[Cmpl] Monte carlo simulation in cmpl?
Mike Steglich
mike.steglich at th-wildau.de
Tue Oct 17 13:40:11 EDT 2017
Hello Richard,
Please take a look at our Python and Java APIs (pyCmpl and jCmpl). Both provide the functionalities you asked for. Both APIs are described in the manual. There are also a couple of samples in the example package which you can download from our project website.
Thanks,
Mike
> Am 17.10.2017 um 17:31 schrieb Richard Males <rbmales at gmail.com>:
>
> I am interested in surrounding an lp solution with a monte carlo simulation, varying parameters according to known distributions. I have seen in other optimization languages (e.g. GAMS) that there is the possibility of looping over a solution. Is this something that is or will be available in cmpl, or does it need to be handled externally, perhaps through the python bindings?
>
> A related question is whether additional distributions beyond rand() are contemplated as part of the language?
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