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Dear all,

Is there a probability function in AIMMS?

For example, I want to calculate:

where:

x: The capacity of power plant to be constructed (MW)

y: Installed capacity of power plant

F: force outage rate of power plant

 

Thank you very much….

 

Hi ​@rahmat. AIMMS cannot calculate the probability that a certain constraint is satisfied by a solution.

I guess x and y are variables, and F and D are parameters. One of the parameters F and D must be uncertain (or both) otherwise using a probability function does not make much sense.

Does LOLP have to be calculated as part of the optimization, or after the optimization? In the latter case you could generate multiple random values for F and/or D, assuming you know the distribution(s), and then check whether the constraint is satisfied for (x,y) or not. If you do this many times then you will get a good approximation for the probability.

If LOLP has to be calculated as part of the optimization then I see no way to do this in AIMMS. Note that AIMMS supports chance constraints as part of robust optimization but that is not the same.


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