I have a stochastic mixed-integer non-linear model and it is difficult to be solved. So I want to write the constraints with uniform distribution in the sub-model that is found in the whole model. what are the steps for this? Thanks
I have been using LINGO for a while, and yes stochastic mixed-integer non-linear model is difficult to be solved, are you sure that writing the constraints with uniform distribution in the sub-model will solve the problem?
There is quite useful lingo library which you can access from the lingo website for free. There are also some examples of writing submodels if you look at SCM planning problem. You might find your exact answer there.