Search found 114 matches

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

Re: sensitivity analysis (vensim)

tomfid wrote:
Mon Oct 28, 2019 5:44 pm
Any chance that the disk really is full (or would be, after writing the results)?
I don't think so. Maybe it is related to the size of model
by RWTH_FCN
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):

error writing results-disk may be full

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

Administrator wrote:
Wed Oct 02, 2019 11:23 am
You will need to recompile the DLL using a 64 bit compiler.
Thanks. Sounds reasonable
by RWTH_FCN
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...
by RWTH_FCN
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 ....
by RWTH_FCN
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?
by RWTH_FCN
Tue Sep 17, 2019 5:14 pm
Forum: Vensim
Topic: sensitivity analysis (vensim)
Replies: 35
Views: 1400

Re: sensitivity analysis (vensim)

tomfid wrote:
Tue Sep 17, 2019 5:03 pm
Sounds like your control file (.vsc) specifies a variable that doesn't exist or isn't constant.
The variable is constant.
I would be pleased to have your feedback about my second question as well.
by RWTH_FCN
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...
by RWTH_FCN
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: ...
by RWTH_FCN
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...
by RWTH_FCN
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 ...
by RWTH_FCN
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 ...
by RWTH_FCN
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...
by RWTH_FCN
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...
by RWTH_FCN
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...
by RWTH_FCN
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...