(!*******************************************************
* Mosel Example Problems *
* ====================== *
* *
* file fixbv.mos *
* `````````````` *
* Example for the use of the Mosel language *
* (Using the complete Coco Problem, as in coco.mos, *
* this program implements a binary fixing heuristic) *
* *
* (c) 2008 Fair Isaac Corporation *
* author: S. Heipcke, 2001, rev. Feb. 2010 *
*******************************************************!)
model Coco ! Start a new model
uses "mmxprs" ! Load the optimizer library
parameters
PHASE=5
(!* Phase = 4: Mines may open/closed freely; when closed save 20000 per month
* Phase = 5: Once closed always closed; larger saving
!)
end-parameters
declarations
NT=4 ! Number of time periods
RP=1..2 ! Range of products (p)
RF=1..2 ! factories (f)
RR=1..2 ! raw materials (r)
RT=1..NT ! time periods (t)
REV: array(RP,RT) of real ! Unit selling price of product p
CMAKE: array(RP,RF) of real ! Unit cost to make product p
! at factory f
CBUY: array(RR,RT) of real ! Unit cost to buy raw material r
COPEN: array(RF) of real ! Fixed cost of factory f being
! open for one period
REQ: array(RP,RR) of real ! Requirement by unit of product p
! for raw material r
MXSELL: array(RP,RT) of real ! Max. amount of p that can be sold
MXMAKE: array(RF) of real ! Max. amount factory f can make
! over all products
PSTOCK0: array(RP,RF) of real ! Initial product p stock level
! at factory f
RSTOCK0: array(RR,RF) of real ! Initial raw material r stock
! level at factory f
CPSTOCK = 2.0 ! Unit cost to store any product p
CRSTOCK = 1.0 ! Unit cost to store any raw mat. r
MXRSTOCK = 300 ! Max. amount of r that can be
! stored each f and t
make: array(RP,RF,RT) of mpvar ! Amount of product p made at
! factory f
sell: array(RP,RF,RT) of mpvar ! Amount of product p sold from
! factory f in period t
buy: array(RR,RF,RT) of mpvar ! Amount of raw material r bought
! for factory f in period t
pstock: array(RP,RF,1..NT+1) of mpvar ! Stock level of product p at
! factory f at start of period t
rstock: array(RR,RF,1..NT+1) of mpvar ! Stock level of raw material r at
! factory f at start of period t
openm: array(RF,RT) of mpvar ! 1 if factory f is open in
! period t, else 0
end-declarations
REV :: [400, 380, 405, 350,
410, 397, 412, 397]
CMAKE :: [150, 153,
75, 68]
CBUY :: [100, 98, 97, 100,
200, 195, 198, 200]
COPEN :: [50000, 63000]
REQ :: [1.0, 0.5,
1.3, 0.4]
MXSELL :: [650, 600, 500, 400,
600, 500, 300, 250]
MXMAKE :: [400, 500]
PSTOCK0 :: [50, 100,
50, 50]
RSTOCK0 :: [100, 150,
50, 100]
! Objective: maximize total profit
MaxProfit:=
sum(p in RP,f in RF,t in RT) REV(p,t) * sell(p,f,t) - ! revenue
sum(p in RP,f in RF,t in RT) CMAKE(p,f) * make(p,f,t) - ! prod. cost
sum(r in RR,f in RF,t in RT) CBUY(r,t) * buy(r,f,t) - ! raw mat. cost
sum(p in RP,f in RF,t in 2..NT+1) CPSTOCK * pstock(p,f,t) - ! p stor. cost
sum(r in RR,f in RF,t in 2..NT+1) CRSTOCK * rstock(r,f,t) ! r stor. cost
if PHASE=4 then ! Factory fixed cost
MaxProfit -= sum(f in RF,t in RT) (COPEN(f)-20000)*openm(f,t)
elif PHASE=5 then
MaxProfit -= sum(f in RF,t in RT) COPEN(f)* openm(f,t)
end-if
! Product stock balance
forall(p in RP,f in RF,t in RT) PBal(p,f,t):=
(pstock(p,f,t+1) = pstock(p,f,t) + make(p,f,t) - sell(p,f,t))
! Raw material stock balance
forall(r in RR,f in RF,t in RT)
RBal(r,f,t):= rstock(r,f,t+1) =
rstock(r,f,t) + buy(r,f,t) - sum(p in RP) REQ(p,r)*make(p,f,t)
! Capacity limit at factory f
forall(f in RF,t in RT)
