Description
Small Model of Type : SP
Category : GAMS EMP library
Main file : sp3x2.gms
$title Simple stochastic model (SP3X2,SEQ=83)
Variable obj, x, y, z;
scalars d /1/, c /1/, a /1/;
Equations defobj, e1, e2, e3;
e1.. x =l= 50;
e2.. x + y =g= d;
e3.. z =e= 1.2*a*y;
defobj.. 0.5*x + c*y - a*z =e= obj;
model m /all/;
x.lo = 0;
y.lo = 0;
z.lo = 5;
file emp / '%emp.info%' /; put emp '* problem %gams.i%' /;
$onPut
randvar d discrete 0.2 30 0.5 40 0.3 55
randvar c discrete 0.2 2.5 0.5 1.0 0.3 1.5
randvar a discrete 0.4 0.2 0.6 0.8
stage 2 d c y e2
stage 3 a z obj e3 defobj
$offPut
putclose;
Set scen scenarios / s1*s6 /;
Parameter
s_d(scen)
s_c(scen)
s_a(scen);
Set dict / scen .scenario.''
d .randvar .s_d
c .randvar .s_c
a .randvar .s_a /;
solve m min obj us emp scenario dict;