This GAMS code solves the "Farmer's Problem" (Birge and Louveaux 2010) using a progressive hedging algorithm.
To run this code, you must install GAMS. The demo mode is sufficient and is available from http://www.gams.com/.
This GAMS code solves the "Farmer's Problem" (Birge and Louveaux 2010) using a progressive hedging algorithm.
To run this code, you must install GAMS. The demo mode is sufficient and is available from http://www.gams.com/.