Stochastic formulation

Answered

hamza addi

June 05, 2023 09:02

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Hello,

I'm working on a deterministic model and i want to step up into the stochastic formulation of the model and then implement it using  Gurobi. Can you please tell me whether it's possible with Gurobi - python API?

 

Note that for some parameters I have scenarios for that parameter, such as demand, etc. There are also some parameters where I have a probability distribution for that parameter. Can you please tell me how can i try to work that out?

 

Best regards

Related to

• Stochastic

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  Mario Ruthmair

  • Gurobi Staff

  June 05, 2023 12:00

  Hi Hamza,

  Gurobi unfortunately does not have tools for creating stochastic models from deterministic ones.
  The solver has the Multi Scenario feature but this is basically a sequence of deterministic models with changing coefficients.
  If you want to create a stochastic model, e.g., optimizing the expected case based on multiple scenarios and corresponding probabilities, then you need to construct this model manually by yourself.

  Best regards,
  Mario

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