MxMake(f,t):= sum(p in RP) make(p,f,t) <= MXMAKE(f)*openm(f,t)
! Limit on the amount of prod. p to be sold
forall(p in RP,t in RT)
MxSell(p,t):= sum(f in RF) sell(p,f,t) <= MXSELL(p,t)
! Raw material stock limit
forall(f in RF,t in 2..NT+1)
MxRStock(f,t):= sum(r in RR) rstock(r,f,t) <= MXRSTOCK
if PHASE=5 then ! Once closed, always closed
forall(f in RF,t in 1..NT-1) Closed(f,t):= openm(f,t+1) <= openm(f,t)
end-if
! Initial product levels
forall(p in RP,f in RF) pstock(p,f,1) = PSTOCK0(p,f)
! Initial raw material levels
forall(r in RR,f in RF) rstock(r,f,1) = RSTOCK0(r,f)
forall(f in RF,t in RT) openm(f,t) is_binary
!************************************************************************
! Solution heuristic:
! solve the LP and save the basis
! fix all open variables which are integer feasible at the relaxation
! solve the MIP and save the best solution value
! reset all variables to their original bounds
! load the saved basis
! solve the MIP using the solution value found previously as cutoff
!************************************************************************
declarations
TOL=5.0E-4 ! Zero-tolerance
osol: array(RF,1..2) of real ! Solution values for openm variables
bas: basis
end-declarations
setparam("zerotol", TOL) ! Set Mosel comparison tolerance
setparam("XPRS_verbose",true) ! Enable message printing in mmxprs
setparam("XPRS_CUTSTRATEGY",0) ! Disable automatic cuts - we use a heuristic
setparam("XPRS_PRESOLVE",0)
maximize(XPRS_LPSTOP,MaxProfit) ! Solve the LP problem
savebasis(bas); ! Save the current basis
writeln("\n>>>>LP relaxation objective: ", getobjval)
! Fix all variables in the first two time periods which are integer feasible
forall(f in RF, t in 1..2) do
osol(f,t):= openm(f,t).sol
if osol(f,t) = 0 then
openm(f,t).ub:= 0.0
elif osol(f,t) = 1 then
openm(f,t).lb:= 1.0
end-if
end-do
maximize(XPRS_CONT,MaxProfit) ! Solve the MIP problem
ifgsol:=false
if getprobstat=XPRS_OPT then ! If an integer feas. solution was found
writeln("\n>>>>Heuristic MIP solution: ", getobjval)
ifgsol:=true
solval:=getobjval ! Get the value of the best solution
end-if
! Reset variables to their original bounds
forall(f in RF, t in 1..2)
if ((osol(f,t) = 0) or (osol(f,t) = 1)) then
openm(f,t).lb:= 0.0
openm(f,t).ub:= 1.0
end-if
loadbasis(bas) ! Load the saved basis: bound changes are
! immediately passed on to the optimizer
! if the problem has not been modified
! in any other way, so that there is no
! need to reload the matrix
if ifgsol then ! Set the cutoff to the best known solution
setparam("XPRS_MIPABSCUTOFF", solval)
end-if
maximize(MaxProfit) ! Solve the MIP problem
if getprobstat=XPRS_OPT then
writeln("\n>>>>Best integer solution: ", getobjval)
else
writeln("\n>>>>Best integer solution: ", solval)
end-if
end-model
|
(!*******************************************************
Mosel Example Problems
======================
file fixbvls.mos
````````````````
Example for the use of the Mosel language
(Using the complete Coco Problem, as in coco.mos,
this program implements a binary fixing heuristic)
- Model version using savemipsol/loadmipsol -
(c) 2008 Fair Isaac Corporation
author: S. Heipcke, June 2007, rev. Mar. 2019
*******************************************************!)
model Coco ! Start a new model
uses "mmxprs" ! Load the optimizer library
parameters
PHASE=5
(!* Phase = 4: Mines may open/closed freely; when closed save 20000 per month
* Phase = 5: Once closed always closed; larger saving
!)
