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    Assignment 1 Large Scale Optimisation Kavitha C Didugu

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    chetana
    The document contains code for solving two linear programming optimization problems using CPLEX. In Question 1, a small optimization problem with 4 variables is defined and solved to maximize an objective function subject to 3 constraints. The optimal solution is printed. In Question 2, a larger transportation problem is modeled with variables for flows between carriers and lanes. Data is read from files and the problem is solved to minimize costs subject to demand and carrier capacity constraints. The optimal objective value and non-zero flows are printed.

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    Assignment 1 Large Scale Optimisation Kavitha C Didugu

    Uploaded by

    chetana
    44 views5 pages
    The document contains code for solving two linear programming optimization problems using CPLEX. In Question 1, a small optimization problem with 4 variables is defined and solved to maximize an objective function subject to 3 constraints. The optimal solution is printed. In Question 2, a larger transportation problem is modeled with variables for flows between carriers and lanes. Data is read from files and the problem is solved to minimize costs subject to demand and carrier capacity constraints. The optimal objective value and non-zero flows are printed.

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    Original Title

    Assignment 1

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    The document contains code for solving two linear programming optimization problems using CPLEX. In Question 1, a small optimization problem with 4 variables is defined and solved to maximize an objective function subject to 3 constraints. The optimal solution is printed. In Question 2, a larger transportation problem is modeled with variables for flows between carriers and lanes. Data is read from files and the problem is solved to minimize costs subject to demand and carrier capacity constraints. The optimal objective value and non-zero flows are printed.

    Copyright:

    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd
    Download as docx, pdf, or txt
    44 views5 pages

    Assignment 1 Large Scale Optimisation Kavitha C Didugu

    Uploaded by

    chetana
    The document contains code for solving two linear programming optimization problems using CPLEX. In Question 1, a small optimization problem with 4 variables is defined and solved to maximize an objective function subject to 3 constraints. The optimal solution is printed. In Question 2, a larger transportation problem is modeled with variables for flows between carriers and lanes. Data is read from files and the problem is solved to minimize costs subject to demand and carrier capacity constraints. The optimal objective value and non-zero flows are printed.

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    Assignment 1

    Large Scale Optimisation

    Kavitha C Didugu

    Question 1:

    #include<stdio.h>
    #include<conio.h>
    #include<iostream>
    #include<fstream>
    #include<iosfwd>
    #include<string>
    #include <deque>
    #include <sstream>
    #include <time.h>
    //#include <iomanip.h>
    #include <stdlib.h>
    #include <vector>//for vectors
    #include <math.h>

    //#include <cplex.h>
    #include <ilcplex/ilocplex.h>
    //#include <iloconcert/ilomodel.h>
    //#include <iloconcert/iloenv.h>
    #include <ilconcert/ilosys.h>

    using namespace std;

    ILOSTLBEGIN

    //typedef IloArray<IloNumArray> TwoDMatrix;

    int main(int argc, char **argv)


    {
    IloEnv env;
    try
    {
    IloNumVar X1(env, 0, 1, ILOFLOAT);
    IloNum X1_val;
    IloNumVar X2(env, 0, 1, ILOFLOAT);
    IloNum X2_val;
    IloNumVar X3(env, 0, 1, ILOFLOAT);
    IloNum X3_val;
    IloNumVar X4(env, 0, 1, ILOFLOAT);
    IloNum X4_val;
    IloModel model(env);
    IloExpr Obj(env);
    Obj = 16*X1 + 10*X2 + 4*X4;
    model.add(IloMaximize(env,Obj)); // IloMinimize is used for minimization problems

