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AMPL Studio User Manual

1. Recent File gt Recent Workspaces gt Exit A dockable element can be detached from or floated in its own frame window or it can be attached to or docked at any side of its parent Edit Menu h Select All g Find Replace Read Only Bookmarks Bookmarks Goto Bookmark 3 Ctrl 4 Ctrl F Ctrl H Optikisk SYSTEMS 10 View Menu Project Menu ge v Workspace Alt 0 Set Active Project gt v Status Bar Alt 1 Add To Project gt v Output Alt 2 v Script Bar Alt 3 l v Promptcommand Alt 4 Insert New Project Insert Existing Project Solver Menu Build Menu Minos E Build Model Ctrl F7 Cplex Build Data trl f v FortMp Rebuild All F7 p p amp Clean Cplex Settings FortMP Settings Start Debug gt Save Problem j olubton Load Solution Generate MPS File Tools Menu Stochastic Menu tom Check Syntax Options Solve SPInE Generate Solve current Generator options Solver options Report options All sequence OptiRisk SYSTEMS Window Menu New Window Cascade Tile Arrange Icons Close All Default positions v 1 StepByStep1 Help Menu Help Topics Online www ampl com About AmplStudio Figure 4 3 Overview of Commands in the Menu Bar Some of the menu items have a keyboard shortcut indicated on the right hand column of the menu For example Keyword Save has the shortc
2. SYSTEMS We can use an Excel spreadsheet to store such relational table by just creating a range that includes the column names in our example the range is called Foods see Figure 7 1 The name of the range will be used subsequently when reading the data from the spreadsheet into the AMPL Studio model sg Microsoft Excel diet xls RAX File Edit View Insert Format Tools Data Window Help Adobe PDF amp 8ix Debs amp e T L ES na AE gcc A2 x FOOD A B C D E F GO xi 1 aad f_min 2 2 2 2 2 2 2 2 12 I4 I food lt Ready Sumz 115 32 Figure 7 1 Excel range as relational table In the same way we can create a second relational table with the set NUTR which will be the key column and the two parameters n min and n max which are indexed over the set NUTR OptiRisk i SYSTEMS In the Excel spreadsheet we would then create a range Nutrients that corresponds to this relational table Figure 7 2 a Microsoft Excel diet xls BAX File Edit View Insert Format Tools Data Window Help Adobe PDF 8 x DSHS SRY BAFA AN Nutrients v NUTR A B C D E F GC n min 700 700 700 700 0 16000 Sum 172800 Figure 7 2 Excel range Nutrients as relational table In a similar fashion a third relational table is created for the parameter amt which is indexed over the two sets NUTR and FOOD Th
3. If any variable s lower bound is greater than its upper bound then there can be no solution satisfying all the bounds and other constraints and an error message is printed Presolve s more sophisticated tests can also find infeasibilities that are not due to any one variable When the implied lower and upper bounds for some variable or constraint body are equal then due to imprecision in the computations the lower bound may come out slightly greater than the upper bound causing AMPL s presolve to report an infeasible problem To circumvent this difficulty we can reset the option presolve_eps from its default value of 0 to some small positive value Differences between lower and upper bounds are ignored when they are less than this value If increasing the current presolve eps value to a value no greater than presolve_epsmax would change presolve s handling of the problem then presolve displays a message to this effect An imprecision in the computations can cause the implied lower bound on some variable or constraint body to come out slightly lower than the implied upper bound Here no infeasibility is detected but the presence of bounds that are nearly equal may make the solver s work much harder than necessary Thus whenever the upper bound minus the lower bound on a variable or constraint body is positive but less than the value of option presolve fixeps the variable or constraint body is fixed at the average of two
4. Ordered Sets OptiRisk SYSTEMS Any set of numbers has a natural ordering so numbers are often used to represent entities like time periods whose ordering is essential to the specification of a model To describe the difference between this week s inventory and the previous week s inventory for example we need the weeks to be ordered so that the previous week is always well defined An AMPL model can also define its own ordering for any set of numbers or strings by adding the keyword ordered or circular to the set s declaration The order in which we give the set s members in either the model or data is the order in which AMPL works with them In a set declared circular the first member is considered to follow the last one and the last to precede the first in an ordered set the first member has no predecessor and the last member has no successor There are many functions on ordered sets to retrieve some specific members from the set Users are referred to AMPL manual or AMPL textbook for further details Parameters In AMPL a single named numerical value is called parameter Although some parameters are defined as individual scalar values most occur in vectors or matrices or other collections of numerical values indexed over sets Parameters and other numerical values are the building blocks of the expressions that make up a model s objective and constraints Parameter declarations have a list of optional attri
5. 3 low nonbasic normally lower bound 4 upp nonbasic gt normally upper_bound 5 equ nonbasic at equal lower and upper bounds 6 btw nonbasic between bounds Solver statuses of constraints Implementation of the simplex method typically adds one variable for each constraint that they receive from AMPL Each added variable has a coefficient of 1 or 1 in its associated constraint and coefficients of 0 in all other constraints If the associated constraint is in inequality the addition is used as a slack or surplus variable its bounds are chosen so that it has effect of turning the inequality into an equivalent equation If the associated constraint is an equality the added variable is an artificial one whose lower and upper bounds are both zero To accommodate statuses of these logical variables AMPL permits a solver to return status values corresponding to the constraints as well as the variables The solver status of a constraint written as the constraint name suffixed by sstatus is interpreted as the status of the logical variable associated with that constraint AMPL statuses Only those variables objectives and constraints that AMPL actually sends to a solver can receive solver statuses on return So that we can distinguish these from components that are removed prior to a solve a separate AMPL status is also maintained We can work with AMPL statuses much like solver statuses by using the suffix astatus
6. In our Diet problem example we could have table FdsOut OUT ODBC TABLES diet xls FOOD gt FoodName f min Buy f max write table FdsOut giving the relational table shown in Figure 7 13 fr Microsoft Excel diet xls BAX File Edit View Insert Format Tools Data Window Help Adobe PDF ES x DHS 62aY BAS AEA M D FdsOut M FoodName LB n FoodName f min Buy 2 5 360614 9 306053 2 41 gt M NutrsOut Purchases FdsOut Ready Sum 146 6666667 Figure 7 13 Output table range FdsOut in Excel or in case we wanted the same name for the table as for the set we could have written the declaration as table FdsOut OUT ODBC TABLES diet xls FOOD OUT f min buy f max Importing From and Exporting To the Same Table In the previous sections you have learnt how to import data from an external relational table and how to export data into a different relational table There could be cases in which you want to use the same external relational table for both actions import and export data In this case you could use two separate table declarations one to read data and a second declaration to write data OptiRisk SYSTEMS You may also combine these two declarations into one that specifies some columns to be read and some columns to be written into Importing and exporting data using two table declarations The same external relational table can be read by on
7. X Workspace Scriptworkspace wampl 6 project s W M diet STOCHASTIC PROGRAMMING PROBLEM amp i trnloctd USING BENDERS DECOMPOSITION Hy tmloc i SASS ERS LL Gag stoch C Model H E Data C3 Database H E Script model stoch mod distoch run data stoch dat E readme stock bxt E variables Needs licence for variables gt 300 variables option solver minos E Postsolve cmd option solver afortmp og egypt2 oat cut option omit_zero_rows 1 TIS sacven option display eps 000001 AMPL Version 20040422 AMPL Studio Evaluation version 6 To step past a compound statement analogous to AMPL s next command rather than into it use Start Debug Script Next under Build n menu or use button on the script bar OptiRisk K SYSTEMS sm Tools Stochastic Window Help fel Build Model Ctr F7 EY i amp A E A Dan a HS fp in PROD invil I Rebuild All F7 M Clean GAP default Infi 4 Solve Problem F9 Start Debug Script e Problen Load Solution Generate MPS file 1 5DfT f print 0 P Step F10 PO Next Fil F12 Stop AMPL studio then just steps past the compound statement For loop in the screen shot Ei AmplStudio stoch run Fie Edit View Project Solver Build Tools Stochastic Window Help RETA AE AIA Baw ASO DRW g D uR eeel x M Workspace Scriptworkspace wampl 6 project s RA diet Ho tnlo
