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Pre-emptive and Archimedian goal programming Description goalctr.mos: goal programming using constraints
Further explanation of this example: 'Mosel User Guide', Section 12.2 Goal Programming
Source Files By clicking on a file name, a preview is opened at the bottom of this page.
goalctr.mos
(!*******************************************************
* Mosel Example Problems *
* ====================== *
* *
* file goalctr.mos *
* ```````````````` *
* Example for the use of the Mosel language *
* (Pre-emptive and Archimedian goal programming *
* using constraints) *
* *
* (c) 2008 Fair Isaac Corporation *
* author: S. Heipcke, 2001, rev. Sep. 2022 *
*******************************************************!)
model GoalCtr ! Start a new model
uses "mmxprs" ! Load the optimizer library
uses "mmsystem"
forward procedure preemptive ! Declare some procedures that are
forward procedure archimedian ! defined later
declarations
NGOALS=3 ! Number of goals
GOALS=1..NGOALS
x,y: mpvar ! Variables
dev: array(1..2*NGOALS) of mpvar ! Deviation from goals
MinDev: linctr ! Objective function
Goal: array(GOALS) of linctr ! Goal constraints
end-declarations
Limit:= 100*x + 60*y <= 600 ! Define a constraint
! Define the goal constraints
Goal(1):= 7*x + 3*y >= 40
Goal(2):= 10*x + 5*y = 60
Goal(3):= 5*x + 4*y >= 35
! Some declarations for a nice printout
declarations
STypes={CT_GEQ, CT_LEQ, CT_EQ}
ATypes: array(STypes) of string
end-declarations
ATypes(CT_GEQ):= ">="; ATypes(CT_LEQ):= "<="; ATypes(CT_EQ):= "="
preemptive ! Pre-emptive goal programming
archimedian ! Archimedian goal programming
!***********************************************************************
procedure printsol
forall(g in GOALS)
if(dev(2*g).sol>0) then
writeln(" Goal(",g,") deviation from target: -", dev(2*g).sol)
elif(dev(2*g-1).sol>0) then
writeln(" Goal(",g,") deviation from target: +", dev(2*g-1).sol)
end-if
end-procedure
!***********************************************************************
procedure preemptive
writeln("Pre-emptive:")
(!
Add successively the goals to the problem and solve it, until all
goals have been added or a goal cannot be satisfied. This assumes that
the goals are given ordered by priority.
!)
! Remove (=hide) goal constraint from the problem
forall(i in GOALS) Goal(i).hidden:=true
i:=0
while (i<NGOALS) do
i+=1
Goal(i).hidden:=false ! Add (=unhide) the next goal
case Goal(i).type of ! Add deviation variable(s)
CT_GEQ: do
Deviation:= dev(2*i)
MinDev += Deviation
end-do
CT_LEQ: do
Deviation:= -dev(2*i-1)
MinDev += dev(2*i-1)
end-do
CT_EQ : do
Deviation:= dev(2*i) - dev(2*i-1)
MinDev += dev(2*i) + dev(2*i-1)
end-do
else writeln("Wrong constraint type")
break
end-case
Goal(i)+= Deviation
minimize(MinDev) ! Solve the LP-problem
writeln(" Solution(", i,"): x: ", x.sol, ", y: ", y.sol)
Goal(i)-= Deviation ! Remove deviation variable(s) from goal
if(getobjval>0) then
writeln("Cannot satisfy goal ",i)
break
end-if
end-do
! Solution printout
writeln(" Goal", textfmt("Target",11), textfmt("Value",7))
forall(g in 1..i)
writeln(formattext("%4d %3s %5g %7g", g, ATypes(Goal(g).type),
-Goal(g).coeff, Goal(g).act-dev(2*g).sol+dev(2*g-1).sol))
printsol
end-procedure
!***********************************************************************
procedure archimedian
writeln("\nArchimedian:")
declarations
Penalty: array(GOALS) of real ! Penalties for goal constraints
end-declarations
Penalty:: [8, 3, 1]
MinDev:=0 ! Re-initialize objective function
! Define the objective as weighted sum of the deviation variables
forall(g in GOALS) do
case Goal(g).type of ! Add deviation variable(s)
CT_GEQ: do
Deviation:= dev(2*g)
MinDev += Penalty(g)*Deviation
end-do
CT_LEQ: do
Deviation:= -dev(2*g-1)
MinDev += Penalty(g)*dev(2*g-1)
end-do
CT_EQ : do
Deviation:= dev(2*g) - dev(2*g-1)
MinDev += Penalty(g)*(dev(2*g) + dev(2*g-1))
end-do
else writeln("Wrong constraint type")
break
end-case
Goal(g)+= Deviation
end-do
minimize(MinDev) ! Solve the LP-problem
writeln(" Solution: x: ", x.sol, ", y: ", y.sol)
! Solution printout
writeln(" Goal", textfmt("Target",11), textfmt("Value",7), textfmt("Penalty",9))
forall(g in GOALS)
writeln(formattext("%4d %3s %5g %7g %7g", g, ATypes(Goal(g).type),
-Goal(g).coeff, Goal(g).act-dev(2*g).sol+dev(2*g-1).sol, Penalty(g)))
printsol
end-procedure
end-model
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