Dear all,

I am interested in studying Stochastic Programming problems but I know that one of the many difficulties faced by students is how to reduce the scenarios especially when they encounter a large scenario-tree.

'SCENRED' is a useful solver of GAMS which can reduce the number of scenarios but I could not find any useful materials or manuals of SCENRED on the Internet to show me how we can write GAMS code to reduce scenario numbers properly in Scenred environment.

I would appreciate if you could give me further details about SCENRED solver and its implementation in GAMS platform by giving a simple example.