8. param profit PROD profit per ton param market PROD gt 0 limit on tons sold ir var Make p in PROD gt 0 lt market p tons pr v mavimirza thatal nenfaits cum fn in DOAN nenfiti nd a FileView 5 ModelView D 4 il Amp1Studio Modeling System Beta ver 1 6h AMPL Version 28050522 Visual C 6 6 Timing Memory For Help press F1 Line 2 Cok24 Figure 4 22 Viewing the Model file from the Inserted Project Adding a New Project into the Workspace To insert a new project into a workspace do the following Step 1 Choose the Insert New Project Menu from the Project Menu Project Menu Set Active Project gt Add To Project ye Ampl Settings Insert Mew Project Insert Existing Project Figure 4 23 Insert New Project Menu from the Project Menu OptiRisk 7 SYSTEMS Step 2 AMPL Studio then displays an Open New Project dialog box in order to specify the new project name and the directory where the project will be created New project Project name MyFirst amp MPLProject Project path C Program Files 4mplStudio Modeling Syst E v Add model and data files Stochastic model Model name MyFirst amp MPLProjet mod Data instance MyFirst amp MPLProject dat OK Cancel Figure 4 24 Insert New Project Dialog Box Enter the project name as MyFirstAMPLProject and choose your preferred folder by clicking on the button Also y
9. You are now ready to install amp mplStudio Modeling System 1 6 J Press the Next button to begin the installation or the Back button to re enter the installation information OptiRisk d SYSTEMS io AmptStudio Modeling System 1 6 J setup Please wait AmplStudio Modeling System 1 6 J installation is in progress If you want to interrupt installation process press the Cancel button But in this case correct working of the program is not guaranteed Copying file C Program Files amp mplStudio Modeling System 1 5 J Bin amp mplStudio exe Cancel ie AmpiStudio Modeling System 1 6 J setup AmplStudio Modeling System 1 5 J has been successfully installed Press the Finish button to exit Setup program C Run AMPLStudio OptiRisk d SYSTEMS
10. p To go to the previous breakpoint marker ET To go to the next breakpoint marker Clear all breakpoints Markers markers Table 4 12 Execution Toolbar Buttons and Descriptions Workspace AMPL Studio Workspace is divided into three sub windows FileView ModelView and SolverView The user can switch between these windows by clicking on the required tab at the bottom of the Workspace The Fileview displays the Workspace Files in the Tree structure OptiRisk D SYSTEMS 3 Workspace Myworkspace vwampl 5 project s tu steel R G Transp G Net2 egypt2 diet E Model E Diet mod Data E Diet2a dat Database Script P Diet mdb run P Diet mdb2 run P Diet xls run P Diet mdb2 run E readme diet txt E variables name E disp OB SolveiView Figure 4 4 Workspace File View FileView The ModelView displays the Model Parameters Sets Variables Constraints Problems and Objectives information which becomes available after the models and their associated data files are built i Workspace Myworkspace 5 project s steel Transp LE Net2 egypt2 2E Sets Parameters c cost m f min m f max c n min c n max c amt Variables tv Buy Constraints E diet Problems Objectives total cost FileView a ModelView Figure 4 5 Workspace Model View OptiRisk SYSTEMS The SolverView displays Solved Model information whi
11. seeeeeeee 103 MOGIRVING Data m 103 Modifying NOC SS m 104 Changing the model fix unfix drop restore cscsesessseressserersseresseerssseeessaees 104 Relaxing Integrality siseses pde xe eeu bed dia aeu enda 105 DISPLAY Commands ssl osssoutuc ues u3pa cae vate aiaa cessas aada aana a maet 105 Browsing through results display command eee 105 Other output commands print and printf sseeeeseeeeeeeeeeeeeennene 109 Related Solution Values ssumeiaikicd endi uua REP EHU RU Ru RU BEWOHNER ENGL RN 110 Other display features for models and instances eeeeeeeeeese 111 General facilities for manipulating output eeseeeeeeeeeenneeenn 114 OptiRisk SYSTEMS Command Sol DS ases eriadanin ason uin C ERR ROS Shin tM Pa a Susa S URUNTELA DRE RR ritu b c ERE 115 Running scripts include and COMMANAS eoe ierit nnt denne i nae 115 Iterating over a set the for statement eeeeeeeeeeeeeee nennen nnns 116 Iterating subject to a condition the repeat statement ssss 116 Testing a condition the if then else statement eseeeeeeeeeeeeee 117 Terminating a loop break and continue 1 naria kae nena ey nna nn nan 117 Stepping through a script step next SKiP sssccsssscesssecessseresss
12. Ampl Project v Cancel Figure 4 20 Choosing AMPL Project File Select from the directory AMPL Studio Installed Directory bin and choose the project file steel ini and click on the Open button OptiRisk SYSTEMS The AMPL studio will insert the project into the workspace and display it in the workspace window as below F AmpiStudio File Edit View Project Solver Build Tools Stochastic Window Help D g ig ALLTI BENZ TRARRE amp IE Bad El EF P TRN Model Entities Browser x 2 Workspace MyFirstAMPLWorkspace wampl 1 project s M steel OB SolveiView Amp1Studio Modeling System Beta ver 1 6h AMPL Version 280580522 Visual C 6 8 Timing Memory amp For Help press F1 Line 0 ICol Q Figure 4 21 Inserted Project in the Workspace The file can be viewed in the Editing area by clicking on the file in the workspace For example clicking on the steel mod will display the steel mod in the Editing Area Optikisk SYSTEMS 31 F AmplisStudio steel File Edit ie roject Solver Build Tools Stochastic Window Help DS S BUll 6 cjmims amp assm 3 O0 BE E Model Entities Browser 3 Workspace MyFirstAMPLWorkspace steel Model set PROD products E steel mod param rate PROD gt 0 tons produced per he Data param avail gt D hours available in we Z3 Database Script E readme txt E disp
13. Figure 7 8 Access Relational Data in Nutrients table ET amounts Table US MCH A 15 Record I T gt ht rs of 48 Figure 7 9 Access Relational Data in Amounts table Now that we have created the relational database we will see how the relational tables are linked to the AMPL Studio model in order to import and export data from and to the database Importing data from tables In order to use an external relational table such as the tables created in the section above for reading only you should employ a table declaration that specifies a read write status of rN The general form of this kind of declaration is table table name IN string list y kev OptiRisk SYSTEMS Each table declaration has two parts Before the colon the declaration provides general information The table name is the name by which the table is known within AMPL The keyword IN states that the default for all non key table columns will be read only i e AMPL will use these columns as input columns and will not write out to them The optional string list is specific to the database type and access method being used and we will look into it in more detail in a later section After the colon the declaration gives the details of the correspondence between AMPL entities and relational table columns The key spec names the key columns which are surrounded by brackets The data spec gives the data columns Data values ar
14. enahles the sere to chanae the wav OptiRisk SYSTEMS SAMPL SPInE exports the solution vectors obtained from the solver View Options List This command displays the current settings of the SAMPL SPInE system Advanced users can run this command in order to manually edit the advanced options provided by SAMPL SPInE All Sequence This command opens a graphic dialog box which displays the structure of the scenario tree associated with the current model Table 4 8 Stochastic Menu Command descriptions Description New Window Future Functionality Table 4 9 Window Menu Command descriptions Command Description Help Topics To view AMPL Studio Help Topics Onie Opens the AMPL Online help window About Ampl Studio Indicates the version of AMPL Studio the OptiRisk Systems products used by AMPL Studio and contains copyright information Table 4 10 Help Menu Command descriptions Tool Bar Buttons The following buttons appear in the tool bar Button Description D To create a new blank document E To open an existing document AMPL Studio displays an Open File dialog box requesting the file name you wish to open The OptiRisk e SYSTEMS file is then displayed in the editing area To open an existing Workspace AMPL Studio displays an Open x File dialog box requesting the workspace
