Language Features for CCP Models

The primary features in the LINGO language used for building a stochastic programming model can be partitioned into the following three categories, corresponding to steps 2-4 of the Setting Up CCP Models section above:

1.Identifying random variables
2.Declaring distributions
3.Identifying chance-constraint sets

Each of the categories are discussed in the following three sections, which are primarily intended for reference use.  The reader may wish to jump directly to the CCP modeling example, A CCP Fuel Blending Example, in order to see LINGO's CCP modeling features used in the context of an actual model.

There are additional CCP language constructs available for use in calc sections for model's that exploit LINGO's programming capability.  These features are discussed in Chapter 13, Programming LINGO.