Dear all,
I must to set the non anticipativity constraints in aimms for the stochastic problem.
Then for s scenarios and x decision variable I must to write that
x1=x2=x3=..xs
How can I write this in aimms?
Thanks
Dear all,
I must to set the non anticipativity constraints in aimms for the stochastic problem.
Then for s scenarios and x decision variable I must to write that
x1=x2=x3=..xs
How can I write this in aimms?
Thanks
where x is a binary variable
Add constraint
NonAnticipativity(s1, s2)|s1 <> s2,
Definition: x(s1) = x(s2)
This will generate many constraints like x1 = x2. x1 = x3 .. x1 = xs, x2 = x1 and so on. Some of them would be redundant, you could modify the index domain as
NonAnticipativity(s1, s2) | s2 = s1+1 and s1 < last(Scenarios)
This will generate, x1 = x2, x2 = x3, x3 = 4 and so on.
Dear
thanks for your replay. But I didn’t understand how write it.
How can I write this in aimms?
Best
GL
Dear
I have only one index for the scenario. Then I can not insert another index.
the scenario set has s index and it is defined as 1, 2, 3, 4, 5, 6, 7, 8, 9, 10. Then I have the binary variable X(i,j,k,s). I want that X(i,j,k,’1’)=X(i,j,k,’2’)=...=X(i,j,k,’10’).
How can I write this in compact way?
I wrote all equation now:
X(i,j,k,’1’)=X(i,j,k,’2’)
X(i,j,k,’2’)=X(i,j,k,’3’)
X(i,j,k,’3’)=X(i,j,k,’4’)
X(i,j,k,’4’)=X(i,j,k,’5’)
X(i,j,k,’5’)=X(i,j,k,’6’)
X(i,j,k,’6’)=X(i,j,k,’7’)
X(i,j,k,’7’)=X(i,j,k,’8’)
X(i,j,k,’8’)=X(i,j,k,’9’)
X(i,j,k,’9’)=X(i,j,k,’10’)
X(i,j,k,’1’)=X(i,j,k,’10’)
Is it right?
Best
GL
How to add multiple indices: https://how-to.aimms.com/Articles/272/272-using-multiple-indices-for-one-set.html
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