Stochastic formulation

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hamza addi

2023年06月05日 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

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• Stochastic

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  Simranjit Kaur

  • Gurobi Staff

  2026年11月13日 01:42

  This post is more than two years old. Some information may not be up to date. For current information, please check the Gurobi Documentation or Knowledge Base. If you need more help, please create a new post in the community forum, or try Gurobot, our chatbot interface offering instant, expert-level support.
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  Mario Ruthmair

  • Gurobi Staff

  2023年06月05日 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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