【发布时间】：2021-07-03 04:31:19
【问题描述】：
我是 Cplex 优化的新手。 我正在尝试在某些情况下实现优化问题。它是一个两阶段随机模型，有 5 个情景和情景的发生概率。 我用 5 个场景、参数、变量和约束编写了我的模型。我的决策变量收到以下消息“无值”。我认为我的模型不起作用，我不知道我应该在我的代码中更改什么？有人帮我吗？非常感谢。
--Parameter--
int NbWarehause=3;
int NbRegion=138;
int NbSchool=631;
int NbScenario=5;
range Warehouse=1..NbWarehause;
range Region=1..NbRegion;
range School=1..NbSchool;
range Scenario=1..NbScenario;
int TravelDistanceWarehouseRegion[Warehouse][Region]=...;
int CapacitySchool[School] =...;
int ScenarioDemandMatrix[Scenario][Region]=...;
int Fixedcost1 = 14232;
float Transportcost1perkm=1.40;
int Fixedcost2 = 14232;
float Transportcost2perkm=3;
int Unusedcostperitem=50;
int Depriviationcost[Region]=...;
int Penaltycost=100;
float ProbabilityScenario[Scenario]=...;
--Decision variables---
dvar boolean open1[School][Region];
dvar int Allocated1[School][Region];
dvar boolean open2[School][Region];
dvar int Allocated2[School][Region];
dvar int UnusedInventory[School][Region];
dvar int LateSatisfiedDemand[Region];
dvar int UnSatisfiedDemand[Region];
--Objective function--
minimize --the first stage--
sum(j in School, r in Region) Fixedcost1 * open1[j][r] +
sum( j in School, w in Warehouse, r in Region) Allocated1[j][r] *
TravelDistanceWarehouseRegion[w][r]*Transportcost1perkm +
--the second stage--
sum(s in Scenario) ProbabilityScenario[s]*(
sum(j in School,r in Region)Fixedcost2 *open2[j][r]
+sum( j in School, w in Warehouse,r in Region) Allocated2[j]
[r]*TravelDistanceWarehouseRegion[w][r]*Transportcost2perkm
+sum( j in School,r in Region)UnusedInventory[j][r]*Unusedcostperitem
+sum(r in Region) Depriviationcost[r]*LateSatisfiedDemand[r]+
sum(r in Region)UnSatisfiedDemand[r]*Penaltycost );
--Constraint--
subject to
{
//C1: capacity of each school in its region//
forall (r in Region ) sum (j in School) (Allocated1[j]
[r]+Allocated2[j] [r]+UnusedInventory[j][r])== sum (j in
School)CapacitySchool[j];
//C2: Demand of each region //
forall (s in Scenario,r in Region) sum (j in School)(Allocated1[j]
[r]+Allocated2[j][r])+LateSatisfiedDemand[r]+UnSatisfiedDemand[r] ==
ScenarioDemandMatrix[s][r];
//C3: open a school maximal one time //
sum (j in School,r in Region ) (open1[j][r]+open2[j][r]) <= 1;
//C4: school can not supply more than its capacity in the second
stage I dont know how do I write under scenario //
forall (j in School,r in Region)Allocated2[j][r]<=CapacitySchool[j] -
Allocated1[j][r]*(open1[j][r]+open2[j][r]);
//C5: Sum of all probability is equal 1
sum (s in Scenario)ProbabilityScenario[s]==1;
// C6: Nonnegative Constraint
forall (r in Region ,j in School) Allocated1[j][r]>=0;
forall (r in Region ,j in School)Allocated2[j][r]>=0;
forall (r in Region ,j in School)UnusedInventory[j][r]>=0;
forall (r in Region)LateSatisfiedDemand[r]>=0;
forall (r in Region) UnSatisfiedDemand[r]>=0;
}
【问题讨论】：
-
嗨，为什么不在这里分享您的模型，以便其他用户可以尝试？
-
嗨，Alex，谢谢，我不知道，但我现在分享它
标签： optimization cplex scenarios stochastic