(!****************************************************** Mosel Example Problems ====================== Example model for the Robust Optimization with Xpress white paper (c) 2014 Fair Isaac Corporation *******************************************************!) model PriceRobustness uses "mmrobust" ! Load the robust library declarations x : mpvar u : uncertain end-declarations 0 <= u u <= 3 (1+u)*x <= 1 maximize(XPRS_NOMINAL, x) nominal_objective := getobjval writeln("Objective at nominal values:", nominal_objective ); maximize(x) robust_objective := getobjval writeln("Robust objective:", robust_objective ); writeln("Price of robustness:", nominal_objective - robust_objective ); writeln("Worst value of uncertain:", u.sol) end-model