Creating Stochastic model from an existing deterministic NLP problem

  • 25 February 2022
  • 1 reply
  • 44 views

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Hi. Please, I would like to know if it is possible to create a stochastic model from an existing deterministic Non-linear programming problem using AIMMS. 

I need great help regarding generating scenarios in a multiperiod Optimization problem containing 3 uncertain parameters.

Thank you


1 reply

Userlevel 4
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Hello!

This isn't my area of expertise, but I did find the following information:

https://how-to.aimms.com/Articles/436/436-stochastic-programming.html

https://documentation.aimms.com/language-reference/optimization-modeling-components/stochastic-programming/index.html

Have you read theses?

Cheers,

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