GAMS Example

 

题目：

                Exercise # 3 (GAMS (2009))

Question 1 Given the transportation problem with the following parameters:

           Distance in 1000s of miles New York      Chicago   Topeka

                               Seattle                    2.5       1.7       1.8

                               San Diego             2.3       1.9       1.4

                           

                                                             Demand at markets

                     Plant capacities

                                                                New York 400

                        Seattle 350

                                                                    Chicago 300

                       San Diego 600

                                                                     Topeka 275

Take the freight to be 90 dollars per thousand miles. Unless otherwise stated, in each consecutive question use the setting from the previous one.

(c) Change the demand at New York to 375 cases and compare the results.

  

Consider the setting from (c) again. Change the objective function from cost minimization to profit maximization. To do this, maximize the difference between revenue and cost. The revenue in each market can be computed by multiplying the total quantity delivered to that market times the price. In addition to the transportation cost there is a production cost which is equal to a constant times the quantity produced and the constants are different for each plant as given below.

                                     Seattle 0.2

                                  San Diego 0.4

The prices are given by:

                          New York Chicago Topeka

                              0.9        0.7      0.8

The values in both tables are given in thousands of dollars per case. Implement the changes in GAMS.

题解：

* initial Sets

set i markets / NewYork, Chicago, Topeka / ;

set j Plant capacities / Seattle, SanDiego / ;

* initial parameters

parameter a(i) Demand at markets

/ NewYork        375

  Chicago        300

  Topeka         275 / ;

parameter b(j) Plant capacities 

/ Seattle        350

  SanDiego       600 / ;

parameter ar(i) Market Preis  in thousands of dollars per case

/ NewYork        0.9

  Chicago        0.7

  Topeka         0.8 / ;

parameter bc(j) Plant cost  in thousands of dollars per case

/ Seattle        0.2

  SanDiego       0.4 / ;

* initial table

table d(i,j) Distance in 1000s of miles

         Seattle SanDiego

NewYork  2.5     2.3

Chicago  1.7     1.9

Topeka   1.8     1.4      ;

*initial scalar

scalar f the freight to be 90 dollars per thousand miles /90/ ;

parameter c(i,j) transport cost in thousands of dollars per case ;

          c(i,j) = f * d(i,j) / 1000 ;

* initial variables

positive variable x(i,j) quantities of freight ;

variable z      total transport cost ;

variable z1     total production cost ;

variable r total revenue ;

variable rmz different between z and r ;

*initial eqs

equations

         cost      total transport cost  (1)

cost1     total production cost (1)

revenue   total revenue (1)

diff   revenue - cost (1)

         demand(i) demand functions (3)

         supply(j) supply functions (2) ;

* transportation cost * quantity

cost..  z =e= sum((i,j),c(i,j)*x(i,j)) ;

* st.

demand(i).. sum(j,x(i,j)) =g= a(i) ;

* st.

supply(j).. sum(i,x(i,j)) =l= b(j) ;

* production cost * quantity

cost1.. z1 =e= sum((i,j),bc(j)*x(i,j)) ;

* market price * quantity

revenue.. r =e= sum((i,j),x(i,j)*ar(i)) ;

* revenue

diff.. rmz =e= r - z - z1; 

* modeling and solve

model transport /all/ ;

solve transport using lp maximizing rmz ;

display x.l,z.l,z1.l,r.l,rmz.l;

编译器：

GAMS Rev 233  LEX-LEI 23.3.1 x86_64/Linux                                                          11/19/09 02:44:49 Page 1

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C o m p i l a t i o n

   1  * initial Sets

   2  set i markets / NewYork, Chicago, Topeka / ;

   3  set j Plant capacities / Seattle, SanDiego / ;

   4   

   5  * initial parameters

   6  parameter a(i) Demand at markets

   7  / NewYork        375

   8    Chicago        300

   9    Topeka         275 / ;

  10   

  11  parameter b(j) Plant capacities

  12  / Seattle        350

  13    SanDiego       600 / ;

  14   

  15  parameter ar(i) Market Preis  in thousands of dollars per case

  16  / NewYork        0.9

  17    Chicago        0.7

  18    Topeka         0.8 / ;

  19   

  20  parameter bc(j) Plant cost  in thousands of dollars per case

  21  / Seattle        0.2

  22    SanDiego       0.4 / ;

  23   

  24  * initial table

  25  table d(i,j) Distance in 1000s of miles

  26           Seattle SanDiego

  27  NewYork  2.5     2.3

  28  Chicago  1.7     1.9

  29  Topeka   1.8     1.4      ;

  30   

  31  *initial scalar

  32  scalar f the freight to be 90 dollars per thousand miles /90/ ;

  33   

  34  parameter c(i,j) transport cost in thousands of dollars per case ;

  35            c(i,j) = f * d(i,j) / 1000 ;

  36   

  37  * initial variables

  38  positive variable x(i,j) quantities of freight ;

  39  variable z      total transport cost ;

  40  variable z1     total production cost ;

  41  variable r      total revenue ;

  42  variable rmz    different between z and r ;

  43   

  44  *initial eqs

  45  equations

  46           cost      total transport cost  (1)

  47           cost1     total production cost (1)

  48           revenue   total revenue (1)

  49           diff      revenue - cost (1)

  50           demand(i) demand functions (3)

  51           supply(j) supply functions (2) ;

  52   

  53  * transportation cost * quantity

  54  cost..  z =e= sum((i,j),c(i,j)*x(i,j)) ;

  55   

  56  * st.

