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FortSP example from its manual

By: a guest on Oct 1st, 2012  |  syntax: None  |  size: 2.54 KB  |  views: 324  |  expires: Never
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  1. set Crops;
  2. scenarioset Scenarios;
  3. probability P{Scenarios};
  4. tree Tree := twostage;
  5. param TotalArea; # acre
  6. random param Yield{Crops, Scenarios}; # T/acre
  7. param PlantingCost{Crops}; # $/acre
  8. param SellingPrice{Crops}; # $/T
  9. param ExcessSellingPrice; # $/T
  10. param PurchasePrice{Crops}; # $/T
  11. param MinRequirement{Crops}; # T
  12. param BeetsQuota; # T
  13. # Area in acres devoted to crop c
  14. var area{c in Crops} >= 0;
  15. # Tons of crop c sold (at favourable price in case of beets)
  16. # under scenario s
  17. var sell{c in Crops, s in Scenarios} >= 0, suffix stage 2;
  18. # Tons of sugar beets sold in excess of the quota under
  19. # scenario s
  20. var sellExcess{s in Scenarios} >= 0, suffix stage 2;
  21. # Tons of crop c bought under scenario s
  22. var buy{c in Crops, s in Scenarios} >= 0, suffix stage 2;
  23. maximize profit: sum{s in Scenarios} P[s] * (
  24. ExcessSellingPrice * sellExcess[s] +
  25. sum{c in Crops} (SellingPrice[c] * sell[c, s] -
  26. PurchasePrice[c] * buy[c, s]) -
  27. sum{c in Crops} PlantingCost[c] * area[c]);
  28. s.t. totalArea: sum {c in Crops} area[c] <= TotalArea;
  29. s.t. requirement{c in Crops, s in Scenarios}:
  30. Yield[c, s] * area[c] - sell[c, s] + buy[c, s]
  31. >= MinRequirement[c];
  32. s.t. quota{s in Scenarios}: sell[’beets’, s] <= BeetsQuota;
  33. s.t. beetsBalance{s in Scenarios}:
  34. sell[’beets’, s] + sellExcess[s]
  35. <= Yield[’beets’, s] * area[’beets’];
  36. data;
  37. set Crops := wheat corn beets;
  38. set Scenarios := below average above;
  39. param TotalArea := 500;
  40. param P :=
  41. below
  42. 0.333333
  43. average 0.333333
  44. above
  45. 0.333333;
  46. param Yield:
  47.           below average above :=
  48.     wheat  2.0 2.5 3.0
  49.     corn   2.4 3.0 3.6
  50.     beets  16.0 20.0 24.0;
  51. param PlantingCost :=
  52. wheat 150
  53. corn 230
  54. beets 260;
  55.  
  56. param SellingPrice :=
  57. wheat 170
  58. corn 150
  59. beets 36;
  60. param ExcessSellingPrice := 10;
  61. param PurchasePrice :=
  62. wheat 238
  63. corn 210
  64. beets 100; # Set to a high value to simplify the objective
  65. param MinRequirement :=
  66. wheat 200
  67. corn 240
  68. beets 0;
  69. param BeetsQuota := 6000;
  70.  
  71. # Read the model and data.
  72. model farmer.mod;
  73. data farmer.dat;
  74. # Set options.
  75. option solver fortsp;
  76. # Instantiate and solve the problem.
  77. solve;
  78. # Print the results.
  79. print ’Optimal value =’, profit;
  80. print;
  81. print ’First-stage solution:’;
  82. print {c in Crops}: ’area[’, c, ’] =’, area[c], ’\
  83. ’;
  84. print ’totalArea =’, totalArea.body;
  85.  
  86.  
  87. output:
  88. ...
  89. optimal solution; objective 108390.00000000003
  90. Optimal value = 108390.00000000003
  91. First-stage solution:
  92. area[ wheat ] = 170.00000000000003
  93. area[ corn ] = 79.99999999999997
  94. area[ beets ] = 250.00000000000003
  95. totalArea = 500