http://faculty.chicagobooth.edu/kipp.martin/root/htmls/coursework/36104/handouts/optmodeling.pdf

http://faculty.chicagobooth.edu/kipp.martin/root/htmls/coursework/36104/handouts/optModelingPartII.pdf

https://books.google.com.tr/books?id=RfbjBwAAQBAJ&pg=PA147&lpg=PA147&dq=scenarios+using+GAMS+or+MATLAB&source=bl&ots=y8rpCTpviU&sig=kH5_2eMlBfB5Cy-heWSh5y1UhzI&hl=tr&sa=X&ved=0ahUKEwjq5qjnrsjYAhXCE5oKHZK7C_gQ6AEIazAJ#v=onepage&q=scenarios%20using%20GAMS%20or%20MATLAB&f=false

https://forum.gamsworld.org/viewtopic.php?f=13&t=6609

Dear Mohammed

whene you talk about scenario reduction, do you mean reduction of iteration. If so, you have to create an option file and then you make bounds of possible iterations and also superbasic variables. I have already done this with CONOPT.try to see the Gams manual

For the Scenred, I haven't used before but I think you need to prepare the scenred opt file

https://www.gams.com/fileadmin/community/contrib/financial/ngk_scenred.pdf

best wishes

Dear Hamit Can,

thanks for your suggestions, they are good but not the one that I'm looking for,

Dear Elame Fouad,

I have to say that I don't mean reduction of iteration, I think you haven't encountered this kind of problems.

when we have uncertainties in some of our parameters or variables in a problem of optimization using GAMS, we can have different approaches one of which is Scenario based Optimization. In such problems when number of scenarios are somehow large, the running process might be so long, so we might use scenario reduction methods to reduce our total number of scenarios.

Lots of appreciations.

Please let me know if you solved your issue!