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Rolling horizon
#1
Hello dear Community!

I want to use the rolling horizon technique to solve my TIMES model. To this end, I used the time_step and overlap parameters in the Run file (see attached figure).

However, my question is: it is possible to specify to GAMS to stop at a specific iteration before moving forward within the planing-horizon?

Thanks

Yacine


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#2
(07-03-2019, 11:02 PM)Yacine Wrote: Hello dear Community!

I want to use the rolling horizon technique to solve my TIMES model. To this end, I used the time_step and overlap parameters in the Run file (see attached figure).

However, my question is: it is possible to specify to GAMS to stop at a specific iteration before moving forward within the planing-horizon?

Thanks

Yacine


I am not able to answer your question, but can you please share what is the motivation for using rolling horizon? What do you gain by doing this?

Pernille
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#3
(08-03-2019, 01:48 PM)Pernille.S Wrote:
(07-03-2019, 11:02 PM)Yacine Wrote: Hello dear Community!

I want to use the rolling horizon technique to solve my TIMES model. To this end, I used the time_step and overlap parameters in the Run file (see attached figure).

However, my question is: it is possible to specify to GAMS to stop at a specific iteration before moving forward within the planing-horizon?

Thanks

Yacine


I am not able to answer your question, but can you please share what is the motivation for using rolling horizon? What do you gain by doing this?

Pernille


Thanks Pernile for your response, I am using the rolling horizon to solve a Mixed Integer TIMES model. The rolling horizon method can reduce the run time.

However, I want to acess to the first iteration solution in order to post-process the given solution before going forward.

Yacine

Yacine
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#4
Yacine Wrote:it is possible to specify to GAMS to stop at a specific iteration before moving forward within the planing-horizon?

Since the VEDA developers have not responded, I can maybe suggest trying some of the functionality in VEDA-FE:

  ● You could try an Ending Year in the Case Manager to make GAMS to stop at a specific iteration.
  ● You could try restart from a stopped iteration by fixing initial periods (Control Panel, Fix Years Upto).
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#5
Thank you for the explanation. Good luck with the work!

I am interested in your results after you have succeeded, so please share! For example, how will your solution differ compared to a "perfect foresight" horizon?

Pernille
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