    Obj.end();
    model.add( 8*X1 + 2*X2 + X3 + 4*X4 <= 10);
    model.add(X1+X2<=1);
    model.add(X3+X4<=1);
    // Optimize
    IloCplex cplex(model);
    cplex.solve();//solving the MODEL
    if (cplex.getStatus() == IloAlgorithm::Infeasible) // if the problem is infeasible
    {
    env.out() << "Problem Infeasible" << endl;
    }
    X1_val = cplex.getValue(X1);
    X2_val = cplex.getValue(X2);
    X3_val = cplex.getValue(X3);
    X4_val = cplex.getValue(X4);

    // Print results
    cout<< "Objective Value = " << cplex.getObjValue() << endl;
    cout<<"X1 = "<<X1_val<<endl;
    cout<<"X2 = "<<X2_val<<endl;
    cout<<"X3 = "<<X3_val<<endl;
    cout<<"X4 = "<<X4_val<<endl;

    }
    catch(IloException &e)
    {
    env.out() << "ERROR: " << e << endl;
    }
    catch(...)
    {
    env.out() << "Unknown exception" << endl;
    }
    env.end();
    return 0;
    }

    OUTPUT

    X1=1, X2=0, X3=0, X4=0


    Objective value=16

    Question 2:

    #include<stdio.h>
    #include<conio.h>
    #include<iostream>
    #include<fstream>
    #include<iosfwd>
    #include<string>
    #include <deque>
    #include <sstream>
    #include <time.h>
    #include <stdlib.h>

    #include <ilcplex/ilocplex.h>
    #include <ilconcert/ilosys.h>

    ILOSTLBEGIN

    typedef IloArray<IloNumArray> TwoDMatrix;


    //typedef IloArray<TwoDMatrix> ThreeDMatrix;
    //typedef IloArray<ThreeDMatrix> FourDMatrix;

    int main(int argc, char **argv)


    {
    IloEnv env;
    int N=500,M=30; double D=9999; float alpha=0.216;

    IloBoolVarArray y(env,M);
    IloBoolArray yv(env,M);
    IloNumArray alliance_of_carrier(env, 8);//xij

    //A2D x(env);
    IloNumArray lane_demand(env,N); IloNumArray MQC(env,N);
    IloNumArray alliance_bound(env,N); IloNumArray carrier_bound(env,N);
    //TwoDMatrix xv(env);
    TwoDMatrix price_data(env,N); //flow data between pairs of nodes*/
    int aoc[30][8];

    try
    {
    ///////// DATA FILE READING //////////
    const char* data_filename1 = "500_30_data_1_price.dat";
    const char* data_filename2 = "500_30_data_1_demand.dat";
    fstream fin1, fin2;
    fin1.open(data_filename1,ios::in);
    fin2.open(data_filename2,ios::in);
    fin2 >> lane_demand >> MQC >> carrier_bound >> alliance_bound;
    fin2 >> alliance_of_carrier;
    fin1 >> price_data;

    fin1.close();
    fin2.close();

    N = lane_demand.getSize();
    cout<<"Number of lanes = "<<N<<endl;
    M = MQC.getSize();
    cout<< "Number of carriers="<<M<<endl;
    ofstream fout;
    fout.open("A3Q2 Volumes.txt");
    // ----------data read------------------------------------------------

    IloModel model(env);

    typedef IloArray<IloNumVarArray> arr2d;


    arr2d x(env, N);
    TwoDMatrix x_val(env, N);

    //=======================================================================
    for (int i=0;i<N;i++)
    {
    x[i]=IloNumVarArray(env, N, 0, IloInfinity,ILOFLOAT);
    x_val[i]=IloNumArray(env, N);

    IloExpr Obj(env); // Creates an expression with the name Obj (Objective)

    for (int i=0;i<M;i++)


    {
    cout<<i<<endl;
    for (int j=0;j<N;j++)
    {
    //cout<<j<<endl;
    //cout<<price_data[0][0];
    Obj+=(price_data[i][j])*x[i][j];
    }
    }

