Stochastics in TIMES

The stochastic programming is limited to 50 stages and 64 States of the World by the predefined sets J and ALLSOW. Is there a simple way I can extend the number of stages or SOW? For example can I change the predefined sets in a specific TIMES model file?

I have also  a question related to the implementation of SPINES. I am wondering if the capacity-related parameters are modeled with a none-anticipation constraint ( option 2) or not (option 1). See description below. I do not think the model result will differ with the different approaches but perhaps the solving time for option 1 is faster than the solving time for option 2.

Option 1:

It calculate the capacity related variables separately, independen of SOW, and find the non-capacity related variables for each state of the world.

Option 2:

It calculate all variables for all SOW, and force the capacity related variables to be equal for all SOW.

Please let me know if something  is not clear or understandable!



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Stochastics in TIMES - by Pernille.S - 12-03-2012, 10:38 AM
Stochastics in TIMES - by Antti-L - 13-03-2012, 06:17 PM

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