Description
In some of these models we have huge scenario trees. DECIS will solve this by some internal sampling routines, while DE and LINDO should terminate with a useful error message. In order to run DECISC provide the command line parameter --RUNDECISLP=1
Large Model of Type : SP
Category : GAMS EMP library
Main file : tr20.gms
$title Extended transport model with stochastic demand and costs (tr20,SEQ=84)
* In some of these models we have huge scenario trees. DECIS will solve this by
* some internal sampling routines, while DE and LINDO should terminate with a
* useful error message. In order to run DECISC provide the command line parameter
* --RUNDECISLP=1
set c
ck(c) Center
cc(c) Cities
stoch / val, prob /
r / l, m, h /;
parameter coord(c,*);
parameter dist(c,c);
parameter b(c,c);
parameter rv(stoch,r)
alias (c,cp);
$gdxin tr20_scen
$load c ck cc coord dist b rv
Parameters cap Maximum capacity of one truck / 10.0 /
cf Transportation cost per mile and per truck - full run / 0.2 /
ce Transportation cost per mile and per truck - empty run / 0.18 /
b(c,c) Demand of center and cities
maxt Maximum amount of trucks;
set dnet(c,c); dnet(ck,cc) = yes; dnet(cc,ck) = yes;
set enet(c,c); enet(c,cp) = not sameas(c,cp);
maxt=sum(dnet(c,cp), b(dnet));
Parameter
df(c,c) random demand factor
cr(c,c) Recourse cost (rent-a-truck) per mile
crr(c,r) stochastic outcome of cr;
$load crr
* -----------------------------------------------
* define the core model
* -----------------------------------------------
Free Variable z total cost;
Positive Variables f(c,c) Full runs
e(c,c) Empty runs
y(c,c) Recourse
a(c) Allocation
stayat(c) Trucks staying at c - i.e. no full or empty runs;
Equations
tcosts define objective function
demand(c,c) serve demand of center and all cities
node(c) node constraint for the trucks
maxtruck maximum number of trucks to be allocated;
tcosts .. z =e= sum(dnet(c,cp), dist(dnet)*(cf*f(dnet) + cr(dnet)*y(dnet)))
+ sum(enet(c,cp), ce*dist(enet)*e(enet));
demand(dnet(c,cp)).. f(dnet)*cap + y(dnet) =g= df(dnet)*b(dnet);
node(c) .. sum(dnet(c,cp), f(c,cp)) + sum(enet(c,cp), e(enet)) + stayat(c)
=e= a(c) + sum(enet(cp,c), e(enet));
maxtruck.. cap*sum(c, a(c)) =l= 0.9*maxt;
Model transport /tcosts,demand,node,maxtruck/;
Set s scenarios / s1*s100 /;
parameters s_df(s,c,c);
Set dict / s .scenario.''
df .randvar. s_df/;
df(dnet) = 1;
cr(dnet(c,cp)) = crr(c,'m');
file emp / '%emp.info%' /; put emp '* problem %gams.i%';
loop(dnet,
put / 'randvar ' df.tn(dnet) ' discrete '
loop(r, put rv('prob',r):5:2 rv('val',r):5:2));
put / 'stage 2 df f e y stayat demand node';
putclose;
solve transport min z using emp scenario dict;
$if not set RUNDECISLP $set RUNDECISLP 0
$ifThen %RUNDECISLP%==1
a.stage(c) = 1;
e.stage(enet) = 2;
f.stage(dnet) = 2;
y.stage(dnet) = 2;
stayat.stage(c) = 2;
maxtruck.stage = 1;
demand.stage(dnet) = 2;
node.stage(c) = 2;
* -----------------------------------------------
* outputting stochastic file
* -----------------------------------------------
file stg / MODEL.STG /;
put stg;
put "INDEP DISCRETE" /;
loop(dnet(c,cp),
loop(r,
put "RHS demand ", c.tl:6," ", cp.tl:6, (b(c,cp)*rv("val",r)), " period2", rv("prob", r)/;
);
put "*" /;
);
putclose stg;
* -----------------------------------------------
* solve the model
* -----------------------------------------------
option lp=decisc;
solve transport using lp minimizing z;
option lp=default;
$endIf
* Sampling
Scalar h1;
loop(s,
loop(dnet,
h1=uniform(0,1);
if( h1<rv('prob','l') ,
s_df(s,dnet)=rv('val','l');
elseif h1<=(rv('prob','l')+rv('prob','m')),
s_df(s,dnet)=rv('val','m');
else
s_df(s,dnet)=rv('val','h');
);
);
);
put emp '* problem %gams.i%';
put / 'jrandvar '
loop(dnet, put df.tn(dnet));
loop(s,
put (1/card(s)):8:6;
loop(dnet, put s_df(s,dnet):5:2; );
);
put / 'stage 2 df f e y stayat demand node';
putclose;
solve transport min z using emp scenario dict;
parameters s_cr(s,c,c);
Set dict2 / s .scenario.''
df .randvar. s_df
cr .randvar. s_cr/;
put emp '* problem %gams.i%';
loop(dnet(c,cp),
put / 'jrandvar ' df.tn(dnet) ' ' cr.tn(dnet)
loop(r, put rv('prob',r):5:2 rv('val',r):5:2 crr(c,r):6:3));
put / 'stage 2 df cr f e y stayat demand node';
putclose;
solve transport min z using emp scenario dict2;
$if not set RUNDECISLP $set RUNDECISLP 0
$ifThen %RUNDECISLP%==1
* -----------------------------------------------
* outputting stochastic file
* -----------------------------------------------
put stg;
put "BLOCK DISCRETE" /;
scalar blkcnt /1/
loop(dnet(c,cp),
loop(r,
put 'BL ' blkcnt:0:0 '_' r.tl ' PERIOD2 ' rv("prob", r):8:6/;
put 'y ',c.tl:6 ' ', cp.tl:6 ' tcosts ',crr(c,r):12:6/;
put "RHS demand ", c.tl:6," ", cp.tl:6, (b(c,cp)*rv("val",r)):12:6/;
);
blkcnt = blkcnt+1;
put "*" /;
);
putclose stg;
* -----------------------------------------------
* solve the model
* -----------------------------------------------
option lp=decisc;
solve transport using lp minimizing z;
$endIf