AMPL INTRODUCTION
Mathematical programming is a technique for solving certain
kinds of problems notably maximizing profits and minimizing
costs subject to constraints on resources, capacities, supplies,
demands.
AMPL is a language for specifying such optimization problems
Before starting to write the problem into the AMPL we need to
convert the given problem into linear model, so that we can clear
idea about the implementation of the problem.
AMPL program (model file) consists following things
sets, like the products
parameters, like the production and profit rates
variables, whose values the solver is to determine
constraints that the solution must satisfy.
an objective, to be maximized or minimized
Data file consists actual values for sets and parameters
AMPL: Model and Data
In AMPL, model and data can be kept
separated
Model file saves with extension .mod and
data file with extension .dat.
Useful when you have several instances
of the same
Data section starts with command data;
In data sections, we assign values to
parameters;
AMPL: Sets and indices
Sets can be referred to with indices.
Useful to specify an element of a
vector parameter/variable.
Example:
– param n;
– set S = 1..n;
– param lb {S};
– param ub {S};
– var x {i in S} >= lb[i] <= ub[i];
AMPL: Parameters
Parameterscan be defined with
param. They are an input to the
problem.
– param pi = 3.14159265358979323846;
– param Vol = 20; # volume of each tin
can
– param price_per_gallon; # Can set it
later!
AMPL: Variables
The command var specifies a
variable of the problem, its bounds,
its type, and (possibly) an initial
value.
– var x1 >= 0 <= 4;
– var numtrucks >= 3 integer default 5;
– var buyObj1 binary;
AMPL: Constraints
Constraints are preceded by a name
and a “:”
myconstr1: x1 + 3*x2 + x3 <= 4;
c2: numtrucks >= ntr_AZ + ntr_NY +
ntr_PA;
AMPL: Objective function
Preceded
by either minimize or
maximize, name of the objective,
and “:”
minimizexpense: 10*numtrucks +
3*numcars;
maximize distance: x1 + 2*cos(x3);
Some more important things in AMPL
The semicolon: all commands must end with
one;
Comments: # this won’t be interpreted
To solve a problem, choose a solver:
CPLEX: for linear and integer programming
MINOS: for nonlinear programming
With the command option solver cplex;
Guess what the reset; command does?
AMPL: Set operations
LetA, B, and U be sets
AMPL allows simple set operations:
– Union: U = A union B
– Intersection: U = A inter B
– Cross Product: U = { A , B }
Theseoperations become useful or
necessary in many problems
Advantage of Set Operations
Suppose we have 3 sets of products,
– CANDY
– TOYS
– GAMES
In our model we may need to declare the
following parameters for each:
– Price
– Supply
– Demand
Naïve Setup
– Param Price_C {CANDY};
– Param Price_T {TOYS};
– Param Price_G {GAMES};
– Param Supply_C {CANDY};
– Param Supply_T {TOYS};
– Param Supply_G {GAMES};
– Param Demand_C {CANDY};
– Param Demand_T {TOYS};
– Param Demand_G {GAMES};
Using Set Operation Union
Param Price {CANDY union TOYS union GAMES};
Param Supply {CANDY union TOYS union GAMES};
Param Demand {CANDY union TOYS union GAMES};
Even Better…
Set PRODUCTS =
CANDY union TOYS union
GAMES;
Param Price {PRODUCTS};
Param Supply {PRODUCTS};
Param Demand {PRODUCTS};
Compound Sets
Suppose you have a set called
PRODUCTS of products to sell at a
store
Consider that instead of one store
you have three stores in different
parts of the country
Each store has a different level of
each paramater
One Solution
Instead
of using the set PRODUCTS,
make three different sets:
– PRODUCTS_1
– PRODUCTS_2
– PRODUCTS_3
Leteach of the three numbers
represent one of your store locations
One Solution (cont…)
Next, define each parameter for each
set of products:
– Param Price {PRODUCTS_1};
– Param Supply {PRODUCTS_1};
– Param Demand {PRODUCTS_1};
– Param Price {PRODUCTS_2};
– Param Supply {PRODUCTS_2};
–…
Easier Solution
For a better solution use compound
sets:
– Param Price {PRODUCTS, STORES};
– Param Supply {PRODUCTS, STORES};
– Param Demand {PRODUCTS, STORES};
Structure of {PRODUCTS,
STORES}
Suppose
– PRODUCTS := oreos jenga lazertag ;
– STORES := 1 2 3 ;
Then {PRODUCTS, STORES} is the set of
all combinations of products with stores:
(oreos,1) (oreos,2) (oreos,3)
(jenga,1) (jenga,2) (jenga,3)
(lazertag,1) (lazertag,2) (lazertag,3)
Specifying Data
In
your .dat file, your declaration of
Demand could look like this:
param Demand: 1 2 3 :=
oreos 10 20 30
jenga 30 33 42
lazertag 40 30 22 ;
AMPL: Set indexing
Indexing of a one dimensional set
sum {i in PRODUCTS} cost[i]*make[i];
Indexing is similar in compound sets
One can say
sum { (i,j) in {PRODUCTS, STORES}} cost[i]*make[i,j];
or
sum { i in PRODUCTS, j in STORES} cost[i]*make[i,j];
When do we need indexing?
