(!****************************************************** Mosel Example Problems ====================== Example model for the Robust Optimization with Xpress white paper (c) 2014 Fair Isaac Corporation rev. May 2017 *******************************************************!) model Careful uses "mmrobust" ! Load the robust library declarations x, y: mpvar e, f : uncertain end-declarations RobC1:= x*e <= 1 RobC2:= y*f <= 1 e >= 0 f >= 0 e+f <= 1 setparam("XPRS_PROBNAME","h") setparam("ROBUST_UNCERTAIN_OVERLAP", true) maximize(x+y) writeln("x = ", getsol(x), " y = ", getsol(y)) writeln("constraint RobC1: x*e <= 1, uncertains (e,f) = (", getsol (e,RobC1), ",", getsol(f,RobC1), ")") writeln("constraint RobC2: y*f <= 1, uncertains (e,f) = (", getsol (e,RobC2), ",", getsol(f,RobC2), ")") end-model