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Assignment 1 Large Scale Optimisation Kavitha C Didugu

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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51 views

Assignment 1 Large Scale Optimisation Kavitha C Didugu

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.

Uploaded by

chetana
Copyright
© © All Rights Reserved
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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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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