## Search found 114 matches

- Wed Nov 20, 2019 4:34 pm
- Forum: Vensim
- Topic: sensitivity analysis (vensim)
- Replies:
**35** - Views:
**1400**

### Re: sensitivity analysis (vensim)

Can you increase the SAVEPER or thin out the savelist a bit? If you're getting gigabytes of output from a one or two simulations, it'll be pretty unwieldy when there are many. Sorry for late response. Actually, I used increased version of SAVEPER. For my case, as long as the model is huge (simulati...

- Wed Oct 30, 2019 6:39 pm
- Forum: Vensim
- Topic: sensitivity analysis (vensim)
- Replies:
**35** - Views:
**1400**

### Re: sensitivity analysis (vensim)

Are you using 32 or 64 bit Vensim? If you do a run with only 1 sensitivity instance (if you can), how big is the file size increment over a non-sensitivity vdf file? I am using 32 bit now. The problem occures when I increase number of iterations. I think your assumption is correct, when size of vdf...

- Tue Oct 29, 2019 6:47 pm
- Forum: Vensim
- Topic: sensitivity analysis (vensim)
- Replies:
**35** - Views:
**1400**

- Mon Oct 28, 2019 5:12 pm
- Forum: Vensim
- Topic: sensitivity analysis (vensim)
- Replies:
**35** - Views:
**1400**

### Re: sensitivity analysis (vensim)

Hi,

I did Monte carlo Simulation for a large-scale model, after many simplifications in my model I got this error (it happens at Sensitivity Simulation 1/3):

I was wondering is there any solution for it or is it related to size of model?

I did Monte carlo Simulation for a large-scale model, after many simplifications in my model I got this error (it happens at Sensitivity Simulation 1/3):

*error writing results-disk may be full*I was wondering is there any solution for it or is it related to size of model?

- Thu Oct 17, 2019 3:56 pm
- Forum: Vensim
- Topic: sensitivity analysis (vensim)
- Replies:
**35** - Views:
**1400**

### Re: sensitivity analysis (vensim)

We're working on it, but I'm not sure whether it'll be done by end of year. The speedup is more than noticeable if you have a many-core machine. Older workstations with 16 or more cores are now readily available at dirt cheap prices. We'll keep you posted as this evolves. Thanks for your information.

- Fri Oct 11, 2019 3:01 pm
- Forum: Vensim
- Topic: Stocastic optimization of large-scale model
- Replies:
**2** - Views:
**136**

### Re: Stocastic optimization of large-scale model

Your question is a little vague. You can use the Vensim functionality to run optimization/sensitivity, but obviously your external functions are your responsibility, only you can answer the questions regarding those. My question was related to using stochastic optimization for a large-scale model w...

- Wed Oct 09, 2019 11:55 am
- Forum: Vensim
- Topic: Stocastic optimization of large-scale model
- Replies:
**2** - Views:
**136**

### Stocastic optimization of large-scale model

Hi, I have a large-scale model (huge input data and long run) for electricity market, which minimizes the total system cost (I have an external function for this minimization function). I want to include uncertainty in the model and consider some parameters (assume fuel price) uncertain in order to ...

- Tue Oct 08, 2019 3:06 pm
- Forum: Vensim
- Topic: sensitivity analysis (vensim)
- Replies:
**35** - Views:
**1400**

### Re: sensitivity analysis (vensim)

I ran the model on a super computer but since this version does not do any parallel multicore computation, the running time did not reduce. Do you have any plan for releasing that experimental version?

- Sat Oct 05, 2019 2:12 pm
- Forum: Vensim
- Topic: sensitivity analysis (vensim)
- Replies:
**35** - Views:
**1400**

### Re: sensitivity analysis (vensim)

We have an experimental version that does parallel multicore execution, which would reduce your simulation time by a factor of the number of cores you have (I have a server with 60, so it does in a minute what normally takes an hour). We could explore that option, though memory might be a problem. ...

- Thu Oct 03, 2019 4:30 pm
- Forum: Vensim
- Topic: sensitivity analysis (vensim)
- Replies:
**35** - Views:
**1400**

### Re: sensitivity analysis (vensim)

You can run monte-carlo, but it will probably take you years to run it if a single run takes 7 hours. Each monte-carlo simulation will take 7 hours. Thanks. Do you have any suggestion for modeling uncertainty in such models which take very long in Vensim? Is there any sample model for simulating un...

- Thu Oct 03, 2019 4:06 pm
- Forum: Vensim
- Topic: sensitivity analysis (vensim)
- Replies:
**35** - Views:
**1400**

### Re: sensitivity analysis (vensim)

I have a large-scale model that its simulation time is 7 hours (I am using compiler as well). From computational points of view, is it possible to do a Monte carlo simulation on it? Is there any linear relation between "number of simulation" in Monte carlo tab and "time of simulation" in vensim?

- Wed Oct 02, 2019 1:06 pm
- Forum: Vensim
- Topic: Vensim 8 External functions documents & help
- Replies:
**8** - Views:
**373**

### Re: Vensim 8 External functions documents & help

Thanks. Sounds reasonableAdministrator wrote: ↑Wed Oct 02, 2019 11:23 amYou will need to recompile the DLL using a 64 bit compiler.

- Wed Oct 02, 2019 9:26 am
- Forum: Vensim
- Topic: Vensim 8 External functions documents & help
- Replies:
**8** - Views:
**373**

### Re: Vensim 8 External functions documents & help

Hi, I have upgraded my vensim to 64 bit and since I am using external fucntions when I want to run it I get this error: [The external function in C:users\vensim\cfiles\venext.dll- could not be loaded. Do you want to try loading again next time?] After clicking "yes" everything is in text mode and it...

