 period2 0.15
RHS demand h 1000.00 period2 0.45
RHS demand h 1100.00 period2 0.25
RHS demand h 1200.00 period2 0.15
*
RHS demand m 900.00 period2 0.15