15. indexing expression defines a set it can be used in any place where a set is appropriate The simplest form of indexing expression is just a set name or expression within braces For example param rate PROD gt 0 param avail 1 T gt 0 References to these parameters are subscripted with a single set member in expression such as avail t andrate p The names such as t or i that appear in subscripts and other expressions in our models are examples of Gummy indices that have been defined by indexing expressions In fact any indexing expression may optionally define a dummy index that runs over the specified set An indexing expression consists of an index name the keyword in and a set expression as before Although a name defined by a model component s declaration is known throughout all subsequent statements in the model the definition of dummy index name is effective only within the scope of the defining indexing expression Once an indexing expression s scope has ended its dummy index becomes undefined Thus the same index name can be defined again and again in the model As a final option the set in an indexing expression may be followed by a colon and a logical condition The indexing expression then represents only the subset of members that satisfy the condition For example j in FOOD f_max j f_min j lt 1 describes the set of all foods whose minimum and maximum amounts are nearly the same
16. p revenue Case 3 the values for an AMPL parameter are divided among several database columns In this case key column indexes can be used to describe the values to be found in each column For example if we have the revenue values given in two columns one for p1 and in another column for p2 the table declaration would be as follows table tableName IN t TIME revenue p1 t revenuepl revenue p2 t revenuep2 Reading other values Any assignable expression such as a variable name a constraint name a variable or constraint qualified by an assignable suffix may appear anywhere that a parameter name would be allowed Therefore any assignable expression can appear in a table declaration OptiRisk ia SYSTEMS An expression is assignable if it can be assigned a value such as by placing it on the left hand side of in a let command In our Diet problem example we could have the following table declaration table Foods IN FOOD IN cost f min f max Buy Buy priority prior where we are reading from the table Foods the initial values for the Buy variables as well as their branching priorities Exporting data into tables In order to use an external relational table for writing only you should employ a table declaration that specifies a read write status of ouT The general form of this kind of declaration is table table name OUT string list y key spec data spec d
17. 60 OptiRisk i SYSTEMS A Simple Real World Problem essere 60 Formulating the Problem into Mathematical Form seeeeeeeess 60 Identify the Objective FOCOOFPEs pasas nare Eu poe AE ttt eaa nude 61 Identifying the Constraints sssini aoc cea aede Du nuu 61 Translating the Mathematical Problem into AMPL Model 62 Using AMPL Studio to Solve the Problem ceeeeeeeereeennnnnnnn 62 Now the AMPL model is ready for the problem Now you open the AMPL studio 62 Create Workspace RT D 62 Create a dure 64 Create an AMPL Model file ena dau aba oU Exin ERE RR CH ERG ca M UU RR CR GU D 66 Solve and Display Results uuscssaeuaGuxkornabnvktuxa se c Rs aiR FAQ a EEK KU EK NE 70 Enhance to Data Separated project seseseeeeeeeeeneeeeennennn nn 71 Creating Data and Model Files ssssssssssrsersesssnsernssrsensnrssnnossnnsennesnnensnresnsennne 71 Solve and Display SSUES asics ane pudiese uox lar uda a eda de laa ada Vania uia amend 74 Chapter 7 Connecting to a Database Importing and I3 4t dr eee i Creating the Database ssesssssersnsersessrronnenssnnnnennonnnnosnnrnensnsnnronnnrnsnennenne 75 Importing data from tableS sssssssssssssssrrsrrrnsrrrnrnrnnrrrnnrrrnsnrrnnnnnnnnnnnnnnnnnne 82 Reading parameters only esses nennen nennen
18. AMPL Version 28848522 Visual C 6 8 ui Timing Memory For Help press F1 Line 0 Coo Create a Project Step 1 Having created a workspace we now define a new project by selecting Insert New Project from the Project menu Set Active Project gt Add To Project gt Ampl Settings Insert New Project Insert Existing Project W Step 2 Enter the Project name as StepByStep1 and choose your preferred folder by clicking the ellipsis button Check the M Add templates checkbox and write the Model name as StepByStep1 mod and the Data instance as StepByStep1 dat OptiRisk T SYSTEMS New project Project name StepByStepl Project path C Program Filess amp mplStudio Modeling Syst m V Add model and data files Stochastic model Model name StepByStep1 mod Data instance StepByStept dat Cancel Clicking OK will create a new project with the model and data template files within the created workspace OptiRisk 7 SYSTEMS Create an AMPL Model file EF Amp Studio File Edit View Project Solver Build Tools Stochastic Window Help X StepByStep1 Model E StepByStep1 mod ES Data E StepByStep1 dat 71 Natahase il For Help press F1 Libo Col 0 Double clicking on the model file will open the model template file The lines with at the beginning are comment lines The AMPL k
19. E stepByStep2 mod Problem name StepByStep2 E Data Model Filename StepByStep2 mod E stepByStep2 dat Data Filename StepByStep2 dat Z3 Database Date 2 9 2005 Script Time 23 25 Constraints 6 S Constraints B Variables 4 Nonzeros H elr KAM 4 B Nonzeros SOLUTION RESULT Optimal solution found iil amp j FortMP 3 2j LP OPTIMAL SOLUTION Objective 2 FieView Modelview gt iU TIME TAKEN FOR INPUT SETUP 8 01 SECS TOTAL SO FAR 6 61 SECS SCALING IN PROGRESS SCALING COMPLETE TIME TAKEN FOR SCALE PRSLUE 8 88 SECS TOTAL SO FAR 6 61 SECS CRASH LTSF ENDED VARIABLE TYPES PLUS BNDD FIX FREE LOGICALS REMOVED FROM BASIS 1 8 8 8 STRUCTURALS ENTERED IH BASIS 8 1 8 8 CRASH RRT ENDED 1 PASSES 6 ARTIFICIALS 6 PIVOTED OUT TIME TAKEN FOR CRASHING 6 66 SECS TOTAL SO FAR 6 61 SECS FEASIBLE BASIS REACHED AFTER ITERATION 1 Invert demand Obj 15888 8 Suminf 6 66666 ITER 2 STATUS 3 OPTIMUM SOLUTION FOUND 15888 8 ITERit 2 TIME TAKEN FOR PRIMAL 6 66 SECS TOTAL SO FAR 6 61 SECS TIME TAKEN FOR OUTPUT 6 66 SECS TOTAL SO FAR 6 61 SECS lt Jil Fa Console i Timing Memory For Help press F1 i Line 41 Col 42 OptiRisk Chapter 7 Connecting to a Database Importing and Exporting AMPL allows taking advantage of the structure of indexed data which is closely related to the structure of relational tables commonly found in database
20. applications In AMPL Studio the user is able to exploit such feature and connect the models and or projects to a database in order to work with relational data In this chapter we will see how to create a database how to import and export data and how to solve and display the results using the created database Creating the Database A relational database that exploits the structure of the algebraic model for our problem at hand must be composed of relational tables that reflect the model s indexing structure To go through the steps we will use as an example the diet problem which seeks to find the optimum mix of foods that satisfies some vitamins requirements The algebraic representation for the diet problem using the AMPL syntax is shown below set FOOD set NUTR param cost FOOD 0 param f min FOOD gt 0 param f max j in FOOD gt f min j l param n min NUTR 0 param n max i in NUTR gt n min i param amt NUTR FOOD gt 0 var Buy j in FOOD gt f_min j lt f_max j minimize total cost sum j in FOOD cost j Buy jl subject to diet i in NUTR n_min i lt sum j in FOOD amt i j Buy j lt n max il The first set we find in our example is FOOD Three parameters cost f_min and f_max are indexed over the set FOOD Using this indexed structure we create a relational table in which the key column will be the column corresponding to the values for the set FOOD OptiRisk
21. empty workspace and display it in the workspace window as shown below F AmplStudio File Edit View Project Solver Build Tools Stochastic Window Help De Suel amp Be OCIA RBA I ISDN IE i amp ee EL BP P o E A x 3 Workspace MyFirstAMPLWorkspace 0 project s FileView t2 Modelview O Solverview fimplStudio Modeling System Beta ver 1 6h AMPL Version 28850522 Visual C 6 8 Ez Console i Timing Memor Display ampl For Help press F1 Line 0 ICol Figure 4 18 New Workspace in AMPL Studio Inserting an Existing Project into the Workspace To insert an existing project into the current workspace do the following Step 1 Choose the Insert Existing Project Menu from the Project Menu Project Menu OptiRisk 7 SYSTEMS Step 2 Set Active Project gt Add To Project gt Insert New Project Insert Existing Project Figure 4 19 Insert Existing Project Menu from the Project Menu AMPL Studio then displays a standard Open File dialog box to select the file that corresponds to the project we want to open Add Project to Workspace Look in C3 Bin e ck E3 O MyFirstAMPLWorkspace dietxx A multmip3 C TABLES D egypt2 Onet2 3 cut Fina E Newdakota dakota Modelia Planning Diet Sb Modelib Power Diet S Model2a steel lt iii E File name steel Open Files of type
