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Whether Set and Element associated with a stochastic Paramater can be use in stochastic optimization

  • January 11, 2024
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“outage_status(cd)” is a stochastic Paramater, and “outage_units(cd)” is a set and colects u if  “outage_status(cd)” >0. I wonder whether the data of set “outage_units(cd)” will change with the variable “outage_status(cd)” in different scenarios.   

Best answer by Marcel Hunting

Hi @Jingfan Liu. Using this definition, the data of the set “outage_units(cd)” will not change because the nominal (non-stochastic) values of “outage_status(cd)” will be used. To get the stochastic data you should use “outage_status.stochastic(sc,cd)”, where sc is an index of the set of scenarios.

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    Marcel Hunting
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    • Marcel Hunting
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    • Answer
    • January 11, 2024

    Hi @Jingfan Liu. Using this definition, the data of the set “outage_units(cd)” will not change because the nominal (non-stochastic) values of “outage_status(cd)” will be used. To get the stochastic data you should use “outage_status.stochastic(sc,cd)”, where sc is an index of the set of scenarios.

    Marcel - AIMMS Optimization Specialist


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