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Coco - A full production planning example

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

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


Source Files

Data Files





xbcoco.cs

/********************************************************
  Xpress-BCL C# Example Problems
  ==============================

  file xbcoco.cs
  ``````````````
  Complete Coco Problem.
  Specify phase by PHASE parameter.
  Data input in the model, not via data files.

  (c) 2008-2024 Fair Isaac Corporation
      authors: S.Heipcke, D.Brett.
********************************************************/

using System;
using System.Text;
using System.IO;
using BCL;


namespace Examples
{
    public class TestIntCocoComplete
    {
        const int PHASE = 5;
        /* Phase = 3: Multi-period parameterised model; mines always open
        * Phase = 4: Mines may open/closed freely; when closed save 20000 per month
        * Phase = 5: Once closed always closed; larger saving */

        const int NP = 2;            /* Number of products (p) */
        const int NF = 2;            /*           factories (f) */
        const int NR = 2;            /*           raw materials (r) */
        const int NT = 4;            /*           time periods (t) */

        /****DATA****/
        double[,] REV =       /* Unit selling price of product p in period t */
        {{400, 380, 405, 350},
        {410, 397, 412, 397}};
        double[,] CMAK =     /* Unit cost to make product p at factory f */
        {{150, 153},
        { 75,  68}};
        double[,] CBUY =     /* Unit cost to buy raw material r in period t */
        {{100,  98,  97, 100},
        {200, 195, 198, 200}};
        double[] COPEN =        /* Fixed cost of factory f being open for one period */
        {50000, 63000};
        double CPSTOCK = 2.0;   /* Unit cost to store any product p */
        double CRSTOCK = 1.0;   /* Unit cost to store any raw material r */
        double[,] REQ =      /* Requirement by unit of prod. p for raw material r */
        {{1.0, 0.5},
        {1.3, 0.4}};
        double[,] MXSELL =   /* Max. amount of p that can be sold in period t */
        {{650, 600, 500, 400},
        {600, 500, 300, 250}};
        double[] MXMAKE =       /* Max. amount factory f can make over all products */
        {400, 500};
        double MXRSTOCK = 300;  /* Max. amount of r that can be stored each f and t */
        double[,] PSTOCK0 =  /* Initial product p stock level at factory f */
        {{50, 100},
        {50,  50}};
        double[,] RSTOCK0 =  /* Initial raw material r stock level at factory f*/
        {{100, 150},
        { 50, 100}};

        /***********************************************************************/

        public static void Main()
        {
            XPRB.init();

            XPRBvar[, ,] make = new XPRBvar[NP, NF, NT];
            XPRBvar[, ,] sell = new XPRBvar[NP, NF, NT];
            XPRBvar[, ,] pstock = new XPRBvar[NP, NF, NT + 1];
            XPRBvar[, ,] buy = new XPRBvar[NR, NF, NT];
            XPRBvar[, ,] rstock = new XPRBvar[NR, NF, NT + 1];
            XPRBvar[,] openm = new XPRBvar[NF, NT];
            XPRBexpr lobj, lc;
            int p, f, r, t;
            XPRBprob pb = new XPRBprob("Coco");   /* Initialize a new problem in BCL */
            TestIntCocoComplete TestInstance = new TestIntCocoComplete();

            /****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("make_p" + (p+1) + "_f" + (f+1));
                        /* Amount of prod. p to make at factory f in period t */
                        sell[p, f, t] = pb.newVar("sell_p" + (p + 1) + "_f" + (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("pstock_p" + (p+1) + "_f" + (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("buy_r" + (r+1) + "_f" + (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("rstock_r" + (r+1) + "_f" + (f+1));
                    /* Stock level of raw mat. r at factory f at start of per. t */
                }

            for (f = 0; f < NF; f++)
                for (t = 0; t < NT; t++)
                    openm[f,t] = pb.newVar("open_f" + (f+1), BCLconstant.XPRB_BV);
            /* 1 if factory f is open in period t, else 0 */

            /****OBJECTIVE****/
            lobj = new XPRBexpr();
            for (f = 0; f < NF; f++)        /* Objective: maximize total profit */
            {
                for (p = 0; p < NP; p++)
                {
                    for (t = 0; t < NT; t++)
                        lobj += TestInstance.REV[p,t] * sell[p,f,t] - TestInstance.CMAK[p,f] * make[p,f,t];
                    for (t = 1; t < NT + 1; t++) lobj -= TestInstance.CPSTOCK * pstock[p,f,t];
                }
                if (PHASE == 4)
                    for (t = 0; t < NT; t++) lobj += (20000 - TestInstance.COPEN[f]) * openm[f,t];
                else if (PHASE == 5)
                    for (t = 0; t < NT; t++) lobj -= TestInstance.COPEN[f] * openm[f,t];
                for (r = 0; r < NR; r++)
                {
                    for (t = 0; t < NT; t++) lobj -= TestInstance.CBUY[r,t] * buy[r,f,t];
                    for (t = 1; t < NT + 1; t++) lobj -= TestInstance.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 = new XPRBexpr(0.0);
                        for (p = 0; p < NP; p++) lc += TestInstance.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 = new XPRBexpr(0.0);
                    for (f = 0; f < NF; f++) lc += sell[p,f,t];
                    pb.newCtr("MxSell", lc <= TestInstance.MXSELL[p,t]);
                }

            for (f = 0; f < NF; f++)
                for (t = 0; t < NT; t++)
                {                       /* Capacity limit at factory f */
                    lc = new XPRBexpr(0.0);
                    for (p = 0; p < NP; p++) lc += make[p, f, t];
                    pb.newCtr("MxMake", lc <= TestInstance.MXMAKE[f] * openm[f,t]);
                }

            for (f = 0; f < NF; f++)
                for (t = 1; t < NT + 1; t++)
                {                       /* Raw material stock limit */
                    lc = new XPRBexpr(0.0);
                    for (r = 0; r < NR; r++) lc += rstock[r, f, t];
                    pb.newCtr("MxRStock", lc <= TestInstance.MXRSTOCK);
                }

            if (PHASE == 5)
                for (f = 0; f < NF; f++)
                    for (t = 0; t < NT - 1; t++)    /* Once closed, always closed */
                        pb.newCtr("Closed", new XPRBexpr(openm[f,t + 1]) <= openm[f,t]);

            /****BOUNDS****/
            for (p = 0; p < NP; p++)
                for (f = 0; f < NF; f++)
                    pstock[p, f, 0].fix(TestInstance.PSTOCK0[p, f]);    /* Initial product levels */

            for (r = 0; r < NR; r++)
                for (f = 0; f < NF; f++)
                    rstock[r, f, 0].fix(TestInstance.RSTOCK0[r, f]);    /* Initial raw mat. levels */

            if (PHASE <= 3)
                for (f = 0; f < NF; f++)
                    for (t = 0; t < NT; t++)
                        openm[f,t].fix(1);

            /****SOLVING + OUTPUT****/
            pb.setSense(BCLconstant.XPRB_MAXIM);  /* Choose the sense of the optimization */
            pb.mipOptimize();            /* Solve the MIP-problem */
            System.Console.WriteLine("Objective: " + pb.getObjVal());   /* 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()) << "  ";
            cout << endl;

            for(p=0;p<NP;p++)
            for(f=0;f<NF;f++)
            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() << " ";
            }
            for(f=0;f<NF;f++)
            for(t=0;t<NT;t++)
            cout << openm[f][t].getName() << ":" << openm[f][t].getSol() << " ";
            cout << endl;
            */

            return;
        }
    }
}
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