22. given from the command prompt window eet Fig 8 1 Command prompt window in AMPL Studio Modelling Commands Options The behavior of AMPL commands depends on a variety of options For example Controlling the display of results Choosing alternative solvers etc The option command displays and sets option values Each option has a name and a value that may be a number or a character string For example the options prompti and prompt2 are strings that specify formats The option display_width has a numeric value which says how many characters wide the output produced by the display command maybe An option command can be issued at the command prompt Example ampl option promptl A gt A The issue of option command with prompt option changes the prompt from ampl to A One can set solver options also by using this command ampl option cplex options To return all options to their default values use the command reset options OptiRisk D SYSTEMS Setting up and solving models and data A model can be run from command prompt window One can choose the solver for solving the problem by using option command To apply a solver to an instance of a model we use model data and solve command ampl option solver cplexamp ampl model steel4 mod ampl data steel4 dat ampl solve If the model declares more than one objective function we can use objective command to select the objectiv
23. in place of sstatus and referring to option astatus table for a summary of the recognized values ampl option astatus table option astatus table 0 in normal state in problem 1 drop removed by drop command 2 pre eliminated by presolve 3 fix fixed by fix command 4 sub defined variable substituted out 5 unused not used in current problemN OptiRisk m SYSTEMS Exchanging information with solvers via suffixes AMPL employs various qualifiers or suffixes appended to component names to represent values associated with a model component AMPL can not anticipate all of the values that a solver might associate with model components however The values recognized as input or computed as output depend on the design of each solver and its algorithms To provide for open ended representation of such values new suffixes may be defined for the duration of AMPL session either by the user for sending values to a solver or by a solver for returning values For this purpose we have user defined suffixes and solver defined suffixes User defined suffixes can be used to pass preferences for variable selection and branch direction to an integer programming solver Similarly solver suffixes can be used for sensitivity analysis and infeasibility diagnosis Users are referred to the AMPL book by R Fourer D Gay and B W Kernighan Chapter 14 Interaction with solvers for details Defining and using suffixes A new AMPL su
24. list in a table declaration for the standard ODBC table handler is ODBC connection spec external table spec verbose opt The string ODBC indicates that data transfers using this table should employ the standard ODBC handler The connection spec identifies the database file name that will be read or written OptiRisk i SYSTEMS If the connection spec is a filename of the form name ext where ext is a 3 letter extension associated with an installed ODBC driver then the named file is the database file Other forms of connection spec are more specific to ODBC The external table spec normally gives the name of the relational table within the specified file that is to be read or written As we have seen previously if the table name is omitted then the name of the relational table is taken to be the same as the table name of the containing table declaration The string verbose is used to request diagnostic messages such as the DSN string that ODBC reports using fue The external table spec could have the special form SQL sgl query In such case the table declaration applies to the relational table that is temporarily created by a statement in the Structure Query Language SQL All the columns specified in the table declaration should have the read write status IN since it does not make sense to write to a temporary table Using our Diet problem example three common table handling stat
25. lt b Subject to JP 0 X lt u foreachje P Figure 5 1 A symbolic production model in algebraic form Fundamental Components of AMPL linear programming Model OptiRisk i SYSTEMS Sets Unordered Sets The most elementary kind of AMPL set is an unordered collection of character strings Usually all of the strings in a set are intended to represent instances of the same kind of entity The declaration of a set need only contain the keyword set and a name For example a model may declare set PROD to indicate that a certain set will be referred to by the name PROD in the rest of the model A name may be any sequence of letters numerals and underscore _ characters that is not a legal number A few names have special meanings in AMPL and may only be used for specific purposes while a large number of names have predefined names that can be changed if they are used in some other way A declared set s membership is normally specified as part of the data for the model Occasionally however it is desirable to refer to a particular set of strings within a model A literal set of this kind is specified by listing its members within braces set PROD bands coils plate This sort of declaration is best limited to cases where a set s membership is small is a fundamental aspect of the model or is not expected to change often Sets of numbers Set members may also be numbers In fact a set s members ma
26. new environment having the same name as the problem An environment initially inherits all the option settings that existed when it was created but it retains new settings that are made while it is current Any problem or solve statement that changes the current problem also switches to the correspondingly named environment with options set accordingly In more complex situations we can declare named environments independently of named problems by use of statement that consists of the keyword environ followed by a name environ Master For a more detailed description of the advance features of AMPL language users are referred to the book on AMPL by R Fourer D Gay and B W Kernighan and the AMPL website www ampl com OptiRisk E SYSTEMS Chapter 9 Scripts Debugging amp Tracing in AMPL Studio In AMPL studio we can include script file Prominent among the unique advantages of AMPL studio are the debugging and tracing features Scripts In Chapter 4 we have already seen the ways of running a script file A new script file can be added to a project by right clicking on the script folder of any project or by choosing to add script file to an active project from the Add to project submenu under project menu x e Workspace Scriptworkspace wampl 6 project s diet a Model Zz Data i Diet2a dat L Database P Diet mdb2 run P Diet xls run P Diet mdb2 run E readme diet txt E die
27. nnne nnne nnne nnns 84 Reading a set and parameters cecccteccntcnuc sands Bersceda visus Se si Dux EssuePecEdG E DUxPD E MM nunne nunne 84 Establishing COrTESDOFICIG DOS s asscioa iode sachs cixs E pant ER UCM NE RAE 85 R ading other VAMOS c 86 Exporting data into Tables i csssaccesesedatec diets Soo Dd dU od Quis Qi on ape a cesa adr aa 87 Writing rows inferred from the data specifications eeeenee 88 Writing rows inferred from a key specification eeeeeeeeeenneeennen 90 Importing From and Exporting To the Same Table s 91 Importing and exporting data using two table declarations 92 Reading and writing using the same table declaration ss 94 Index Collections of Tables and Columns eese 95 Misi i sEselzas Q Pi drole 96 Indexed collections OF data COIBIfISssssassipusaxsits tara aaiktotusq adque uitis 97 Standard and Built in Table Handlers eeeeeeeeeeeneeeneee 98 Solve and Display Results iusu suoni pupa i nus inm eun aiwe Rcg ux REC RAE RE Gua p RR RES RC SR EK CE 100 Chapter 8 Advanced Features of AMPL LOZ fata S gs UT adic eee eee ene ene eee eee Eo ees 102 OPUONS e M Hr HU 102 Setting up and solving models and data
28. problem example the following table declaration table Purchases OUT ODBC TABLES diet xls OptiRisk SYSTEMS Buy Servings j in FOOD 100 Buy j f_max j Percent write table Purchases The resulting relational table is displayed in Figure 7 12 fr Microsoft Excel diet xls BAX i File Edit View Insert Format Tools Data Window Help Adobe PDF lS x D zc amp e TY SBAS o amp x 5 2 MC Purchases v FOOD Sum 557 3333333 Figure 7 12 Output table range Purchases in Excel The expression in a data spec may also use operators like sum that define their own dummy indices Writing rows inferred from a key specification We can also use table declarations to write one table row for each member of an explicit specified AMPL set In this case the key spec must be of the form set spec gt key col spec key col spec This form uses an arrow pointing from left to right i e pointing from an AMPL set to a key column list indicating that the information will be written from the set into the key columns The set spec is composed of an explicit expression such as the name of an AMPL set or any other AMPL set expression enclosed in braces The key col spec gives the names of the corresponding key columns in the database OptiRisk i SYSTEMS The simplest case of this form would be writing database columns for model components indexed over the same one dimensional set
