int numberOfMachineTypes = ...; int numberOfMonths = ...; int numberOfProductsTypes = ...; int numberOfHoursInFactory = ...; int numberOfScenarios = ...; {int} machines = asSet(1..numberOfMachineTypes); {int} months = asSet(1..numberOfMonths); {int} products = asSet(1..numberOfProductsTypes); {int} scenarios = asSet(1..numberOfScenarios); int machineCount[machines] = ...; float timeToProduce[machines][products] = ...; int maxProductsInMonth[months][products] = ...; int storageMax[products] = ...; int storageCost = ...; int storageStart[products] = ...; int mu[products] = ...; int sigma[products][products] = ...; float sellProfit[scenarios][products] = ...; float minimalAverageProfit = ...; //wymagany poziom zysku dvar int produce[months][products]; dvar int sell[months][products]; dvar int stock[months][products]; dvar float workTime[months][machines][products]; dvar boolean if80prec[months][products]; dvar float lowerProfit[scenarios][months][products]; dexpr float profit[i in scenarios] = sum(m in months, p in products) (sell[m][p]*sellProfit[i][p]-lowerProfit[i][m][p]- stock[m][p]*storageCost); dexpr float averageProfit = sum(i in scenarios)(profit[i])/numberOfScenarios; dexpr float riskMeasureGini = sum (t1 in scenarios, t2 in scenarios ) ( 0.5 * abs(profit[t1] - profit[t2]) * 1/numberOfScenarios * 1/numberOfScenarios ); minimize riskMeasureGini; subject to { forall(i in scenarios, m in months, mc in machines, p in products) { workTime[m][mc][p] >= 0; produce[m][p] >= 0; sell[m][p] >= 0; stock[m][p] >= 0; lowerProfit[i][m][p] >= 0; } forall(m in months, mc in machines) { sum(p in products) (workTime[m][mc][p]) <= (machineCount[mc]*numberOfHoursInFactory); } forall(m in months, p in products, mc in machines) { workTime[m][mc][p] == produce[m][p]*timeToProduce[mc][p]; } forall(m in months, p in products) { sell[m][p] <= maxProductsInMonth[m][p]; } forall(m in months, p in products) { sell[m][p] <= 0.8*maxProductsInMonth[m][p] + 1000000 * if80prec[m][p]; sell[m][p] >= 0.8*maxProductsInMonth[m][p] * if80prec[m][p]; } forall (i in scenarios,m in months, p in products) { lowerProfit[i][m][p] <= 1000000 * if80prec[m][p]; lowerProfit[i][m][p] <= 0.2 * sell[m][p]*sellProfit[i][p]; 0.2 * sell[m][p]*sellProfit[i][p] - lowerProfit[i][m][p] + 1000000 * if80prec[m][p] <= 1000000; } forall(m in months, p in products) { if(m == 1) { //pierwszy miesiac sell[m][p] <= produce[m][p]+storageStart[p]; stock[m][p]==(produce[m][p] + storageStart[p])-sell[m][p]; }else { // kolejne miesiace sell[m][p] <= produce[m][p] + stock[m-1][p]; stock[m][p]==(produce[m][p] + stock[m-1][p])-sell[m][p]; } } forall(m in months, p in products) { stock[m][p] <= storageMax[p]; if(m == 3) { stock[m][p] >= 50; } } averageProfit>=minimalAverageProfit; } main { var file = new IloOplOutputFile("result-minimalAverageProfit.txt"); var mod = thisOplModel; var def = mod.modelDefinition; var data = mod.dataElements; var maxAvgProfit = 10048; var i = 1; file.writeln("i;minimalAverageProfit;averageProfit;riskMeasureGini;m1_prod_P1;m1_prod_P2;m1_prod_P3;m1_prod_P4;m2_prod_P1;m2_prod_P2;m2_prod_P3;m2_prod_P4;m3_prod_P1;m3_prod_P2;m3_prod_P3;m3_prod_P4;m1_stock_P1;m1_stock_P2;m1_stock_P3;m1_stock_P4;m2_stock_P1;m2_stock_P2;m2_stock_P3;m2_stock_P4;m3_stock_P1;m3_stock_P2;m3_stock_P3;m3_stock_P4"); data.minimalAverageProfit = -600.0; while (data.minimalAverageProfit <= maxAvgProfit) { mod = new IloOplModel (def, cplex); mod.addDataSource(data); mod.generate(); cplex.tilim = 10; cplex.solve(); file.writeln(i,";",data.minimalAverageProfit,";",mod.averageProfit,";",mod.riskMeasureGini,";",mod.produce[1][1],";",mod.produce[1][2],";",mod.produce[1][3],";",mod.produce[1][4], ";",mod.produce[2][1],";",mod.produce[2][2],";",mod.produce[2][3],";",mod.produce[2][4],";",mod.produce[3][1],";",mod.produce[3][2], ";",mod.produce[3][3],";",mod.produce[3][4],";",mod.stock[1][1],";",mod.stock[1][2],";",mod.stock[1][3],";",mod.stock[1][4], ";",mod.stock[2][1],";",mod.stock[2][2],";",mod.stock[2][3],";",mod.stock[2][4],";",mod.stock[3][1],";",mod.stock[3][2], ";",mod.stock[3][3],";",mod.stock[3][4]); writeln(i," minimalAverageProfit: ",data.minimalAverageProfit," averageProfit: ",mod.averageProfit,", riskMeasureGini: ",mod.riskMeasureGini); mod.end(); data.minimalAverageProfit = data.minimalAverageProfit + 532.41; i = i+1; }; file.close(); }