feasopt1.gms : An Infeasible Transportation Problem analyzed with Cplex option FeasOpt

**Description**

This problem finds a least cost shipping schedule that meets requirements at markets and supplies at factories where demand exceeds supply using the feature FeasOpt implemented by Cplex and Gurobi.

**Reference**

- Dantzig, G B, Chapter 3.3. In Linear Programming and Extensions. Princeton University Press, Princeton, New Jersey, 1963.

**Small Model of Type :** LP

**Category :** GAMS Model library

**Main file :** feasopt1.gms

```
$title An Infeasible Transportation Problem analyzed with option FeasOpt (FEASOPT1,SEQ=314)
$onText
This problem finds a least cost shipping schedule that meets
requirements at markets and supplies at factories where demand
exceeds supply using the feature FeasOpt implemented by Cplex
and Gurobi.
Dantzig, G B, Chapter 3.3. In Linear Programming and Extensions.
Princeton University Press, Princeton, New Jersey, 1963.
Keywords: linear programming, transportation problem, scheduling
$offText
$ifi %system.lp% == cplex $goto cont
$ifi %system.lp% == gurobi $goto cont
$exit
$label cont
Set
i 'canning plants' / seattle, san-diego /
j 'markets' / new-york, chicago, topeka /;
Parameter
a(i) 'capacity of plant i in cases'
/ seattle 350
san-diego 600 /
b(j) 'demand at market j in cases'
/ new-york 325
chicago 300
topeka 275 /;
Table d(i,j) 'distance in thousands of miles'
new-york chicago topeka
seattle 2.5 1.7 1.8
san-diego 2.5 1.8 1.4;
Scalar f 'freight in dollars per case per thousand miles' / 90 /;
Parameter c(i,j) 'transport cost in thousands of dollars per case';
c(i,j) = f * d(i,j) / 1000;
Variable
x(i,j) 'shipment quantities in cases'
z 'total transportation costs in thousands of dollars';
Positive Variable x;
Equation
cost 'define objective function'
supply(i) 'observe supply limit at plant i'
demand(j) 'satisfy demand at market j';
cost.. z =e= sum((i,j), c(i,j)*x(i,j));
supply(i).. sum(j, x(i,j)) =l= a(i);
demand(j).. sum(i, x(i,j)) =g= b(j);
Model transport / all /;
option limRow = 0, limCol = 0;
* Increase demand by 20%
b(j) = 1.2*b(j);
solve transport using lp minimizing z;
display 'The first phase of the Simplex algorithm distributed the infeasibilities as follows',
x.infeas, supply.infeas, demand.infeas;
$ifi %system.lp% == cplex file fslv Solver Option file / cplex.opt /; transport.optFile = 1;
$ifi %system.lp% == gurobi file fslv Solver Option file / gurobi.opt /; transport.optFile = 1;
* Lets try to move the infeasibilities on the demand side
putClose fslv / 'feasopt 1' / 'equation.feaspref 0' / 'demand.feaspref 1';
solve transport using lp minimizing z;
display 'All infeasibilities should be in the demand equations', x.infeas, supply.infeas, demand.infeas;
abort$(sum((i,j), x.infeas(i,j)) + sum(i,supply.infeas(i))) x.infeas, supply.infeas, demand.infeas;
abort$(sum(j,demand.infeas(j)) < 1e-5) x.infeas, supply.infeas, demand.infeas;
* Lets try to distribute the infeasibilities on the demand side by
* using the sum of squares for the relaxation measurement
putClose fslv / 'feasopt 1' / 'feasoptmode 4' / 'equation.feaspref 0' / 'demand.feaspref 1';
solve transport using lp minimizing z;
display 'All infeasibilities should be in the demand equations and nicely distributed',
x.infeas, supply.infeas, demand.infeas;
abort$(sum((i,j), x.infeas(i,j)) + sum(i,supply.infeas(i))) x.infeas, supply.infeas, demand.infeas;
abort$(sum(j,demand.infeas(j)) < 1e-5) x.infeas, supply.infeas, demand.infeas;
* Lets try to distribute the infeasibilities on the demand and supply
* side by using the sum of squares for the relaxation measurement
putClose fslv / 'feasopt 1' / 'feasoptmode 4';
solve transport using lp minimizing z;
display 'All infeasibilities should be in the demand and supply equations and nicely distributed',
x.infeas, supply.infeas, demand.infeas;
abort$(sum((i,j), x.infeas(i,j))) x.infeas, supply.infeas, demand.infeas;
abort$(sum(i,supply.infeas(i)) + sum(j,demand.infeas(j)) < 1e-5) x.infeas, supply.infeas, demand.infeas;
* Lets try to distribute the infeasibilities on the demand and supply
* side by using the sum of squares for the relaxation measurement and
* lets also optimize the transport shipment with respect to the
* original objective function
putClose fslv / 'feasopt 1' / 'feasoptmode 3';
solve transport using lp minimizing z;
display 'All infeasibilities should be in the demand equations and nicely distributed with an "optimal" x',
x.infeas, supply.infeas, demand.infeas, x.l;
abort$(sum((i,j), x.infeas(i,j))) x.infeas, supply.infeas, demand.infeas;
abort$(sum(i,supply.infeas(i)) + sum(j,demand.infeas(j)) < 1e-5) x.infeas, supply.infeas, demand.infeas;
* Lets adjust supply and demands based on the relaxation found
a(i) = a(i) + supply.infeas(i);
b(j) = b(j) - demand.infeas(j);
* Now we should have a feasible model. The primals from our previous
* solve should be the optimal one, so lets save them to compare them
* with the outcome with the next solve;
Parameter xbest(i,j);
xbest(i,j) = x.l(i,j);
* Lets try to tell the solver to do a warm start
* from just the primals using primal Simplex
$ifi %system.lp% == cplex putclose fslv / 'advind 2' / 'lpmethod 1';
$ifi %system.lp% == gurobi putclose fslv / 'usebasis 1' / 'method 0';
solve transport using lp minimizing z;
* We better have an optimum solution and the same primals as in the
* previous run. This is a little dangerous since the problem is
* degenerated.
abort$(transport.modelStat <> %modelStat.Optimal% or sum((i,j), xbest(i,j) - x.l(i,j)) > 1e-6) x.l, xbest;
```