29. stoch display GAP Make Sell Inv C Model let nCUT nQUT 1 Data let cut_type nCUT point 3 Database let t in 2 T s in SCEN time price t s nCUT Time t s dual C Script 4 let p in PROD s in SCEN bal2 price p s nCUT Balance2 p s dual AA stochrun let p in PROD t in 2 T s in SCEN E readme stock txt sell lim price p t s nCUT Sell p t s urc 8 variables E variables E else break PostSolve crd uit egypt2 Iv printf NnRE SOLVING MASTER PROBLEM n n E FileView OF SolveiView lp 4500 0 4500 M w208 1050 4200 Expected Profit 505640 ITERATION 1 Presolve eliminates 0 constraints and 1 variable Adjusted problen 54 variables all linear 27 constraints all linear 84 nonzeros 1 linear objective 54 nonzeros FortHP 3 2j LP OPTINAL SOLUTION Objective 399192 Min Stage2 Profit Infinity GRP Infinity Stage2 Profit 399192 8 At any time to stop stepping through the script file use Start Debug Script Stop under build menu or the Ej button on the script bar Tools Stochastic Window Help fe Build Model Ctrl F amp amp A Build Data trl Fe Rebuild All F7 p6 Clean ds licence for Hs on solver minos 4 Solve Problem F9 n solver afortmp Start Debug Script Run Script Ctrl F5 Save Problem G EC saa OUR P Step F10 Load Solution Next Fil Generate MPS file 4 Stop F12 oro W atch F4 opti AMPL studio pr
30. the number of bracketed key column names listed in the key spec being equal to the dimensions of the items in the data spec We could also write out to a relational table suffixed variables or constraint names such as the dual and slack values In our Diet problem example we could for instance write out the dual and slack values related to the constraint diet table Nutrients OUT ODBC TABLES diet xls NutrsOut NUTR diet lslack lb slack diet ldual lb dual diet uslack ub slack diet udual ub dual write table Nutrients which would have as a result a new relational table NutrsOut in our Excel Spreadsheet diet xls as shown in Figure 7 11 Microsoft Excel diet xls BAX i File Edit View Insert Format Tools Data Window Help Adobe PDF 8 x D c E 46a XGA o r 2 M D NutrsOut Ib slack b dual ub_slack ub dual 1256 288 18043 71 982 5148 18317 49 336 2575 18963 74 1 14E 13 0 404585 19300 50000 QO 1 5E 11 0 0030 3794 621 0 4205 379 n 14 4 b dS food FoodsOut X NutrsQut Ready Sum 135200 4015 Figure 7 11 Output table range NutrsOut in Excel More general expressions for the values in data columns can also be used Since indexed AMPL expressions are rarely valid column names for a database they should generally be followed by data col name to provide a valid name for the corresponding data table column For instance we could have in our Diet
31. which govern the appearance of successive remaining print items Each conversion specification begins with the character 9o and ends with a conversion character The complete rules are much the same as for the printf function in C programming language Related Solution values AMPL provides ways of examining objectives bounds slacks dual prices and reduced costs associated with the optimal solution AMPL distinguishes the various values associated with a model component by use of qualified names that consist of a variable or constraint identifier a dot and a predefined suffix string Objective functions The name of the objective function from a minimize or maximize declaration refers to the objective s value computed from the current values of the variables This name can be used to represent the optimal objective value in display print or printf ampl print 100 Total Profit 7000 Here Total Profit was an objective function Bounds and slacks The suffixes b and ub on a variable denote its lower and upper bounds while slack denotes the difference of a variable s value from its nearer bound ampl display Buy lb Buy Buy ub Buy slack Buy lb Buy Buy ub Buy slack BEEF 2 2 10 0 CHK 2 10 10 0 FISH 2 2 10 0 HA 2 2 10 0 MTL 2 6 23596 10 3 76404 SPG 2 5 25843 10 3 25843 TUR 2 2 10 0 The reported bounds are those that were sent to the solver Thus they include not only t
32. you wish to open The workspace and their related projects and files will be displayed in the workspace window To save the active document in editing area To save all the modified files d To cut the selection and put it on the clipboard To copy the selection and put it on the clipboard e To insert clipboard contents To undo the last action co To redo the previously undone action m To show or hide the workspace window amp To show or hide the output window T To manage the currently open windows amp l To find the specified text Y To Repeat the last find text action D Future Functionality To replace specific text with different text To display the active file in full screen mode Table 4 11 Toolbar Buttons and Descriptions Execution and Debugging Tool Bar Buttons The following buttons appear in the tool bar ___Button__ Description To build a model To build a data OptiRisk K SYSTEMS ig To solve a problem PS To reset the project To run script Go To step out of a loop in a script and avoid going through all the iterations To go to the next solution of the model or project or to the next instruction in stepping mode or to the next choice point in stop at choice point mode Continue running the script without stepping Watch variable A To set breakpoints Marker in the AMPL model or script file
33. 005 Time 22035 Constraints 6 Nonzeros S Constraints 6 Variables 8 Nonzeros SOLUTION RESULT Optimal solution found FortMP 3 2j LP OPTIMAL SOLUTION Objective 118 0594032 OptiRisk B SYSTEMS DECISION VARIABLES Name Activity UG Reduced Cost Buy BEEF 5 3606 10 0000 0 0000 Buy CHK 2 0000 10 0000 1 1888 Buy FISH 2 0000 10 0000 1 1444 Buy HAM 10 0000 10 0000 0 3027 Buy MCH 10 0000 10 0000 20 5512 Buy MTL 10 0000 10 0000 1 3289 Buy SPG 9 3061 10 0000 0 0000 Buy TUR 2 0000 10 0000 213106 CONSTRAINTS Name Slack body dual diet A 1256 2882 1956 2882 0 0000 diet B1 336 2575 1036 2575 0 0000 diet B2 0 0000 700 0000 0 4046 diet C 982 5149 1682 5149 0 0000 diet NA 0 0000 50000 0000 0 0031 diet CAL 3794 6206 19794 6206 0 0000 END We have also seen along the chapter that by using the table declarations and write table commands we can also display the results in an external relational database OptiRisk i SYSTEMS Chapter 8 Advanced Features of AMPL AMPL provides a variety of commands like model solve and display that tell the AMPL modeling system what to do with models and data These commands are not part of AMPL modeling language itself but are intended to be used in an environment where you give a command wait for the system to display a response then decide what command to give next In AMPL studio these commands can be
34. 2 solue result solved solue message FortMP 3 2j LP OPTIMAL SOLUTION Objective 118 0594032 Status Bar Line and Column Figure 4 1 AMPL Studio Main Window inte If you have a mouse with a wheel between the two buttons you can use the wheel to scroll up and down Menu Bar provides various menu commands to choose from such as Save in the File menu and to display dialog boxes to perform various tasks Certain menu commands followed by a image on their right hand side have their own sub menu commands OptiRisk i SYSTEMS e g Set Active Project gt Add To Project k gt Model Data Insert New Project Script Insert Existing Project Query command Figure 4 2 AMPL Studio Sub Menus The Add To Project Command menu has five sub command menus Model Data Table Definition Script and Query Command Tool Bar provides frequently used command buttons Execution Tool Bar buttons is used for executing the Models Projects and Scripts Work Space contains a notebook with three pages FileView ModelView and SolverView FileView displays project tree structures containing all the files related to each project The project files are arranged under Model Data Database and Script containers It also displays stand alone models and scripts ModelView displays the various model components such as Parameters Sets Variables Constraints Problems and Objectives in separate cont