end-parameters
declarations
NT=4 ! Number of time periods
RP=1..2 ! Range of products (p)
RF=1..2 ! factories (f)
RR=1..2 ! raw materials (r)
RT=1..NT ! time periods (t)
REV: array(RP,RT) of real ! Unit selling price of product p
CMAKE: array(RP,RF) of real ! Unit cost to make product p
! at factory f
CBUY: array(RR,RT) of real ! Unit cost to buy raw material r
COPEN: array(RF) of real ! Fixed cost of factory f being
! open for one period
REQ: array(RP,RR) of real ! Requirement by unit of product p
! for raw material r
MXSELL: array(RP,RT) of real ! Max. amount of p that can be sold
MXMAKE: array(RF) of real ! Max. amount factory f can make
! over all products
PSTOCK0: array(RP,RF) of real ! Initial product p stock level
! at factory f
RSTOCK0: array(RR,RF) of real ! Initial raw material r stock
! level at factory f
CPSTOCK = 2.0 ! Unit cost to store any product p
CRSTOCK = 1.0 ! Unit cost to store any raw mat. r
MXRSTOCK = 300 ! Max. amount of r that can be
! stored each f and t
make: array(RP,RF,RT) of mpvar ! Amount of product p made at
! factory f
sell: array(RP,RF,RT) of mpvar ! Amount of product p sold from
! factory f in period t
buy: array(RR,RF,RT) of mpvar ! Amount of raw material r bought
! for factory f in period t
pstock: array(RP,RF,1..NT+1) of mpvar ! Stock level of product p at
! factory f at start of period t
rstock: array(RR,RF,1..NT+1) of mpvar ! Stock level of raw material r at
! factory f at start of period t
openm: array(RF,RT) of mpvar ! 1 if factory f is open in
! period t, else 0
end-declarations
REV :: [400, 380, 405, 350,
410, 397, 412, 397]
CMAKE :: [150, 153,
75, 68]
CBUY :: [100, 98, 97, 100,
200, 195, 198, 200]
COPEN :: [50000, 63000]
REQ :: [1.0, 0.5,
1.3, 0.4]
MXSELL :: [650, 600, 500, 400,
600, 500, 300, 250]
MXMAKE :: [400, 500]
PSTOCK0 :: [50, 100,
50, 50]
RSTOCK0 :: [100, 150,
50, 100]
! Objective: maximize total profit
MaxProfit:=
sum(p in RP,f in RF,t in RT) REV(p,t) * sell(p,f,t) - ! revenue
sum(p in RP,f in RF,t in RT) CMAKE(p,f) * make(p,f,t) - ! prod. cost
sum(r in RR,f in RF,t in RT) CBUY(r,t) * buy(r,f,t) - ! raw mat. cost
sum(p in RP,f in RF,t in 2..NT+1) CPSTOCK * pstock(p,f,t) - ! p stor. cost
sum(r in RR,f in RF,t in 2..NT+1) CRSTOCK * rstock(r,f,t) ! r stor. cost
if PHASE=4 then ! Factory fixed cost
MaxProfit -= sum(f in RF,t in RT) (COPEN(f)-20000)*openm(f,t)
elif PHASE=5 then
MaxProfit -= sum(f in RF,t in RT) COPEN(f)* openm(f,t)
end-if
! Product stock balance
forall(p in RP,f in RF,t in RT) PBal(p,f,t):=
(pstock(p,f,t+1) = pstock(p,f,t) + make(p,f,t) - sell(p,f,t))
! Raw material stock balance
forall(r in RR,f in RF,t in RT)
RBal(r,f,t):= rstock(r,f,t+1) =
rstock(r,f,t) + buy(r,f,t) - sum(p in RP) REQ(p,r)*make(p,f,t)
! Capacity limit at factory f
forall(f in RF,t in RT)
MxMake(f,t):= sum(p in RP) make(p,f,t) <= MXMAKE(f)*openm(f,t)
! Limit on the amount of prod. p to be sold
forall(p in RP,t in RT)
MxSell(p,t):= sum(f in RF) sell(p,f,t) <= MXSELL(p,t)
! Raw material stock limit
forall(f in RF,t in 2..NT+1)
MxRStock(f,t):= sum(r in RR) rstock(r,f,t) <= MXRSTOCK
if PHASE=5 then ! Once closed, always closed
forall(f in RF,t in 1..NT-1) Closed(f,t):= openm(f,t+1) <= openm(f,t)
end-if
! Initial product levels
forall(p in RP,f in RF) pstock(p,f,1) = PSTOCK0(p,f)