  57  demand(i).. sum(j,x(i,j)) =g= a(i) ;

  58   

  59  * st.

  60  supply(j).. sum(i,x(i,j)) =l= b(j) ;

  61   

  62  * production cost * quantity

  63  cost1.. z1 =e= sum((i,j),bc(j)*x(i,j)) ;

  64   

  65  * market price * quantity

  66  revenue.. r =e= sum((i,j),x(i,j)*ar(i)) ;

  67   

  68  * revenue

  69  diff.. rmz =e= r - z - z1;

  70   

  71  * modeling and solve

  72  model transport /all/ ;

  73  solve transport using lp maximizing rmz ;

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C o m p i l a t i o n

  74   

  75  display x.l,z.l,z1.l,r.l,rmz.l;

  76   

  77   

COMPILATION TIME     =        0.002 SECONDS      3 Mb  LEX233-233 Oct 30, 2009

GAMS Rev 233  LEX-LEI 23.3.1 x86_64/Linux                                                          11/19/09 02:44:49 Page 3

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Equation Listing    SOLVE transport Using LP From line 73

---- cost  =E=  total transport cost  (1)

cost..  - 0.225*x(NewYork,Seattle) - 0.207*x(NewYork,SanDiego) - 0.153*x(Chicago,Seattle) - 0.171*x(Chicago,SanDiego)

     

      - 0.162*x(Topeka,Seattle) - 0.126*x(Topeka,SanDiego) + z =E= 0 ; (LHS = 0)

     

---- cost1  =E=  total production cost (1)

cost1..  - 0.2*x(NewYork,Seattle) - 0.4*x(NewYork,SanDiego) - 0.2*x(Chicago,Seattle) - 0.4*x(Chicago,SanDiego)

     

      - 0.2*x(Topeka,Seattle) - 0.4*x(Topeka,SanDiego) + z1 =E= 0 ; (LHS = 0)

     

---- revenue  =E=  total revenue (1)

revenue..  - 0.9*x(NewYork,Seattle) - 0.9*x(NewYork,SanDiego) - 0.7*x(Chicago,Seattle) - 0.7*x(Chicago,SanDiego)

     

      - 0.8*x(Topeka,Seattle) - 0.8*x(Topeka,SanDiego) + r =E= 0 ; (LHS = 0)

     

---- diff  =E=  revenue - cost (1)

diff..  z + z1 - r + rmz =E= 0 ; (LHS = 0)

     

---- demand  =G=  demand functions (3)

demand(NewYork)..  x(NewYork,Seattle) + x(NewYork,SanDiego) =G= 375 ; (LHS = 0, INFES = 375 ****)

     

demand(Chicago)..  x(Chicago,Seattle) + x(Chicago,SanDiego) =G= 300 ; (LHS = 0, INFES = 300 ****)

     

demand(Topeka)..  x(Topeka,Seattle) + x(Topeka,SanDiego) =G= 275 ; (LHS = 0, INFES = 275 ****)

     

---- supply  =L=  supply functions (2)

supply(Seattle)..  x(NewYork,Seattle) + x(Chicago,Seattle) + x(Topeka,Seattle) =L= 350 ; (LHS = 0)

     

supply(SanDiego)..  x(NewYork,SanDiego) + x(Chicago,SanDiego) + x(Topeka,SanDiego) =L= 600 ; (LHS = 0)

     

GAMS Rev 233  LEX-LEI 23.3.1 x86_64/Linux                                                          11/19/09 02:44:49 Page 4

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Column Listing      SOLVE transport Using LP From line 73

---- x  quantities of freight

x(NewYork,Seattle)

                (.LO, .L, .UP, .M = 0, 0, +INF, 0)

       -0.225   cost

       -0.2     cost1

       -0.9     revenue

        1       demand(NewYork)

        1       supply(Seattle)

x(NewYork,SanDiego)

                (.LO, .L, .UP, .M = 0, 0, +INF, 0)

       -0.207   cost

       -0.4     cost1

       -0.9     revenue

        1       demand(NewYork)

        1       supply(SanDiego)

x(Chicago,Seattle)

                (.LO, .L, .UP, .M = 0, 0, +INF, 0)

       -0.153   cost

       -0.2     cost1

       -0.7     revenue

        1       demand(Chicago)

        1       supply(Seattle)

