GAMS — The Solver Manuals - Available Software

226 DECIS
pro 0.1 0.2 0.5 0.1 0.1
;
set omega3 / o31, o32, o33, o34 /;
table v3(stoch, omega1)
o11 o12 o13 o14
out 900 1000 1100 1200
pro 0.15 0.45 0.25 0.15
;
set omega4 / o41, o42, o43, o44 /;
table v4(stoch,omega1)
o11 o12 o13 o14
out 900 1000 1100 1200
pro 0.15 0.45 0.25 0.15
;
set omega5 / o51, o52, o53, o54 /;
table v5(stoch,omega1)
o11 o12 o13 o14
out 900 1000 1100 1200
pro 0.15 0.45 0.25 0.15
;
* defining distributions
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;
* setting DECIS as optimizer
* DECISM uses MINOS, DECISC uses CPLEX
option lp=decism;
apl1p.optfile = 1;
solve apl1p using lp minimizing tcost;
scalar ccost capital cost;
scalar ocost operating cost;
ccost = sum(g, c(g) * x.l(g));
ocost = tcost.l - ccost;
display x.l, tcost.l, ccost, ocost, y.l, s.l;