Monte Carlo Simulations

[Muhammad Ahsan]

Hello Sir,

Is it possible to perform Monte Carlo simulations in Ampl? 

[AMPL Google Group]

AMPL is an optimization language. Thus, if there is no optimization model involved in your study, then I would recommend looking for other software that is designed for Monte Carlo simulation. If you do have an optimization model that needs to be solved at each simulation step, then you could consider programming a Monte Carlo simulation that calls AMPL; you could write your program it using an AMPL script (a program in AMPL statements), or you could write a program in some general-purpose language that calls AMPL through an AMPL API.

--
Robert Fourer
am...@googlegroups.com

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