REMAINING 3 ENTRIES SKIPPED

---- z  total transport cost

z

                (.LO, .L, .UP, .M = -INF, 0, +INF, 0)

        1       cost

        1       diff

---- z1  total production cost

z1

                (.LO, .L, .UP, .M = -INF, 0, +INF, 0)

        1       cost1

        1       diff

---- r  total revenue

r

                (.LO, .L, .UP, .M = -INF, 0, +INF, 0)

        1       revenue

       -1       diff

---- rmz  different between z and r

rmz

                (.LO, .L, .UP, .M = -INF, 0, +INF, 0)

        1       diff

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Model Statistics    SOLVE transport Using LP From line 73

MODEL STATISTICS

BLOCKS OF EQUATIONS           6     SINGLE EQUATIONS            9

BLOCKS OF VARIABLES           5     SINGLE VARIABLES           10

NON ZERO ELEMENTS            37

GENERATION TIME      =        0.003 SECONDS      4 Mb  LEX233-233 Oct 30, 2009

EXECUTION TIME       =        0.003 SECONDS      4 Mb  LEX233-233 Oct 30, 2009

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Solution Report     SOLVE transport Using LP From line 73

               S O L V E      S U M M A R Y

     MODEL   transport           OBJECTIVE  rmz

     TYPE    LP                  DIRECTION  MAXIMIZE

     SOLVER  CPLEX               FROM LINE  73

**** SOLVER STATUS     1 Normal Completion         

**** MODEL STATUS      1 Optimal                   

**** OBJECTIVE VALUE              298.4250

 RESOURCE USAGE, LIMIT          0.000      1000.000

 ITERATION COUNT, LIMIT         2    2000000000

ILOG CPLEX       Nov  1, 2009 23.3.1 LEX 13908.14234 LEI x86_64/Linux

Cplex 12.1.0, GAMS Link 34 

LP status(1): optimal

Optimal solution found.

Objective :         298.425000

                           LOWER          LEVEL          UPPER         MARGINAL

---- EQU cost                .              .              .            -1.0000      

---- EQU cost1               .              .              .            -1.0000      

---- EQU revenue             .              .              .             1.0000      

---- EQU diff                .              .              .             1.0000      

  cost  total transport cost  (1)

  cost1  total production cost (1)

  revenue  total revenue (1)

  diff  revenue - cost (1)

---- EQU demand  demand functions (3)

               LOWER          LEVEL          UPPER         MARGINAL

NewYork       375.0000       375.0000        +INF             .          

Chicago       300.0000       300.0000        +INF           -0.1280      

Topeka        275.0000       275.0000        +INF           -0.0190      

---- EQU supply  supply functions (2)

                LOWER          LEVEL          UPPER         MARGINAL

Seattle         -INF          350.0000       350.0000         0.4750      

SanDiego        -INF          600.0000       600.0000         0.2930      

---- VAR x  quantities of freight

                        LOWER          LEVEL          UPPER         MARGINAL

NewYork.Seattle           .            50.0000        +INF             .          

NewYork.SanDiego          .           325.0000        +INF             .          

Chicago.Seattle           .           300.0000        +INF             .          

Chicago.SanDiego          .              .            +INF           -0.0360      

Topeka .Seattle           .              .            +INF           -0.0180      

Topeka .SanDiego          .           275.0000        +INF             .          

                           LOWER          LEVEL          UPPER         MARGINAL

---- VAR z                 -INF          159.0750        +INF             .          

---- VAR z1                -INF          310.0000        +INF             .          

---- VAR r                 -INF          767.5000        +INF             .          

---- VAR rmz               -INF          298.4250        +INF             .          

  z  total transport cost

  z1  total production cost

  r  total revenue

  rmz  different between z and r

GAMS Rev 233  LEX-LEI 23.3.1 x86_64/Linux                                                          11/19/09 02:44:49 Page 7

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Solution Report     SOLVE transport Using LP From line 73

**** REPORT SUMMARY :        0     NONOPT

                             0 INFEASIBLE

                             0  UNBOUNDED

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E x e c u t i o n

----     75 VARIABLE x.L  quantities of freight

            Seattle    SanDiego

NewYork      50.000     325.000

Chicago     300.000

Topeka                  275.000

----     75 VARIABLE z.L                   =      159.075  total transport cost

            VARIABLE z1.L                  =      310.000  total production cost

            VARIABLE r.L                   =      767.500  total revenue

            VARIABLE rmz.L                 =      298.425  different between z and r

EXECUTION TIME       =        0.001 SECONDS      3 Mb  LEX233-233 Oct 30, 2009

USER: GAMS Development Corporation, Washington, DC   G871201/0000CA-ANY

      Free Demo,  202-342-0180,  sales@gams.com,  www.gams.com   DC0000

**** FILE SUMMARY

Input      /home/raymond/Desktop/TODO/gams/HW2.gms

Output     /home/raymond/Desktop/TODO/gams/HW2.lst