35. 3 Model Data Database Script E readme txt E disp J MyFirstAMPLProject 9 Model E MyFirstAMPLProjet mo E Data E MyEESAMPLPrCM A d s5 lt gt FileView t3 Modelview D 4 Figure 4 35 Selecting the steel mod file in the Workspace Step 2 Click on the EJ button on the Execution Toolbar to Build the Model The AMPL Studio reads the model and displays the following Console Message C Program Files AmplStudio Modeling System b 1 6 Bin steel mod Okt I 4B Solutions Timing Memory amp Figure 4 36 AMPL Console message for reading steel mod file Step 3 Click on the steel dat file OptiRisk T SYSTEMS Model Entities Browser 42 Workspace MyFirsEAMPLWorkspe A M steel E Model E steel mod Data Database Script E readme txt E disp LJ E MyFirstAMPLProjet mo Data v P lt All Fileview Figure 4 37 Selecting the steel dat file in the Workspace OptiRkisk SYSTEMS 43 Step 4 Click on the amp button on the Execution Toolbar to Build the Data The AMPL Studio reads the model and displays the following Console Message C Program Files AmplStudio Modeling System b 1 6XBinXsteel mod Okt C Program Files fimplStudio Modeling System b 1 6 Bin steel dat Okt Number of variables Number of constraints Number of objectives Number of constraints Jacobian matrix nonzeros Number of objectives gradient n
36. 3 Workspace MyFirstAMPLWorkspace u steel 4 MyFirstAMPLProject Model E MyFirstAMPLProjet mod Z Data MyFirstAMPLProject dat Database Script v FileView 3 Modelview B 4 gt Figure 4 26 New Project Active AMPL Studio To set the steel project back to active project do the following Step 1 Click on the Steel Project Node Step 2 Right clicking the mouse will display the following menu Add K to Project Unload Project Add Display Properties Figure 4 27 Choosing the Set as Active Project Menu AMPL Studio will change the steel project back to active project as below OptiRisk s SYSTEMS Model Entities Browser 42 Workspace MyFirstAMPLWorkspace E E MyFirstAMPLProjet mod Data E MyFirstAMPLProject dat Database Script Figure 4 28 Workspace with steel project as active 4 te You can also activate the steel project by selecting the Set Active i Project menu from the Project Menu OptiRisk e SYSTEMS Selecting the Solver By default AMPL studio provide three solvers Minos CPLEX and FortMP You can choose your preferred solver from one of these solvers In order to choose FortMP as your default Solver select the FortMP Menu from the Solver Menu Solver Menu Minos Cplex FortMp User defined Neos Solvers Cplex Settings FortMP Settings Figure 4 29 Selecting the Fort
37. 4 33 Selecting the file option for additional solver settings OptiRkisk SYSTEMS 40 Ef AmplStudio diet Afortmp_options Q Fie Edit View Project Solver Build Tools Stochastic Window Help Os S POs SB c RE amp SS A B Bal orkspace Scriptworkspace wampl 6 project s Options for AMPL AFORTMP driver H QM Display level for solver amp G Data displaysolver 2 Database 3 Script Cut generate switch A Diet mdb run cutgenerate 0 A gt Diet mdb2 run A Diet xls run DJ tolerance P Diet mdb2 run djtol 1 0e 5 Di readme diet txt E diet cplex_options Integer tolerance variables name integertol 0 001 PostSolve cmd i diet Afortmp_options IPM algorithm switch a tmlocid ipmalgorithm 0 i trnloc r i Switch to retain the log file A 2 FileView Fi Modelview ModelView PIS Solverview Haans AMPL Version 20858422 AMPL Studio Evaluation version Console Eh Debug B Solutions Timing Memory Si Display amok For Help press F1 line 5 Page 39 of 134 Words 21 302 Q Figure 4 34 Modifying solver settings in solver options file OpriRisk Build the Model In order to solve the problem the model and associated data files need to be built Do the following steps to build the steel project model and data files Step 1 Click on the steel mod file Model Entities Browser 42 Workspace MyFirsEAMPLWorkspe 2 steel
38. A print command produces a single line of output ampl print t in 1 T p in PROD Make p t 5990 1407 6000 1400 1400 3500 2000 4200 Or if followed by an indexing expression and a colon a line of output for each member of the index set ampl print t in 1 T p in PROD Make p t 5990 1407 6000 1400 1400 3500 2000 4200 Print entries are normally separated by a space but option print separator can be used to change this The keyword print with optional indexing expression and colon is followed by a print item or comma separated list of print items A print item can be a value or an indexing expression followed by a value or parenthesized list of values Thus a print item is much like a display command except that only individual values may appear print command has options print precision and print round options which work exactly like the display precision and display round options for the display command The printf command The syntax of printf is exactly the same as that of print except that the first print item is a character string that provides formatting instructions for the remaining items ampl printf Total revenue is 6 2f n sum p in PROD t in 1 T revenue p t Sell p t Total revenue is 787810 00 OptiRisk 7 SYSTEMS The format string contains two types of objects ordinary characters which are copied to the output and conversion specifications
39. An include can even appear in the middle of some other statement and does not require a terminating semicolon The model and data commands are special cases of include that put the command interpreter into model or data mode before reading the specified file By contrast include leaves the mode unchanged For working with a small model it might be convenient to put the model and data command and all the data statement in a file and then read in by use of include command The statement commands filename is very similar to include but is a true statement that needs a terminating semicolon and can only appear in a context where a statement is legal For example commands command may find its use while performing sensitivity analysis on a model by changing a parameter value In this case we have to solve the model repeatedly by changing the data So it would be better to put all these statements in a file and then call it by use of commands command OptiRisk di SYSTEMS In many cases commands command can be replaced by include command In general it is best to use commands within command scripts however to avoid unexpected interactions with repeat for jf statements Iterating over a set the for statement Many times we may have to repeat a few commands a few times AMPL provides looping commands that can do this work automatically with various options to determine how long the looping should cont
40. ByStep1 dat Database Script FileView 2 Modelview P 4 offset 412 syntax error No vearsW a var StockA var StockB var StockC var StockD lt 1000 lt 2000 lt 1250 2500 OBJECTIVES minimize minimize Risk 10 StockA 3 z E F z b StockB 4 StockC 4 5tockD file C Program Files AmplStudio Modeling System b 1 6 Bin NIA StepByStep1 mod line 36 offset 412 syntax error H Console For Help press F1 Step 3 screen E AmpiStudio StepByStep1 Q Fie Edit view Project Solver AARLE Timing Memory Build Tools Stochastic Window Help 2 J mj s e amp s amp Cu wj line 38 Cok Double click on the error line line 30 will display the following BITES 8 xj 2 Workspace NIA wampl 1 project s M StepByStep1 E Model E stepByStepi mod Data E StepByStep1 dat Database Script syntax error Risk OBJECTIVES minimize minimize 10 Stor CONSTRAINTS subject to subject to is 3 5 StockB i1fnfi Stack SN StockR AN XStockl 4MeStockN lt 4 StockC 4 StockD 2nnni gt file C Program Files AmplStudio Modeling System b 1 6 Bin NIA StepByStep1 mod line 36 offset 412 syntax error H Console For Help press F1 Timing Memory Step 4 The line has two errors line 38 Col 0 68 1 Risk should be replaced by Risk 2 Semicolon is missing a
41. Functionality Options Displays the Default Options dialog box that allows changing the AMPL Studio options Table 4 7 Tool Menu Command descriptions Command Description Check Syntax This command performs the syntax check of a model written using SAMPL s extended AMPL keywords for stochastic programming Solve SPInE The current model is parsed and then solved using SAMPL s solver The Solver settings including the solution types can be modified using the Solver options command Generate An SMPS representation of the current model instance is generated using this command By default SAMPL SPInE generates Windows DOS text files This may not compatible with other UNIX based solvers The advanced option UnixOutput described in the SP Generator options SPG section enables the user to change the output text format to UNIX Solve Current This command solves the latest SMPS instance generated for the current model If such instance is not available then this command is equivalent to the Solve SAMPL command Generate Options This command displays the Generator Options dialog box Settings for the generator of SMPS instances can be modified using this command Solver Options This command displays the Solver Options dialog box Settings for SAMPL SPInE s solver can be modified using this command Report Options This command displays the Reporting Options dialog box This dialog box
