[Help-glpk] R: Help-glpk Digest, Vol 79, Issue 23

[address@hidden]

Hi Hussin.
If you can accept a tollerance, you can set a tolerance with  --mipgap option. In attached there is the output on my laptop with option --mipgap 0.01

Best regards,
Claudio



----Messaggio originale----
Da: address@hidden
Data: 26-giu-2009 18.01
A: <address@hidden>
Ogg: Help-glpk Digest, Vol 79, Issue 23

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Today's Topics:

   1. MIP code (hussin hassen)


----------------------------------------------------------------------

Message: 1
Date: Thu, 25 Jun 2009 10:24:21 -0700 (PDT)
From: hussin hassen <address@hidden>
Subject: [Help-glpk] MIP code
To: Help-glpk <address@hidden>
Message-ID: <address@hidden>
Content-Type: text/plain; charset="us-ascii"

Hello everybody,

GLPK can solve the attached code in 360 sec. on my Laptop, which is very long time.
Is there any suggestion to expedite the solution process?
Is there anything wrong with this code than does not match with MathProg?
Shall I modify the MIP options to make the process faster? and how?

I want the solution process to be finish within 10-30 sec.

Anyone can help?

Thanks

set D;
set S;


# Parameters 

param PR {S};              		
param PO {D};                     			
param AC {S};		
param OI {S};						
param RI {S};			
param OT {S};


# Variables 

var W {D,S} binary; 
var IL {S} integer >=1 <=3 ;  
var TF {S} ;		
var TA {S} ;			


# Objective Function

minimize Z: sum {j in S} ( IL[j]*PO['L']*PR[j] + sum{i in D : i != 'L'} W[i,j]*PO[i]*PR[j]  );


subject to
 
############# L ###################

	Const_L1 {i in D, j in S : j < 1 or j > 24}:  W['L',j] = 0 ;

	Const_L2 { j in S : j >= 1 and j <= 24 }:  OI[j] + IL[j] >= RI[j] ;
					
############# A ########################

        Const_A1 {j in S : j = 1 } : TA[j]   = 20 ;

	Const_A2 {i in D, j in S: j < 1 or j > 24}:	W['A',j] = 0;

	Const_A3 {j in S: j >= 1 and j <= 24 } :	 TA[j]  <= 23;

	Const_A4 {j in S: j >= 1 and j <= 24 } :	 TA[j]  >= 13;

	Const_A5 {i in D, j in S : j!=1 }: (- 1.1) * TA[j] + TA[j-1] + 0.1 * AC[j] - 4 * W['A',j] + 0.1 * OT[j] + 2 = 0 ;

############# F ######################

        Const_F1 {j in S : j= 1} : TF[j] = (-18 ) ;

	Const_F2 {i in D, j in S : i = 'F' and (j < 1 or j > 24)}:  W['F',j] = 0;

	Const_F3 {i in D, j in S : j > 1 and j <= 24}:    TF[j]  <= (-18);

	Const_F4 {i in D, j in S : j > 1 and j <= 24}:     TF[j]  >= (-22);

	Const_F5 {i in D, j in S: j!=1 }: - TF[j] + TF[j-1] + 0.1 * AC[j] - 2 * W['F',j] + 1 = 0;

############# S #######################

	Const_S1 {i in D, j in S : j < 7 or j > 19}: W['S',j] = 0;

	Const_S2 : sum {j in S} W['S',j] = 6 ;

	Const_S3 {i in D, j in S: j >= 7 and j <= 19} : sum {k in j-1..j+1} W ['S',k] <= 2 ;
 		

solve;


printf  "Z = %8d",sum {j in S} 
		( IL[j]*PO['L']*PR[j] + sum{i in D : i != 'L'} W[i,j]*PO[i]*PR[j] ) ;

printf "\n";
printf " W(i,j) \n";

for {i in D}
{  for {j in S} printf " %s",if W[i,j] then "1" else ".";
   printf("\n");
}


# Data  

data;
	
set D := A  S  F  L ;   
   
param PO := A   2000  S   1500  F   250  L   150  ;                               		 		 

set S := 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24;

param PR := 1 4 2 4 3 4 4 4 5 4 6 4 7 7.2 8 7.2 9 7.2 10 7.2 11 8.8 12 8.8 13 8.8 14 8.8 15 8.8 16 8.8 17 8.8 18 7.2 19 7.2 20 7.2 21 7.2 22 4 23 4 24 4 ;

param AC := 1 1.25 2 1.15 3 1.05 4 1.1 5 1.2 6 1.4 7 1.7 8 1.8 9 1.9 10 2 11 2 12 2.1  13 2.2 14 2.3 15 2.4 16 2.7 17 2.8 18 3 19 3 20 3 21 3 22 4 23 2.4 24 1.7;

param OI := 1 0 2 0 3 0	4 0 5 0	6 0.1 7 0.1 8 0.1 9 0.5	10 0.5 11 0.7 12 0.7 13 0.7 14 0.7 15 0.7 16 0.5 17 0.1	18 0 19 0 20 0 21 0 22 0 23 0 24 0;

param RI := 1 0.1 2 0.1	3 0.1 4 0.1 5 0.1 6 1 7 1 8 1 9 2 10 2 11 2 12 2 13 2 14 2 15 2	16 2 17 3 18 3 19 3 20 3 21 2 22 2 23 2	24 1;

param OT := 1 15 2 14 3 14 4 13	5 13 6 13 7 14 8 14 9 15 10 17 11 17 12 20 13 24 14 25 15 27 16 26 17 25 18 24 19 24 20 20 21 18 22 16 23 16 24 15 ;


end;