We may declare a parameter with or
without giving index values:
param Demand { PRODUCTS, STORES };
or
param Demand { i in PRODUCTS, j in STORES };
AMPL: Transpose
Recall an earlier example:
Param Demand: 1 2 3 :=
oreos 10 20 30
jenga 30 33 42
lazertag 40 30 22 ;
How to Transpose
Data in Transposed form
Param Demand (tr): oreos jenga
lazertag :=
1 10 30 40
2 20 33 30
3 30 42 22 ;
Why Transpose
Not Necessary, but can help with data
management
Param Demand (tr): oreos jenga lazertag
:=
1 10 30 40
2 20 33 30
3 30 42 22 ;
AMPL: Omitted Data Entry
Example: Consider the following data
Param: Cost Supply Demand
:=
oreos 10 20 30
jenga 30 33 42
lazertag 40 30 22 ;
Omitted Data Entry
Suppose in addition to the data
specified in the previous table, you
have an additional parameter such
as:
Param Calories {FOOD};
This parameter would apply to oreos,
but not to jenga or lazertag.
Example
Param: Cost Supply Demand :=
oreos 10 20 30
jenga 30 33 42
lazertag 40 30 22 ;
Param: Calories :=
oreos 100 ;
Example
Param: Cost Supply Demand Calories:=
oreos 10 20 30 100
jenga 30 33 42 .
lazertag 40 30 22 . ;
We can use “.” to represent omitted data
AMPL: Operation with sets
InLinear and Integer Programming,
we’ll see very often the notation
∑(i=1 ..n) aixi.
– How can that be expressed in AMPL?
param n;
set S = 1..n;
param a {S};
var x {S};
minimize linFun: sum {i in S} a [i] * x[i];
AMPL: A two-variable linear program
Tons per hour : Bands 200
Coils 140
Profit per ton : Bands $25
Coils $30
Maximum tons : Bands 6000
Coils 4000
If 40 hours of production time are available, how
many tons of bands and how many tons of coils
should be produced to bring in the greatest total
profit?
The two-variable linear program in
AMPL
Var X;
Var Y;
maximize Profit : 25*X+30*Y;
subject to Time :
(1/200)*X+(1/140)*Y<=40;
subject to X_limit : 0<=X<=6000;
subject to Y_limit : 0<=Y<=4000;
The file – call it [Link]
AMPL: Executing commands
Solve [Link]
ampl : option solver cplex;
ampl : model [Link];
ampl : solve;
IBM ILOG CPLEX Optimization Studio Preview Edition good for 82 more days.
The CPLEX Optimizers will solve problems up to 500 variables and 500 constraints
.
CPLEX [Link]: LP Presolve eliminated 1 rows and 2 columns.
All rows and columns eliminated.
optimal solution; objective 188571.4286
0 dual simplex iterations (0 in phase I)
ampl : display X, Y;
X=6000
Y=1400
ampl : quit;
The two-variable linear program in
AMPL
Each variable is named in a var statement
Each constraint by a statement that begins
with subject to and a name like X_limit or
Time for the constraint
Multiplication requires an explicit *
operator
≦ relation is written <=
A linear programming model
Figure 1-1 shows the production problem in
algebraic notation
AMPL: Improved model
AMPL: Data file
Features of AMPL
AMPL supports wide range of problem types
Linear Programming
Mixed Integer Linear Programming
Quadratic Programming
Mixed Integer Quadratic Programming
Quadratic Constrained Programming
Mixed Integer Quadratic Constrained
Programming
- Millions of constraints and variables
Advantages
Syntax is almost similar to the
mathematical notation of optimization
problems.
This allows for a very concise and readable
definition of problems in the domain of
optimization.
AMPL References
Refer to AMPL web site, [Link],
for more up to date information and
resources
For GUI
– [Link]
Thank you.
Any Questions ?
Email: [Link]@[Link]
harishreddygavin@[Link]