42. MP Solver as the default solver AMPL Studio also has the facility to use the solvers provided at the NEOS server To use one of those solver choose the solver from Neos Solvers dropdown Minos plex FortMp Neos Solvers Cplex Settings C readme diet t Fort ceti C diet cplex optiorig 7 variables name PostSolve cmd E diet Afortmp options HG tmlocid w tmloc gt stoch gt egypt2 Gag cut E FileView IR Solverview BPMPD QOQP CONDOR SNOPT KNITRO LANCELOT MINLP PATH NSIPS User defined AMPL Version 20040422 AMPL Studio Evaluation version http neos mcs anl gov neos solversfindex html Figure 4 30 Selecting the Neos Solver OptiRisk 7 SYSTEMS Setting the Solver Options CPLEX and FortMP solvers have their own solver settings You can change these setting accordingly to suite your project needs In order to change the FortMP Solver settings choose the FortMP Settings menu from the Solver Menu Solver Menu Minos Cplex FortMp Neos Solvers gt Cplex Settings FortMP Settings Figure 4 31 Selecting the FortMP Solver Settings OptiRisk SYSTEMS AMPL Studio then displays the following FortMP Solver setting dialog box for your selection FortMP settings Simplex IPM control tolerence Maximum Limits LP Solver input output Primal log control Dual MIP control IPM Advanced control Scale Presolve Presolv
43. Names of constraints in the current problem _objname 1 n_objs Names of objectives in the current problem _var 1 _nvars Synonyms for variables in the current problem _con 1 _ncons Synonyms for constraints in the current problem obj 1 nobjs Synonyms for objectives in the current problem Resource listing OptiRkisk 113 SYSTEMS Changing option show stats from its default of O to nonzero value requests summary statistics on the size of the optimization problem that AMPL generates ampl model steelT mod ampl data steelT dat ampl option show stats 1 solve Presolve eliminates 2 constraints and 2 variables Adjusted problem 24 variables all linear 12 constraints all linear 38 nonzeros 1 linear objective 24 nonzeros MINOS 5 5 optimal solution found 15 iterations objective 515033 Changing option times from its default value of 0 to a nonzero value requests a summary of AMPL s translator s time and memory requirements Similarly by changing option gentimes to a nonzero value we can get a detailed summary of the resources that AMPL s genmod phase consumes in generating a model instance General facilities for manipulating output Redirection of output We can direct all output to a file instead of it appearing on display console by adding a gt and the name of the file ampl display supply multi out The first command specificyi
44. OptiRisk Systems AMPL Studio User Manual Last Update 24 April 2008 RISK OptiRisk Systems Using AMPL Studio Copyright Datumatic Ltd UK All rights reserved OptiRisk SYSTEMS Contents Chapter 1 Acknowledgements of Contributions 5 Chapter 2 Scope and Purpose s O The SCOPE tere aaae 6 The PURD OSG x6bsnonsanctcanccacenensceseanncuatemasenastcuncetdenmescastanscnanimascatecaunetceamecesdene 6 Chapter 3 Directed Reading e 7 Chapter 4 Overview of AMPL Studio 8 AMPL Studio Main WITIBOW ussseenaguc es Rguniibn tiU R uo SR OEMURIUS RORIS AUN NR RR NA UR UN UN RUE 8 uzusis gohi niyscce c 10 TOG Es nsi T 16 Execution and Debugging Tool Bar Butkons eani nno nnn nnne 17 WONKSD ACG mer 18 Editing ARES ussboioodastdsisi cud eie tbe E unt uit hou Eu MS un 21 CONSOLE eats a ean tae DM IMEEM M MID ML MM MEM MM M UNES 21 AMPL Studio BASICS uiro oce sentpse bia tuluM iue beUuiNse ina usu uStU NPDMDUTR eM U S nunnan nne 24 File TY E T Uu UU UU UT 24 Working in AMPL SEHUIO oaisosecusia doi gutk Oa punit om eins i dosages oues uia aa 25 Opening an Existing WOEDKSDOCE cusucsbcacis itae msn RU IRSE SERE SU adt DU RU tA OE 25 Creating a New WOorkepaCe siccesecctensns
45. Ready Sum 50 66666667 Figure 7 16 Input Output table Foods if rewriting all columns The general convention is that overwriting of an entire existing table or file is intended only when all the data columns in the table declaration have read write status ouT Selective rewriting or addition of columns is intended otherwise Reading and writing using the same table declaration In many cases a single table declaration suffices to read and write the same external relational table The key spec may use the arrow lt to read contents of the key columns into an AMPL set or use the arrow gt to write members of an AMPL set into the key columns or even lt gt to do both A data spec may specify read write status IN for the columns that will only be read into AMPL status ouT for the columns that will only be written out from AMPL or status INOUT for the columns that will be both read and written Bus The default read write status for a column in a table declaration is i INOUT The read table command related to such combined table declaration will read only the keys or data columns that are specified in the table declaration with IN or INOUT read write status OptiRisk i SYSTEMS The write table command related to such combined table declaration will write only the keys or data columns that are specified in the table declaration with OUT or INOUT read write status In our Diet problem example we could use
46. Studio steel sa1 DS sc uu B x 3 Workspace MyFirstAMPLWorkspace wampl 1 project s steel reset Model Ez Data model steel mod Database data steel dat Script J steel sal option solver cplex E readme txt E disp solve lt Jill show FileView 3 Modelview ModelView F SolverView x fimplStudio Modeling System Beta ver 1 6h AMPL Version 26646422 Visual C 6 8 C Program Files AmplStudio Modeling System b 1 6XBin fimplStudio Modeling System Beta ver 1 6h AMPL Version 26646422 Visual C 6 8 Parsing ampl For Help press F1 Figure 4 43 Writing Script File Line 12 Col Clicking on the button will execute all the AMPL Statements in the script file and display the results Optikisk SYSTEMS 48 Setting the AMPL Studio Options AMPL Studio has various options for you to choose from In order to update the AMPL studio options choose the Options Menu from the Tools Menu Tools Menu ELCHEENENN Figure 4 44 Choosing AMPL Studio Options AMPL Studio then displays an AMPL Studio options in the following dialog box for your selection Options Solve solution V After solve write file solution show MPS file before solve v After solve display solution Short solution report Save options Iv Save before running tools Iv Prompt before running tools Workspave Iv Reload last workspave at startup Expand constraints Con
47. TAKEN FOR SCALE PRSLUE 8 82 SECS TOTAL SO FAR 8 12 SECS CRASH LTSF ENDED VARIABLE TVPES PLUS BNDD FIX FREE LOGICALS REMOVED FROM BASIS 1 8 8 8 STRUCTURALS ENTERED IN BASIS 6 1 8 8 CRASH ART ENDED 1 PASSES 6 ARTIFICIALS 6 PIVOTED OUT TIME TAKEN FOR CRASHING 6 18 SECS TOTAL SO FAR 6 36 SECS FEASIBLE BASIS REACHED AFTER ITERATION 1 Invert demand Obj 192666 Suminf 6 66666 ITER 2 STATUS 3 OPTIMUM SOLUTION FOUND 192888 ITER 2 TIME TAKEN FOR PRIMAL 8 83 SECS TOTAL SO FAR 6 33 SECS TIME TAKEN FOR OUTPUT 6 66 SECS TOTAL SO FAR 6 33 SECS Timing Memory For Help press F1 Linei15 Col Figure 4 39 AMPL Studio Solver Console message and Solution Display Viewing Results The user can view various parts of the model and the solution from the Workspace and their information will be displayed on the display window as shown below Step 1 Click on the ModelView tab on the Workspace OptiRisk u SYSTEMS Step 2 Expand the Parameters node and Double Click on the rate Parameters E Workspace MyFirst amp MPLWorkspace war steel C3 Parameters gt gt avail c profit gt market x 3 Sets Variables x 7l Conetrainte TI FileView Ea ModelView Figure 4 40 Choosing the rate Parameter for Viewing Ail The AMPL Studio Display Window displays the rate parameters as below coils 140 Console Ek Debug H Solutions ES m R Display Fi
48. ainers for easy access Any particular information can be displayed by clicking on it and diverse parts of the solution SolverView is the sane as ModelView with the difference that it displays what solver see after presolve Editing Area displays opened model data database script and Solution files New files can be created and any existing files can be edited in this area You can open more than one file in this space The opened files are displayed in separate panels with the file name appearing in the title bar Output Notebook has five tabs to display AMPL Console Messages Debug Information Solution Files Timing and Memory Information and Display all other information By default AMPL studio will display the most appropriate window for the user action but the user can switch to another window by clicking on the tab at the bottom of the Output OBHRISK SYSTEMS e Status Bar displays messages concerning the execution status of AMPL Studio e Line and Column displays line and column number of the cursor location in the active document in the editing area In the graphic interface Menu Bar Tool Bar Execution Tool Bar Nete Work Space and Output Area are dockable window Menu Bar Commands File Menu ew Ckrl N fj Open Ctrl o Close New Workspace G Open Workspace Save Workspace Close Workspace Ell Save Ctrl 5 Save As Save All Print Ctrl P Print Setup p Send Mail
