FICO Xpress Optimization Examples Repository: Coco - A full production planning example

The Coco productional planning problem: multi-item, multi-period, multi-site production planning. A sequence of model versions show how the model was developed, to (a) use more sophisticated modeling features and (b) to extend the model, taking it from a simple linear model to one with fixed prices and logical decisions.

xbcoco1: initial formulation, data, variables and constraints fixed
xbcoco2: use parameters, data tables and subscripted variables.

read data tables in from text data files (short-term planning).
xbcoco3: like xbcoco2.c, but several time periods (mid-term planning).
xbcoco : complete problem, data defined in the model definition (long-term planning).

/******************************************************** Xpress-BCL C++ Example Problems =============================== file xbcoco3.cxx ````````````````` Coco Problem Phase 3. Introduce time periods and inventory. (c) 2008-2024 Fair Isaac Corporation author: S.Heipcke, Jan. 2000, rev. Mar. 2011 ********************************************************/ #include <iostream> #include <cstdio> #include "xprb_cpp.h" using namespace std; using namespace ::dashoptimization; #define NP 2 /* Number of products (p) */ #define NF 2 /* Factories (f) */ #define NR 2 /* Raw materials (r) */ #define NT 4 /* Time periods (t) */ #define REVFILE XPRBDATAPATH "/coco/revt.dat" #define CMAKEFILE XPRBDATAPATH "/coco/cmake.dat" #define CBUYFILE XPRBDATAPATH "/coco/cbuyt.dat" #define REQFILE XPRBDATAPATH "/coco/req.dat" #define MXSELLFILE XPRBDATAPATH "/coco/maxsellt.dat" #define MXMAKEFILE XPRBDATAPATH "/coco/mxmake.dat" #define PSTOCK0FILE XPRBDATAPATH "/coco/pstock0.dat" #define RSTOCK0FILE XPRBDATAPATH "/coco/rstock0.dat" /****TABLES****/ double REV[NP][NT]; /* Unit selling price of product p in period t */ double CMAK[NP][NF]; /* Unit cost to make product p at factory f */ double CBUY[NR][NT]; /* Unit cost to buy raw material r in period t */ double REQ[NP][NR]; /* Requirement by unit of prod. p for raw material r */ double MXSELL[NP][NT]; /* Max. amount of p that can be sold in period t */ double MXMAKE[NF]; /* Max. amount factory f can make over all products */ double PSTOCK0[NP][NF]; /* Initial product p stock level at factory f */ double RSTOCK0[NR][NF]; /* Initial raw material r stock level at factory f*/ /****DATA****/ double CPSTOCK = 2.0; /* Unit cost to store any product p */ double CRSTOCK = 1.0; /* Unit cost to store any raw material r */ double MXRSTOCK = 300; /* Max. amount of r that can be stored each f and t */ /***********************************************************************/ void modCoco3(XPRBprob &pb) { XPRBvar make[NP][NF][NT], sell[NP][NF][NT], pstock[NP][NF][NT+1], buy[NR][NF][NT], rstock[NR][NF][NT+1]; XPRBexpr lobj, lc; int p,f,r,t; /****VARIABLES****/ for(p=0;p<NP;p++) for(f=0;f<NF;f++) { for(t=0;t<NT;t++) { make[p][f][t] = pb.newVar(XPRBnewname("make_p%d_f%d",p+1,f+1)); /* Amount of prod. p to make at factory f in period t */ sell[p][f][t] = pb.newVar(XPRBnewname("sell_p%d_f%d",p+1,f+1)); /* Amount of prod. p sold from factory f in period t */ } for(t=0;t<NT+1;t++) pstock[p][f][t] = pb.newVar(XPRBnewname("pstock_p%d_f%d",p+1,f+1)); /* Stock level of prod. p at factory f at start of period t */ } for(r=0;r<NR;r++) for(f=0;f<NF;f++) { for(t=0;t<NT;t++) buy[r][f][t] = pb.newVar(XPRBnewname("buy_r%d_f%d",r+1,f+1)); /* Amount of raw material r bought for factory f in period t */ for(t=0;t<NT+1;t++) rstock[r][f][t] = pb.newVar(XPRBnewname("rstock_r%d_f%d",r+1,f+1)); /* Stock level of raw mat. r at factory f at start of per. t */ } /****OBJECTIVE****/ for(f=0;f<NF;f++) /* Objective: maximize total profit */ { for(p=0;p<NP;p++) { for(t=0;t<NT;t++) lobj += REV[p][t]*sell[p][f][t] - CMAK[p][f]*make[p][f][t]; for(t=1;t<NT+1;t++) lobj -= CPSTOCK*pstock[p][f][t]; } for(r=0;r<NR;r++) { for(t=0;t<NT;t++) lobj -= CBUY[r][t]*buy[r][f][t]; for(t=1;t<NT+1;t++) lobj -= CRSTOCK*rstock[r][f][t]; } } pb.setObj(pb.newCtr("OBJ",lobj)); /* Set objective function */ /****CONSTRAINTS****/ for(p=0;p<NP;p++) /* Product stock balance */ for(f=0;f<NF;f++) for(t=0;t<NT;t++) pb.newCtr("PBal", pstock[p][f][t]+make[p][f][t] == sell[p][f][t]+pstock[p][f][t+1] ); for(r=0;r<NR;r++) /* Raw material stock balance */ for(f=0;f<NF;f++) for(t=0;t<NT;t++) { lc=0; for(p=0;p<NP;p++) lc += REQ[p][r]*make[p][f][t]; pb.newCtr("RBal", rstock[r][f][t]+buy[r][f][t] == lc+rstock[r][f][t+1]); } for(p=0;p<NP;p++) for(t=0;t<NT;t++) { /* Limit on the amount of product p to be sold */ lc=0; for(f=0;f<NF;f++) lc += sell[p][f][t]; pb.newCtr("MxSell", lc <= MXSELL[p][t]); } for(f=0;f<NF;f++) for(t=0;t<NT;t++) { /* Capacity limit at factory f */ lc=0; for(p=0;p<NP;p++) lc += make[p][f][t]; pb.newCtr("MxMake", lc <= MXMAKE[f]); } for(f=0;f<NF;f++) for(t=1;t<NT+1;t++) { /* Raw material stock limit */ lc=0; for(r=0;r<NR;r++) lc += rstock[r][f][t]; pb.newCtr("MxRStock", lc <= MXRSTOCK); } /****BOUNDS****/ for(p=0;p<NP;p++) for(f=0;f<NF;f++) pstock[p][f][0].fix(PSTOCK0[p][f]); /* Initial product levels */ for(r=0;r<NR;r++) for(f=0;f<NF;f++) rstock[r][f][0].fix(RSTOCK0[r][f]); /* Initial raw mat. levels */ /****SOLVING + OUTPUT****/ pb.setSense(XPRB_MAXIM); /* Choose the sense of the optimization */ pb.lpOptimize(""); /* Solve the LP-problem */ cout << "Objective: " << pb.getObjVal() << endl; /* Get objective value */ /* Uncomment to print out the solution values */ /* for(p=0;p<NP;p++) for(f=0;f<NF;f++) { for(t=0;t<NT;t++) cout << make[p][f][t].getName() << ":" << make[p][f][t].getSol() << " " << sell[p][f][t].getName() << ":" << sell[p][f][t].getSol()) << " "; for(t=0;t<NT+1;t++) cout << pstock[p][f][t].getName() << ":" << pstock[p][f][t].getSol() << " "; } cout << endl; for(r=0;r<NR;r++) for(f=0;f<NF;f++) { for(t=0;t<NT;t++) cout << buy[r][f][t].getName() << ":" << buy[r][f][t].getSol() << " "; for(t=0;t<NT+1;t++) cout << rstock[r][f][t].getName() << ":" << rstock[r][f][t].getSol() << " "; } cout << endl; */ } /***********************************************************************/ /**** Read data from files ****/ void readData() { FILE *datafile; int p,r; /* Read the revenu data file */ datafile=fopen(REVFILE,"r"); for(p=0;p<NP;p++) XPRBreadarrlinecb(XPRB_FGETS, datafile, 200, "g,", REV[p], NT); fclose(datafile); /* Read the production cost data file */ datafile=fopen(CMAKEFILE,"r"); for(p=0;p<NP;p++) XPRBreadarrlinecb(XPRB_FGETS, datafile, 200, "g,", CMAK[p], NF); fclose(datafile); /* Read the raw material cost data file */ datafile=fopen(CBUYFILE,"r"); for(r=0;r<NR;r++) XPRBreadarrlinecb(XPRB_FGETS, datafile, 200, "g,", CBUY[r], NT); fclose(datafile); /* Read the resource requirement data file */ datafile=fopen(REQFILE,"r"); for(p=0;p<NP;p++) XPRBreadarrlinecb(XPRB_FGETS, datafile, 200, "g,", REQ[p], NR); fclose(datafile); /* Read the max. sales quantities data file */ datafile=fopen(MXSELLFILE,"r"); for(p=0;p<NP;p++) XPRBreadarrlinecb(XPRB_FGETS, datafile, 200, "g,", MXSELL[p], NT); fclose(datafile); /* Read the production capacities data file */ datafile=fopen(MXMAKEFILE,"r"); XPRBreadarrlinecb(XPRB_FGETS, datafile, 200, "g,", MXMAKE, NF); fclose(datafile); /* Read the product stock data file */ datafile=fopen(PSTOCK0FILE,"r"); for(p=0;p<NP;p++) XPRBreadarrlinecb(XPRB_FGETS, datafile, 200, "g,", PSTOCK0[p], NF); fclose(datafile); /* Read the raw material stock data file */ datafile=fopen(RSTOCK0FILE,"r"); for(r=0;r<NR;r++) XPRBreadarrlinecb(XPRB_FGETS, datafile, 200, "g,", RSTOCK0[r], NF); fclose(datafile); } /***********************************************************************/ int main(int argc, char **argv) { XPRBprob pb("Coco3"); /* Initialize a new problem in BCL */ readData(); /* Data input from file */ modCoco3(pb); /* Model and solve the problem */ return 0; }