Stochastic AMPL

Арсений Гринченко

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Jan 14, 2018, 7:47:52 PM1/14/18

to AMPL Modeling Language

Hello,

I have developed a deterministic problem and now I want to add stochasticity to it. As I understood AMPL itself hasn't got any built-in functions that can deal with such problems. I've found some extensions that has been already developed (such as SAMPL developed by OptiRisk) but just wanted to confirm - is it completely independent project, so I need to buy their version even though I already bought AMPL?

ptiwari

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Jan 15, 2018, 2:12:04 AM1/15/18

to AMPL Modeling Language

Yes, SAMPL is developed and managed by OptiRisk. You can contact OptiRisk to know more about the product.

Thanks,

Paras

Арсений Гринченко

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Jan 16, 2018, 11:02:35 AM1/16/18

to AMPL Modeling Language

Hello, can I use stochastic optimization in AMPL (just reformulate my deterministic problem), or do I need to use SAMPL and there is no other way?

Thank you.

понедельник, 15 января 2018 г., 10:12:04 UTC+3 пользователь ptiwari написал:

ptiwari

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Jan 16, 2018, 3:22:11 PM1/16/18

to AMPL Modeling Language

You can model your problem using stochastic features in AMPL. You can review some of materials at http://www.ece.northwestern.edu/OTC/workshop2007/slides/gay_david_huatulco.pdf and http://zverovich.net/slides/2016-06-30-icsp/#/23. Can you solve your problem using the features provided in AMPL? SAMPL is the extension of AMPL developed by OptiRisk. The SAMPL supports FortSp solver, but AMPL does not. So, it depends on the complexity of your problem to determine if you need to use SAMPL or not.