Sample Continuous Only |
Contents
The Sample Continuous Only option on the SP Solver tab:
is used to control whether LINGO samples continuous distributions only for the random variables in stochastic programs, or if it samples both continuous and discrete random variables. Obviously, continuous random variables must be subject to sampling, given the infinite number of possible outcomes. On the other hand, we have a choice when it comes to discretely distributed random variables. If this option is enabled, then LINGO will generate one outcome for each density point in the discrete distribution of the random variable. These outcomes will be weighted by their corresponding probabilities.
| Note: | If there are many density points in the distributions for the discrete random variables, the deterministic equivalent generated to solve the SP may become exceedingly large, in which case, disabling this option may be required. Once this option is disabled, discrete random variables will be sampled in the same way as the continuous random variables. |
The Sample Continuous Only option defaults to being on.