Re: Redefine parameter in Monte Carlo analysis

Dear Guidati,
Complementing Michael's answer, instead of creating a single DAT file
containing all the parameters, you can run GLPK with 2 (or more) dat files,
where in one of then you put the fixed parameters and in the other one you
can put the variable (monte carlo sampled) parameters, like below:

FIXED_PARAMS.dat:
{all the fixed parameters you already use in the model}

MONTE_CARLO_PARAMETERS.dat:



*data; param Xnormal := {...} ; param Xadjust := {...} ;end;*

and them run:
glpsol -m [mod file] -d FIXED_PARAMS.dat -d MONTE_CARLO_PARAMETERS.dat

The advantage is that you can create 1000 samples, put them in 1000
different "MONTE_CARLO_PARAMETERS.dat" files, and them run 1000 glpsol
processes in parallel.

Att,

*Thiago H. Neves*
(31) 98608-0666



Em ter., 12 de nov. de 2019 às 14:53, Michael Hennebry <
[email protected]> escreveu:

> On Tue, 12 Nov 2019, Guidati  Gianfranco wrote:
>
> > I am using GLPK to optimize an energy system model for Switzerland. Lots
> of parameters such as costs or efficiencies are defined in a dat file. Now
> I want to systematically vary some of these parameters using a Monte Carlo
> approach. The easiest way to do this would be to just create a small
> addendum to the dat file that redefines / overrides the parameter values
> that were previously defined in the dat file, and to paste these two
> together. Unfortunately, that doesn't work, the solver just complains that
> a parameter was already defined.
>
> Include parameters Xnormal and Xadjust along with parameter X.
> Read in Xnormal and Xadjust instead of X.
> Have X computed from Xnormal and Xadjust.
>
> --
> Michael   [email protected]
> "Sorry but your password must contain an uppercase letter, a number,
> a haiku, a gang sign, a heiroglyph, and the blood of a virgin."
>                                                               --
> someeecards
>
>