Scenred2.jl provides a julia interface to use GAMS's SCENRED2 scenario trees construction and reduction tool. SCENRED2 is developed by Dr. Holger Heitsch, this wrapper is unofficial. This package is available free of charge and in no way replaces or alters any functionality of GAMS's SCENRED2 product.
- scenred2 executable is available with GAMS
- You must add scenred2 in your PATH (or create a symbolic link in a bin directory)
julia> Pkg.clone("https://github.com/trigaut/Scenred2.jl.git")
julia> Pkg.build("Scenred2")
A list of supported construction and reduction parameters is available in SCENRED2 documentation.
Take a look at the notebook in the examples folder for a quick tutorial.