! Initial raw material levels
forall(r in RR,f in RF) rstock(r,f,1) = RSTOCK0(r,f)
forall(f in RF,t in RT) openm(f,t) is_binary
!************************************************************************
! Solution heuristic:
! solve the LP and save the basis
! fix all open variables which are integer feasible at the relaxation
! solve the MIP and save the best solution value
! reset all variables to their original bounds
! load the saved basis
! solve the MIP using the solution value found previously as cutoff
!************************************************************************
declarations
TOL=5.0E-4 ! Zero-tolerance
osol: array(RF,1..2) of real ! Solution values for openm variables
bas: basis
allsol: array(mpvar) of real
end-declarations
setparam("zerotol", TOL) ! Set Mosel comparison tolerance
setparam("XPRS_verbose",true) ! Enable message printing in mmxprs
setparam("XPRS_CUTSTRATEGY",0) ! Disable automatic cuts - we use a heuristic
setparam("XPRS_PRESOLVE",0)
maximize(XPRS_LPSTOP,MaxProfit) ! Solve the LP problem
savebasis(bas) ! Save the current basis
writeln("\n>>>>LP relaxation objective: ", getobjval)
! Fix all variables in the first two time periods which are integer feasible
forall(f in RF, t in 1..2) do
osol(f,t):= getsol(openm(f,t))
if osol(f,t) = 0 then
setub(openm(f,t), 0.0)
elif osol(f,t) = 1 then
setlb(openm(f,t), 1.0)
end-if
end-do
maximize(XPRS_CONT,MaxProfit) ! Solve the MIP problem
ifgsol:=false
if getprobstat=XPRS_OPT then ! If an integer feas. solution was found
writeln("\n>>>>Heuristic MIP solution: ", getobjval)
ifgsol:=true
solval:=getobjval ! Get the value of the best solution
savemipsol(allsol)
end-if
! Reset variables to their original bounds
forall(f in RF, t in 1..2)
if ((osol(f,t) = 0) or (osol(f,t) = 1)) then
setlb(openm(f,t), 0.0)
setub(openm(f,t), 1.0)
end-if
loadprob(MaxProfit) ! Reload the matrix if necessary:
! bound changes are immediately passed
! on to the optimizer; since the problem
! has not been modified in any other way
! there is no need to reload the matrix.
!
! If desired, reloading could be forced with:
! loadprob(true, MaxProfit)
loadbasis(bas) ! Load the saved basis to warm-start the LP
if ifgsol then
res:=loadmipsol(allsol) ! Load the best known MIP solution
if(res<>0) then writeln("Loading MIP solution failed"); end-if
! addmipsol("mysol", allsol) ! Alternative form to load the MIP solution
end-if
maximize(MaxProfit) ! Solve the MIP problem
! Print out the solution
if getprobstat=XPRS_OPT then
writeln("\n>>>>Best integer solution: ", getobjval)
else
writeln("\n>>>>Best integer solution: ", solval)
end-if
! Uncomment to print out the solution values:
(!
forall(p in RP, f in RF) do
forall(t in RT)
write(" make(",p,",",f,",",t,"):", getsol(make(p,f,t)),
" sell(",p,",",f,",",t,"):", getsol(sell(p,f,t)), " ")
writeln
end-do
forall(p in RP, f in RF) do
forall(t in 1..NT+1)
write(" pstock(",p,",",f,",",t,"):", getsol(pstock(p,f,t)))
writeln
end-do
forall(r in RR, f in RF) do
forall(t in RT)
write(" buy(",r,",",f,",",t,"):", getsol(buy(r,f,t)))
writeln
end-do
forall(r in RR, f in RF) do
forall(t in 1..NT+1)
write(" rstock(",r,",",f,",",t,"):", getsol(rstock(r,f,t)))
writeln
end-do
forall(f in RF, t in RT)
write(" openm(",f,",",t,"):", getsol(openm(f,t)))
writeln
!)
end-model
|
