Juraj Kardoš

Conditional expected value with stochastically dep. distribution

9

Hi Jonathan, I would like to evaluate conditional expected value `E(g_i | X_{~i})`, where `g_i` is a component function (polynomial) which contains only `X_i` terms and the conditional variables are...

Sobol index considering MvNormal distribution

3

**Describe your problem** Hello, I am trying to compute the sensitivity of my model to parameters which are correlated. I use `cp.MvNormal()` to model the distribution of the parameters, using...

Hi, I am trying to run the coffee cup example with dependant variables. I am passing the dependant distribution to the Uncertainpy as `Parameters(distribution=joint_mvNorm)`, which later fails with an error....

SCIP Solver Results undefined/unknown/inf

5

After solving a model (code [here)](https://gist.github.com/goghino/79302c79b558e4060fbc3bf2d2d7d17d) using SCIP (SCIP version 7.0.1 [precision: 8 byte] [memory: block] [mode: optimized] [LP solver: SoPlex 5.0.1] [GitHash: b41d526acf]), the `results` components (i.e. gap, bounds,...

Wrong bound types when using MOSEK

4

I am trying to solve the UC using MOSEK solver, e.g. ``` md = ModelData.read(os.path.join(this_module_path, '..', '..', 'download', 'pglib-uc-master', 'rts_gmlc', '2020-01-27.json'), file_type = 'pglib-uc') md_sol = solve_unit_commitment(md, 'mosek', mipgap=0.01, timelimit=300,...