About SCENRED Solver, the scenario reduction one

[.::Morteza Shabanzadeh::.]

Dear GamsWorld,

I am interested in studying Stochastic Programming problems but I know that one of the many difficulties faced by students is how to reduce the scenarios especially when they encounter a large scenario-tree.

'SCENRED' is a useful solver of GAMS which can reduce the number of scenarios but I could not find any useful materials or manuals of SCENRED on the Internet to show me how we can write GAMS code to reduce scenario numbers properly in Scenred environment.

I would appreciate if you could give me further details about SCENRED solver and its implementation in GAMS platform by giving a simple example.

Regards,

Morteza Shabanzadeh

 

 

[Steven Dirkse]

Morteza,

A google search of   scenred manual    got me to this link:

http://www.gams.com/dd/docs/solvers/scenred2.pdf

which seems like a good starting point for a novice user.  Also, be aware that there are model in the model library that use scenred, including clearlak, srkandw, srpchase, and srtree.  These are working examples and should help you get a feel for how scenred operates.

-Steve

--
You received this message because you are subscribed to the Google Groups "gamsworld" group.
To unsubscribe from this group and stop receiving emails from it, send an email to gamsworld+...@googlegroups.com.
To post to this group, send email to gams...@googlegroups.com.
Visit this group at http://groups.google.com/group/gamsworld?hl=en.
For more options, visit https://groups.google.com/groups/opt_out.
 
 

--
Steven Dirkse, Ph.D.
GAMS Development Corp.,  Washington DC
Voice: (202)342-0180     Fax: (202)342-0181
sdi...@gams.com
http://www.gams.com

[胡辉]

Steve,

  It seems that srtree doesn't exist, can you provide it ?

Thanks

Hu

To unsubscribe from this group and stop receiving emails from it, send an email to gamsworld+unsub...@googlegroups.com.

[Steven Dirkse]

Hu,

Sure, I'm happy to.  You'll find the srtree model in the GAMS Model Library of the recent GAMS beta release of 24.1 available at  www.gams.com/beta.

-Steve

[.::Morteza Shabanzadeh::.]

Dear Steve,

I am really grateful to you for your last supporting e-mail. Among all the models you had mentioned in your e-mail, I run the model "srkandw". It seems easy to understand how I can write GAMS code for my scenario reduction problem.

Regards,

Morteza

http://mortezash.blogfa.com/ 

 

 

---

From: Steven Dirkse <sdi...@gams.com>
To: "gams...@googlegroups.com" <gams...@googlegroups.com>
Sent: Friday, May 3, 2013 4:17 PM
Subject: Re: About SCENRED Solver, the scenario reduction one

[Yongjie Wang]

Hello,Morteza

       Recently i am solving the SCENRED problem,the models in GAMS system is a little tractable,could you send me a code you wrote,so i can read it and get it soon.