[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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