Data Assign with AMPL in SP

[jinh...@gmail.com]

I have a problem with AMPL to do a stochastic programming,

currently I have three scenarios and assign probabilities before each solution.

A for loop is to solve a bunch of SP problem based on new simulated state. And assign its probabilities.

for { t in 1..SIZE-1 by 2} {

    let Demand := DemandSeq[t];
    let Resources := ResourcesSeq[t];

    # change probability of each stage
    if StateSequence[t] = 1 # N
        then {
            let P[1]:= 0.7;
            let P[2]:= 0.2;
            let P[3]:= 0.1;
        }
    else if StateSequence[t] = 2 # A
        then {
            let P[1]:= 0.6;
            let P[2]:= 0.3;
            let P[3]:= 0.1;
        }
    else if StateSequence[t] = 3 # M
        then {
            let P[1]:= 0.5;
            let P[2]:= 0.4;
            let P[3]:= 0.1;
        };
  solve;
  ...
}

Now what if I change this three scenarios problem into a 10 scenarios problem. I already have a 10*10 probability matrix, but I don't know how to assign prob.

[victor.z...@gmail.com]

You can define a two-dimensional parameter to store probabilities:

param Probs{1..10, 1..10};

define it in the data in a compact form (or read from a database or a spreadsheet), for example:

data;

param Probs :

   1   2   3   ...  10 :=

1 0.1 0.2 0.05 ... 0.1

...

and use an iterated form of let to assign the data to P:

let {i in 1..10} P[i] := Prob[StateSequence[t], i];

or something like that.

HTH,

Victor

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[jinh...@gmail.com]

It helps, and one more question, how can I read a two-dimensional prob from a plain text file.

for example with size 3, I have the prob.txt to be like this:

0.7 0.2 0.1

0.6 0.3 0.1

0.5 0.4 0.1

and it should assign to Prob{1..3, 1..3}.

How to read such file?

[victor.z...@gmail.com]

You can do this with the read command described in Section 9.5. Reading unformatted data: the read command of the AMPL book:

param Prob{1..3, 1..3};

read {i in 1..3, j in 1..3} Prob[i, j] < prob.txt;

HTH,

Victor

[jinh...@gmail.com]

Oh,I just wrote before like 

read {i in 3, j in 3} Prob[i, j] < prob.txt;

which gave me the syntax error.

Now I learnt a lot.

Thanks.