Scribd
Upload
37 views7 pages

Discrete Optimization in Flexible Manufacturing Systems Laboratory

This document provides an overview of Lingo commands for discrete optimization and includes examples of linear programming, integer programming, and dynamic programming models. Lingo is a modeling language for formulating and solving discrete optimization problems. The document covers key Lingo commands for defining constraints, variables, sets, data files and functions. It also provides examples of linear assignment problems, quadratic assignment problems and dynamic programming models expressed in Lingo.

Uploaded by

Jorge Alejandro Barrutia Borbolla
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
37 views7 pages

Discrete Optimization in Flexible Manufacturing Systems Laboratory

This document provides an overview of Lingo commands for discrete optimization and includes examples of linear programming, integer programming, and dynamic programming models. Lingo is a modeling language for formulating and solving discrete optimization problems. The document covers key Lingo commands for defining constraints, variables, sets, data files and functions. It also provides examples of linear assignment problems, quadratic assignment problems and dynamic programming models expressed in Lingo.

Uploaded by

Jorge Alejandro Barrutia Borbolla
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 7

Discrete optimization

in Flexible Manufacturing Systems


Laboratory

Contents:
1. Lingo commands
2. Lingo examples
3. Simple discrete optimization examples
4. FMS loading and routing example
LINGO Page 1

1 Lingo commands

1.1 Constraint translation


∑v
i∈W
ij ≥dj ∀j ∈ C

∀j ∈ C ∑
i∈W
v ij ≥dj

@FOR( C ( j): @SUM( W ( i): v( i, j) ) >= d( j) );

1.2 Statements
♦ Each statement must terminated by a semicolon.
♦ Each statement specifies a condition that the variables must satisfy
rather than a computational rule for computing a variable.
♦ Lingo disregards case, y and Y for example is the same variable.
♦ Comments start with „!” and finish with semicolon „;”.
♦ Statement names, e.g. @FOR( Days(d):[Overtime] Hours(d) < 12 );
[Total cost objective] MIN = @SUM( Days: Hours*HourCost)

1.3 Sets
♦ Primitive sets: set_name /domain/ [: variables];
♦ Domain definition by explicit list is used when set elements are called by name in model
description, e.g.
SETS:
Days / Mo, Tu, We, Th, Fr, Sa, Su/ : Hours;
ENDSETS
Hours(Mo) > Hours(Tu) + Hours(We)
♦ Domain definition by range is for large vectors, e.g. /1..10/.
♦ Derived sets are used for multi-dimensional vectors, e.g. matrices
set_name (list_of_parent_sets) [: variables];
♦ Sparse (not dense) sets are used to exclude some elements of derived sets:
set_name (list_of_parent_sets) | /explicit list/ [:
variables]; or
set_name (list_of_parent_sets) | condition [: variables]; e.g.
SETS:
Operations /1..5/;
Sequence (Operations, Operations) | ( 1,2 2,3 3,4 3,5 4,5 );
AllPairs (Operations, Operations) | &1 #GT# &2;
ENDSETS
3

1 2 5

4
Page 2 LINGO

♦ @SIZE( <set> ) size of a set.


♦ @IN( <set>, <element> ) if element belongs to set returns 1.

1.4 Variables
♦ Continuous, non-negative.
♦ @BIN() command declares variables as binary.
♦ @GIN() command declares variables as integer and positive.
♦ @FREE() command declares variables as binary negative or positive.
♦ @BND() command declares lover and upper bound for a variable, e.g. @BND(-5,x,5).

1.5 Conditional expressions


♦ Operators: #NOT#, #AND#, #OR#, = #EQ#, ≠ #NE#, > #GT#, < #LE#, ≥ #GE#, ≤
#LT#.
♦ Conditional sets — sets with a membership filter:
set_name /domain/ | <conditional_expression> [: variables];
♦ Conditional statements:
@FOR( <set> | <conditional_expression> : <expression> );
e.g. @FOR( Days(D) | D #NE# Fr : Hours(D) < 8);

1.6 Data files


♦ @File( <file_path or file_name>); reads everything up to next “~” sign
or up to end of file.
♦ For subsequent @File commands Lingo reads from the point where it left off.
♦ Nesting is not allowed.

