Decision Optimization

Decision Optimization

Delivers prescriptive analytics capabilities and decision intelligence to improve decision-making.


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  • 1.  scenario reduction?

    Posted 05/02/11 08:57 AM

    Originally posted by: newuser2010


    Hi, suppose that I have 1000 scenarios originally with probability 0.001 for each scenario, and it is 24 dimension for each scenario.
    If I only want 20 scenarios preserved, what is the simplest way? I saw many people use GAMS to do this, but I am wondering if there is some code in CPLEX.

    The 1000 scenarios are in the attachment.

    Thank you very much.
    #DecisionOptimization
    #OPLusingCPLEXOptimizer


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