- Wed Sep 18, 2019 12:49 pm
- Forum: Vensim
- Topic: sensitivity analysis (vensim)
- Replies:
**35** - Views:
**1400**

### Re: sensitivity analysis (vensim)

I found it. The reason was that the variable had subscripts. So I used another variable W/O subscripts and it worked well. Can I ask you how can I do sensivity analysis for variables with subscripts and variables with array dimension? I solved it too. I should have just included subscripts in the ....

- Wed Sep 18, 2019 8:59 am
- Forum: Vensim
- Topic: sensitivity analysis (vensim)
- Replies:
**35** - Views:
**1400**

### Re: sensitivity analysis (vensim)

I found it. The reason was that the variable had subscripts. So I used another variable W/O subscripts and it worked well.

Can I ask you how can I do sensivity analysis for variables with subscripts and variables with array dimension?

Can I ask you how can I do sensivity analysis for variables with subscripts and variables with array dimension?

- Tue Sep 17, 2019 5:14 pm
- Forum: Vensim
- Topic: sensitivity analysis (vensim)
- Replies:
**35** - Views:
**1400**

- Tue Sep 17, 2019 5:10 pm
- Forum: Vensim
- Topic: sensitivity analysis (vensim)
- Replies:
**35** - Views:
**1400**

### Re: sensitivity analysis (vensim)

1- Can we do these sentivity analysis in a model which has external function? I am asking this becasue I get this errors: {ERROR: Yearly Depreciation Factor not found or wrong type must be constant. ERROR: No sensitivity inputs marked in sensitivity file} These errors are nothing to do with externa...

- Tue Sep 17, 2019 4:51 pm
- Forum: Vensim
- Topic: sensitivity analysis (vensim)
- Replies:
**35** - Views:
**1400**

### Re: sensitivity analysis (vensim)

Hi, I have two questions regarding sensitivity analysis and stochastic programming in Vensim: 1- Can we do these sentivity analysis in a model which has external function? I am asking this becasue I get this errors: {ERROR: Yearly Depreciation Factor not found or wrong type must be constant. ERROR: ...

- Wed Aug 21, 2019 11:04 pm
- Forum: Vensim
- Topic: Integrating time step of optimization problem
- Replies:
**24** - Views:
**1577**

### Re: Integrating time step of optimization problem

I've attached two models, neither of which is really right, but both in the ballpark. DEMAND AT PRICE elec 2.mdlDEMAND AT PRICE elec 1.mdl #1 implements what I originally suggested, which is that everyone bids close to MAX( marg cost, expected price ). That actually implements collusion, and the pr...

- Wed Aug 21, 2019 9:56 pm
- Forum: Vensim
- Topic: Integrating time step of optimization problem
- Replies:
**24** - Views:
**1577**

### Re: Integrating time step of optimization problem

I mentioned noise for the following reason. If the auction is structured so that bids reveal true marginal costs, and that information is disclosed, then everyone has a pretty good idea what the aggregate supply curve looks like. Therefore they can do a pretty good job of anticipating the clearing ...

- Wed Aug 21, 2019 8:07 pm
- Forum: Vensim
- Topic: Integrating time step of optimization problem
- Replies:
**24** - Views:
**1577**

### Re: Integrating time step of optimization problem

It seems like this should result in an outcome much like a single clearing price, but with a little more noise. If I'm running unit X, I don't want to bid my marginal cost. I want to figure out where the market is likely to clear next period, and bid just below that. However, the price in the next ...

- Wed Aug 21, 2019 7:55 pm
- Forum: Vensim
- Topic: Integrating time step of optimization problem
- Replies:
**24** - Views:
**1577**

### Re: Integrating time step of optimization problem

Ah ... so the problem is more game theoretic. Each plant has to choose a bid that maximizes profit, subject to everyone else doing the same. We know the bid has to lie above marginal cost, and below a price cap (set by regulator?). Is the capacity constraint loose, in the sense that they want to ru...

- Wed Aug 21, 2019 7:46 pm
- Forum: Vensim
- Topic: Integrating time step of optimization problem
- Replies:
**24** - Views:
**1577**

### Re: Integrating time step of optimization problem

Does your capacity constraint imply that A generates 100 to 300 or 0 ? That probably can't be done with the alloc functions. Not sure it could be done with FIND ZERO or even an LP either. It makes this more of a mixed integer programming problem, right? Sorry, it should be (0<Capacity of A<300). If...

- Wed Aug 21, 2019 7:19 pm
- Forum: Vensim
- Topic: Integrating time step of optimization problem
- Replies:
**24** - Views:
**1577**

### Re: Integrating time step of optimization problem

Doesn't everyone who supplies > 0 get paid at the (single) market clearing price, rather than their bid price? No, they get paid exactly their bid. So bidders bid at their individual cost with a margin on top. However uniform auction can help me but my main concern is modeling this maximization rat...

- Wed Aug 21, 2019 6:51 pm
- Forum: Vensim
- Topic: Integrating time step of optimization problem
- Replies:
**24** - Views:
**1577**

### Re: Integrating time step of optimization problem

The FIND ZERO example model in the Help system is already pretty close to what you need. I'll see if I have something better. Have you explored the allocation functions? That would be an even easier solution. Yes but maybe I did not use it correctly. I used "Allocation by priority", in this case th...