1.7Other functions
♦ @MIN(), @MAX(), @ABS(), @EXP(), @LOG(), @SIN(), @COS(),
@TAN()...
LINGO Page 3

2 Lingo examples

2.1 PC Mix

MODEL:
! Total profit for the week;
MAX = 200 * WS + 300 * NC;

! The total number of Wordsmiths produced is limited


by the supply of graphics chips;
WS <= 60;

! The total number of Numbercrunchers produced is


limited by the supply of math coprocessors;
NC <= 40;

! The total amount of memory used in all machines


manufactured for the week can't exceed 120 Mb;
WS + 2 * NC <= 120;
END

2.2 Transportation Problem

model:

! A 3 Warehouse, 4 Customer Transportation Problem;


SETS:
WAREHOUSE / WH1, WH2, WH3/ : CAPACITY;
CUSTOMER / C1, C2, C3, C4/ : DEMAND;
ROUTES( WAREHOUSE, CUSTOMER) : COST, VOLUME;
ENDSETS

! The objective;
[OBJ] MIN = @SUM( ROUTES: COST * VOLUME);

! The demand constraints;


@FOR( CUSTOMER( J): [DEM]
@SUM( WAREHOUSE( I): VOLUME( I, J)) >=
DEMAND( J));

! The supply constraints;


@FOR( WAREHOUSE( I): [SUP]
@SUM( CUSTOMER( J): VOLUME( I, J)) <=
CAPACITY( I));

! Here are the parameters;


DATA:
CAPACITY = 30, 25, 21 ;
DEMAND = 15, 17, 22, 12;
COST = 6, 2, 6, 7,
4, 9, 5, 3,
8, 8, 1, 5;
ENDDATA

end
Page 4 LINGO

2.3 A quadratic assignment problem

MODEL:

! A quadratic assignment problem: Given transfers between flights and


distance between gates, assign flights to gates to minimize total transfer
distance;

SETS:
FLIGHT/1..3/; ! There are three flights;
GATE/1..4/; ! There are five gates;
FXG( FLIGHT, GATE): X; !Flight-gate assignment;
GXG( GATE, GATE): T; !Distance between gates;
FXF( FLIGHT, FLIGHT): N; !Transfers btwn flights;
ENDSETS

DATA:
N = 0 30 5 ! No. transfers between flights;
20 0 0
30 40 0 ;

T = 0 5 10 14 ! distance between gates;


5 0 5 10
10 4 0 6
15 10 5 0 ;
ENDDATA

SETS:
! Transfer between 2 flights must be required and related to 2 different
gates. Warning: this set gets big fast.;
TGTG( FLIGHT, GATE, FLIGHT, GATE)|
&1 #LT# &3 #AND# (( N( &1, &3) #NE# 0) #AND#
( T( &2, &4) #NE# 0) #OR# ( N( &3, &1) #NE# 0)
#AND# ( T( &4, &2) #NE# 0)): Y;
ENDSETS

! Each flight, B, must be assigned to a gate;


@FOR( FLIGHT( B):
@SUM( GATE( J): X( B, J)) = 1);

! Each gate, J, can receive at most one flight;


@FOR( GATE( J):
@SUM( FLIGHT( B): X( B, J)) <= 1);

! Force Y(B,J,C,K)=1 if B assigned to J and C assigned to K;


! Assumes the T and N matrices are nonnegative;
@FOR( TGTG( B, J, C, K):
Y( B, J, C, K) >= X( B, J) + X( C, K) - 1);

! Min the sum of transfers * distance;


MIN = @SUM( TGTG( B, J, C, K): Y( B, J, C, K) *
( N( B, C) * T( J, K) + N( C, B) * T( K, J)));

! Make the X's 0/1 (Y's will naturally be 0/1);


@FOR( FXG: @BIN( X));

END
LINGO Page 5

2.4 Dynamic programming

MODEL:

SETS:
! Dynamic programming illustration (see Anderson, Sweeney & Williams, An
Intro to Mgt Science, 6th Ed.). We have a network of 10 cities. We want to
find the length of the shortest route from city 1 to city 10.;

! Here is our primitive set of ten cities, where F( i) represents the


shortest path distance from city i to the last city;
CITIES /1..10/: F;

! The derived set ROADS lists the roads that exist between the cities (note:
not all city pairs are directly linked by a road, and roads are assumed to
be one way.);
ROADS( CITIES, CITIES)/
1,2 1,3 1,4
2,5 2,6 2,7
3,5 3,6 3,7
4,5 4,6
5,8 5,9
6,8 6,9
7,8 7,9
8,10
9,10/: D;
! D( i, j) is the distance from city i to j;
ENDSETS

DATA:
! Here are the distances that correspond to the above links;
D =
1 5 2
13 12 11
6 10 4
12 14
3 9
6 5
8 10
5
2;
ENDDATA

! If you are already in City 10, then the cost to travel to City 10 is 0;
F( @SIZE( CITIES)) = 0;

! The following is the classic dynamic programming recursion. In words, the


shortest distance from City i to City 10 is the minimum over all cities j
reachable from i of the sum of the distance from i to j plus the minimal
distance from j to City 10;
@FOR( CITIES( i)| i #LT# @SIZE( CITIES):
F( i) = @MIN( ROADS( i, j): D( i, j) + F( j))
);

END

You might also like