      
-------------- next part --------------

set D;
set S;


# Parameters 

param PR {S};              		
param PO {D};                     			
param AC {S};		
param OI {S};						
param RI {S};			
param OT {S};


# Variables 

var W {D,S} binary; 
var IL {S} integer >=1 <=3 ;  
var TF {S} ;		
var TA {S} ;			


# Objective Function

minimize Z: sum {j in S} ( IL[j]*PO['L']*PR[j] + sum{i in D : i != 'L'} W[i,j]*PO[i]*PR[j]  );


subject to
 
############# L ###################

	Const_L1 {i in D, j in S : j < 1 or j > 24}:  W['L',j] = 0 ;

	Const_L2 { j in S : j >= 1 and j <= 24 }:  OI[j] + IL[j] >= RI[j] ;
					
############# A ########################

        Const_A1 {j in S : j = 1 } : TA[j]   = 20 ;

	Const_A2 {i in D, j in S: j < 1 or j > 24}:	W['A',j] = 0;

	Const_A3 {j in S: j >= 1 and j <= 24 } :	 TA[j]  <= 23;

	Const_A4 {j in S: j >= 1 and j <= 24 } :	 TA[j]  >= 13;

	Const_A5 {i in D, j in S : j!=1 }: (- 1.1) * TA[j] + TA[j-1] + 0.1 * AC[j] - 4 * W['A',j] + 0.1 * OT[j] + 2 = 0 ;

############# F ######################

        Const_F1 {j in S : j= 1} : TF[j] = (-18 ) ;

	Const_F2 {i in D, j in S : i = 'F' and (j < 1 or j > 24)}:  W['F',j] = 0;

	Const_F3 {i in D, j in S : j > 1 and j <= 24}:    TF[j]  <= (-18);

	Const_F4 {i in D, j in S : j > 1 and j <= 24}:     TF[j]  >= (-22);

	Const_F5 {i in D, j in S: j!=1 }: - TF[j] + TF[j-1] + 0.1 * AC[j] - 2 * W['F',j] + 1 = 0;

############# S #######################

	Const_S1 {i in D, j in S : j < 7 or j > 19}: W['S',j] = 0;

	Const_S2 : sum {j in S} W['S',j] = 6 ;

	Const_S3 {i in D, j in S: j >= 7 and j <= 19} : sum {k in j-1..j+1} W ['S',k] <= 2 ;
 		

solve;


printf  "Z = %8d",sum {j in S} 
		( IL[j]*PO['L']*PR[j] + sum{i in D : i != 'L'} W[i,j]*PO[i]*PR[j] ) ;

printf "\n";
printf " W(i,j) \n";

for {i in D}
{  for {j in S} printf " %s",if W[i,j] then "1" else ".";
   printf("\n");
}


# Data  

data;
	
set D := A  S  F  L ;   
   
param PO := A   2000  S   1500  F   250  L   150  ;                               		 		 

set S := 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24;

param PR := 1 4 2 4 3 4 4 4 5 4 6 4 7 7.2 8 7.2 9 7.2 10 7.2 11 8.8 12 8.8 13 8.8 14 8.8 15 8.8 16 8.8 17 8.8 18 7.2 19 7.2 20 7.2 21 7.2 22 4 23 4 24 4 ;

param AC := 1 1.25 2 1.15 3 1.05 4 1.1 5 1.2 6 1.4 7 1.7 8 1.8 9 1.9 10 2 11 2 12 2.1  13 2.2 14 2.3 15 2.4 16 2.7 17 2.8 18 3 19 3 20 3 21 3 22 4 23 2.4 24 1.7;

param OI := 1 0 2 0 3 0	4 0 5 0	6 0.1 7 0.1 8 0.1 9 0.5	10 0.5 11 0.7 12 0.7 13 0.7 14 0.7 15 0.7 16 0.5 17 0.1	18 0 19 0 20 0 21 0 22 0 23 0 24 0;

param RI := 1 0.1 2 0.1	3 0.1 4 0.1 5 0.1 6 1 7 1 8 1 9 2 10 2 11 2 12 2 13 2 14 2 15 2	16 2 17 3 18 3 19 3 20 3 21 2 22 2 23 2	24 1;

param OT := 1 15 2 14 3 14 4 13	5 13 6 13 7 14 8 14 9 15 10 17 11 17 12 20 13 24 14 25 15 27 16 26 17 25 18 24 19 24 20 20 21 18 22 16 23 16 24 15 ;


end;


				


			


 


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TestMat.out
Description: Binary data