topic Re: Scenario tree generation for stochastic programming models in Mathematical Optimization, Discrete-Event Simulation, and OR https://communities.sas.com/t5/Mathematical-Optimization/Scenario-tree-generation-for-stochastic-programming-models/m-p/87626#M592 <HTML><HEAD></HEAD><BODY><P>Hi,</P><P></P><P>I am not familiar with what GAMS does and the link does not seem to work. SAS/OR currently does not have any specific features for stochastic programming, but given the large amount of SAS procs available for interaction, I assume it is possible to generate scenario trees using SAS/STAT procs and then build a model in SAS/ORs proc OPTMODEL.</P><P></P><P>Philipp</P></BODY></HTML> Thu, 18 Oct 2012 14:28:46 GMT Philipp_SAS 2012-10-18T14:28:46Z Scenario tree generation for stochastic programming models https://communities.sas.com/t5/Mathematical-Optimization/Scenario-tree-generation-for-stochastic-programming-models/m-p/87625#M591 <HTML><HEAD></HEAD><BODY><P>ios <BR />Did someting like GAMS/SCENRED (<A href="http://www.gams.com/dd/docs/solver/scenred.pdf">www.gams.com/dd/docs/solver/scenred.pdf</A>) exist in SAS inorder to generate svenario tree for stochastic programming ?</P><P></P><P>Thank you,</P><P></P><P>MB</P></BODY></HTML> Sat, 06 Oct 2012 00:36:40 GMT https://communities.sas.com/t5/Mathematical-Optimization/Scenario-tree-generation-for-stochastic-programming-models/m-p/87625#M591 BLAIS 2012-10-06T00:36:40Z Re: Scenario tree generation for stochastic programming models https://communities.sas.com/t5/Mathematical-Optimization/Scenario-tree-generation-for-stochastic-programming-models/m-p/87626#M592 <HTML><HEAD></HEAD><BODY><P>Hi,</P><P></P><P>I am not familiar with what GAMS does and the link does not seem to work. SAS/OR currently does not have any specific features for stochastic programming, but given the large amount of SAS procs available for interaction, I assume it is possible to generate scenario trees using SAS/STAT procs and then build a model in SAS/ORs proc OPTMODEL.</P><P></P><P>Philipp</P></BODY></HTML> Thu, 18 Oct 2012 14:28:46 GMT https://communities.sas.com/t5/Mathematical-Optimization/Scenario-tree-generation-for-stochastic-programming-models/m-p/87626#M592 Philipp_SAS 2012-10-18T14:28:46Z