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] = ...; 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; maximize averageProfit; 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; } } }