    // model.add is a function to add constraints and objectives in the CPLEX environment


    model.add(IloMinimize(env,Obj)); // IloMinimize is used for minimization problems
    Obj.end();

    for(int j=0;j<N;j++)
    {

    IloExpr SumZ(env);
    for(int i=0;i<M;i++)
    {
    SumZ+=x[i][j];
    }
    model.add(SumZ>=lane_demand[j]);
    SumZ.end();
    }

    //Constraint 2: for {i in 1..N}{k in 1..N}: z[i][k] <= z[k][k]


    for(int i=0;i<M;i++)
    {
    IloExpr SumB(env);
    for(int j=0;j<N;j++)
    {
    SumB+=x[i][j];
    }
    model.add(MQC[i]*y[i] <= SumB);
    SumB.end();
    }
    for(int j=0; j<N; j++)
    {

    for(int i=0; i<M; i++)


    {
    IloExpr SumP(env);
    for(int t=0; t<M; t++)
    {

    SumP+=price_data[t][j]*x[t][j];
    }
    model.add(SumP<=(1+alpha)*price_data[i][j]*lane_demand[j]+(1-
    y[i])*D);
    SumP.end();
    }

    for(int i=0; i<M; i++)


    {
    for(int k=0; k<8; k++)
    {
    if(alliance_of_carrier[i]==k)
    {
    aoc[i][k]=1;
    fout<<"Carrier"<<i<<" "<<"Lane"<<k<<endl;
    cout<<"Carrier"<<i<<" "<<"Lane"<<k<<endl;
    }
    else
    {
    aoc[i][k]=0;
    }

    for(int k=0;k<8; k++)


    {
    for(int j=0; j<N; j++)
    {
    IloExpr SumA(env);
    for(int i=0; i<M; i++)
    {

    SumA+=x[i][j]*aoc[i][k];

    }
    model.add(SumA<=alliance_bound[j]*lane_demand[j]);
    SumA.end();
    }

    //Constraint 5: for {i in 1..N}{j in 1..N}{m in 1..N}:sum {k in


    1..N}(x[i][j][k][m])=z[j][m];
    for(int i=0; i<M; i++)
    {
    for(int j=0; j<N; j++)
    {
    model.add(x[i][j]<=carrier_bound[j]*lane_demand[j]*y[i]);
    }
    }
    //==============================================================================

    //Optimize
    IloCplex cplex(model);

    cplex.solve();//solving the MODEL

    if (cplex.getStatus() == IloAlgorithm::Infeasible) // if the problem is infeasible


    {
    cout << "Problem is Infeasible" << endl;
    }

    // Print results

    cout << "Minimum Cost = " << cplex.getObjValue() << endl;


    cout<<"obj value"<<cplex.getObjValue()<<endl;
    cout<<"Carrier \t Lane: "<<endl;

    fout << "Minimum Cost = " << cplex.getObjValue() << endl;


    fout<<"obj value"<<cplex.getObjValue()<<endl;
    fout<<"Carrier \t Lane: "<<endl;

    /*for(int i=0; i<M;i++)


    {
    yv[i]=cplex.getValue(y[i]);
    cout<<yv[i]<<endl;
    }
    */

    for (int i=0;i<M;i++)


    {
    if(yv[i]==1)
    {
    for (int k=0;k<N;k++)
    {
    if (cplex.getValue(x[i][k])>0)
    {
    cout<<i<<"\t"<<k<<endl;
    fout<<i<<"\t"<<k<<endl;
    x_val[i][k] = cplex.getValue(x[i][k]);
    fout<<"Carrier"<<i<<" Lane"<<k<<"
    "<<x_val[i][k]<<endl;
    }
    else
    {
    x_val[i][k] = cplex.getValue(x[i][k]);
    }
    }
    }
    }

    env.end();

    }//end of of try block


    catch (IloException& ex)
    {
    cerr << "Error: " << ex << endl;
    }
    catch (...)
    {
    cerr << "Error" << endl;
    }
    return 0;
    }

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