multi3.run

multi3.run

# ----------------------------------------
# DANTZIG-WOLFE DECOMPOSITION FOR
# MULTI-COMMODITY TRANSPORTATION
# ----------------------------------------

model multi3.mod;
data multi3.dat;

param nIter default 0;
param nNegRC;

let {p in PROD} nPROP[p] := 0;
let {p in PROD} price_convex[p] := 1;
let {i in ORIG, j in DEST} price[i,j] := 0;

option omit_zero_rows 1;
option display_1col 0;
option display_eps .000001;

# ----------------------------------------------------------

problem MasterI: Artificial, Weight, Excess, Multi, Convex;
problem SubI: Artif_Reduced_Cost, Trans, Supply, Demand;

repeat {

   let nIter := nIter + 1;
   let nNegRC := 0;
   printf "\nPHASE I -- ITERATION %d\n", nIter;
   problem SubI;

   for {p in PROD} { printf "\nPRODUCT %s\n\n", p;

      let P := p;
      fix Trans; unfix {i in ORIG, j in DEST} Trans[i,j,p];

      solve SubI;
      printf "\n";
      display {i in ORIG, j in DEST} Trans[i,j,p];

      if Artif_Reduced_Cost < - 0.00001 then {
         let nNegRC := nNegRC + 1;
         let nPROP[p] := nPROP[p] + 1;
         let {i in ORIG, j in DEST}
            prop_ship[i,j,p,nPROP[p]] := Trans[i,j,p];
         let prop_cost[p,nPROP[p]] :=
            sum {i in ORIG, j in DEST} cost[i,j,p] * Trans[i,j,p];
      };
   };

   if nNegRC = 0 then {
      printf "\n*** NO FEASIBLE SOLUTION ***\n";
      break;
   };

   solve MasterI;
   printf "\n";
   display Weight; display Multi.dual;
   display {i in ORIG, j in DEST}
      limit[i,j] - sum {p in PROD, k in 1..nPROP[p]}
         prop_ship[i,j,p,k] * Weight[p,k];

   if Excess <= 0.00001 then break;
   else {
      let {i in ORIG, j in DEST} price[i,j] := Multi[i,j].dual;
      let {p in PROD} price_convex[p] := Convex[p].dual;
   };
};

# ----------------------------------------------------------

printf "\nSETTING UP FOR PHASE II\n";

problem MasterII: Total_Cost, Weight, Multi, Convex;
problem SubII: Reduced_Cost, Trans, Supply, Demand;

solve MasterII;
printf "\n";
display Weight; display Multi.dual; display Multi.slack;

let {i in ORIG, j in DEST} price[i,j] := Multi[i,j].dual;
let {p in PROD} price_convex[p] := Convex[p].dual;

repeat {

   let nIter := nIter + 1;
   let nNegRC := 0;
   printf "\nPHASE II -- ITERATION %d\n\n", nIter;
   problem SubII;

   for {p in PROD} { printf "\nPRODUCT %s\n\n", p;

      let P := p;
      fix Trans; unfix {i in ORIG, j in DEST} Trans[i,j,p];

      solve SubII;
      printf "\n";
      display {i in ORIG, j in DEST} Trans[i,j,p];

      if Reduced_Cost < - 0.00001 then  {
         let nNegRC := nNegRC + 1;
         let nPROP[p] := nPROP[p] + 1;
         let {i in ORIG, j in DEST}
            prop_ship[i,j,p,nPROP[p]] := Trans[i,j,p];
         let prop_cost[p,nPROP[p]] :=
            sum {i in ORIG, j in DEST} cost[i,j,p] * Trans[i,j,p];
      };
   };

   if nNegRC = 0 then break;

   solve MasterII;

   printf "\n";
   display Weight;

   let {i in ORIG, j in DEST} price[i,j] := Multi[i,j].dual;
   let {p in PROD} price_convex[p] := Convex[p].dual;
};

# ----------------------------------------------------------

printf "\nPHASE III\n";

let {i in ORIG, j in DEST, p in PROD}
   Trans[i,j,p] := sum {k in 1..nPROP[p]} prop_ship[i,j,p,k] * Weight[p,k];

param true_Total_Cost
   := sum {i in ORIG, j in DEST, p in PROD} cost[i,j,p] * Trans[i,j,p].val;

printf "\n";
display true_Total_Cost;
display Trans;