49. as in parameter declaration Because a variable is being declared however the expression to the OptiRisk i SYSTEMS right of 2 operator may contain previously declared variables as well as sets and parameters A or default phrase in a variable declaration gives initial values to the indicated variables Variables are not assigned an initial value by can also be assigned initial values from a data file Finally variables can be defined as integer or binary Linear Expressions An arithmetic expression is near in a given variable if for every unit increase or decrease in the variable the value of expression increases or decreases by some fixed amount An expression that is linear in all its variables is called a linear expression AMPL recognizes as a linear expression any sum of terms of the form constant expr variable ref constant expr variable ref Provided that each constant expr is an arithmetic expression that contains no variables while var ref is a reference to a variable The parentheses around the constant expr may be omitted if the result is the same according to the rules of operator precedence Objectives The declaration of an objective function consist of one of the keywords minimize Or maximize a name a colon and a linear expression in previously defined sets parameters and variables For example minimize Total cost sum j in FOOD cost j Buyljl and maximize To
50. ata spec As for the case in which we read data from the table each table declaration has two parts Before the colon the declaration provides general information The table name is the name by which the table is known within AMPL The keyword OUT states that the default for all non key table columns will be write only i e AMPL will use these columns as output columns and will not read from them The optional string list is specific to the database type and access method being used and we will look into it in more detail in a later section After the colon the declaration gives the details of the correspondence between AMPL entities and relational table columns The key spec names the key columns which are surrounded by brackets The data spec gives the data columns Data values are subsequently written to the table by the command write table table name Depending on the circumstances the write table command may create a new external file or table overwrite an existing table overwrite certain columns within an existing table or append columns to an existing table This way the write table command allows writing meaningful results back to the external relational database once the model has been solved The key specs and data specs in the table declaration for writing external tables resemble those for reading Nevertheless the range of AMPL expressions OptiRisk SYSTEMS allowed when writing is much broader
51. ated by the solvers will be displayed in the Solution Window Fz Console Eh Debug Data Filename Date Time Constraints S_Constraints Variables SOLUTION RESULT Optimal solution found FortHP 3 2 LP OPTIMAL SOLUTION Objective o Solutions Diet2a dat 1 24 2005 716 56 76 76 8 Figure 4 9 Output Solutions Window 118 0594032 Nonzeros Nonzeros 3 The processing Time and Memory usage of AMPL studio are displayed in the Timing Memory Window execute 0 0 134426916 execute 0 0 134426916 execute 0 0 134468900 execute 0 0 134468900 output 0 0 134468900 Total 0 0400576 execute 0 0 134468900 execute 0 0 134426916 execute 0 0 134426916 execute 0 0 134468900 execute 0 0 134468900 output 0 0 134468900 Total 0 0400576 execute 0 0200288 0 134468900 EE Console Debug Solutions Timing Memory i Display Figure 4 10 Output Timing and Memory Window All other AMPL Studio output will be displayed in the Display Window Optikisk SYSTEMS 22 Name c j c j cs j F Console 5h Debug 0 Solutions E Timing Memory Display Figure 4 11 Output Display Window OptiRkisk SYSTEMS 23 AMPL Studio Basics This section describes several basic concepts to consider when using AMPL Studio File Types Models Model files contain AMPL statements A stand alone model is a model that can be executed in AMPL Studio without any additional requirement
52. bounds If increasing the value of presolve fixeps to at most the value of presolve fixepsmax would change the results of presolve a message to this effect is displayed The number of separate messages displayed by presolve is limited to a value of presolve warnings which is 5 by default Increasing option show stats to 2 may elicit some additional information about the presolve run Retrieving results from solvers AMPL sets two built in parameters after each run of solve command to indicate the solver s status after a run of the optimization problem These two parameters dre solve result num Contains a number solve result Contains a character string This can be interpreted as the following OptiRisk T SYSTEMS Number String Interpretation 0 99 solved Optimal solution found 100 199 solved Optimal solution indicated but error likely 200 299 infeasible Constraints cannot be satisfied 300 399 unbounded Objective can be improved without limit 400 499 limit Stopped by a limit that one sets such as on iterations 500 599 failure Stopped by an error condition in the solver This status information is used in scripts where it can be tested to distinguish among cases that must be handled in different ways The built in parameter solve_exitcode records the success or failure of the most recent solver invocation Initially 1 it is reset to 0 whenever there has been a
53. butes optionally separated by commas parameter declaration param name alias indexing attributesop The attributes may be any of the following attribute binary integer symbolic relop expr In sexpr expr Default expr relop lt lt lt gt gt gt The keyword nteger restricts the parameter to be an integer binary restricts it to 0 or 1 If symbolic is specified then the parameter may assume any literal or OptiRisk E SYSTEMS numeric value and the attributes involving lt lt gt and gt are disallowed otherwise the parameter is numeric and can only assume a numeric value The attributes involving comparison operators specify that the parameter must obey the given relation The and default attributes are analogous to the corresponding ones in set declarations and are mutually exclusive Recursive definitions of indexed parameters are allowed so long as the assigned values can be computed in a sequence that only references previously computed values For example param comb n choose k n in 0 N k in O0 n if k 0 or k n then 1 else comb n 1 k 1 comb n 1 k Computes the number of ways of choosing n things k at a time Variables The variables of a linear program have much in common with its numerical parameters Both are symbols that stand for numbers and that may be used in arithmetic expressions Parameter values are supplied by the modeler or computed fro
54. ch becomes available after the model is solved l8 Workspace Myworkspace 5 project s steel Transp A Net2 egypt2 diet Sets amp NUTR amp FOOD Parameters cost amp FOOD m f min cm f max c n min c n max Xt amt Variables Problems Objectives amp total cost FileView EG ModelView O SolverView Figure 4 6 Workspace Solver View OpFriRisk SYSTEMS Editing Area AMPL Studio allows the user to open many files into the editing area One can edit existing files or create new files in the Editable Area using the AMPL Studio s text editor The user can edit multiple files by switching between the Editor Windows Also the user can Resize Minimise Maximise and close any window Console AMPL studio outputs are divided into Console Debug Solution Timing and Memory and Display windows AMPL Studio automatically displays the most appropriate window for the user action The user can switch between these windows by clicking on the required tab at the bottom of the Output Notebook The AMPL console output is displayed in the Console Window total cost definition minimize total cost sum j in FOOD cost j Buy j NUTR definition Ka Figure 4 7 Output Console Window The Debug results are displayed in the Debug Window Ez Console Eh Debug Timing Memory S Display Figure 4 8 Output Debug Window OptiRisk 7 SYSTEMS The Solution files gener
55. clearly and efficiently by defining separately named problems and environments OptiRisk d SYSTEMS Named problems At any point during an AMPL session there is a current problem consisting of a list of variables objectives and constraints The current problem is named Jnitia by default and comprises all variables objectives and constraints defined so far We can define other named problems consisting of subsets of these components however and can make them current When a named problem is made current all of the model components in the problem s subset are made active while all other variables objectives and constraints are made inactive More precisely variables in the problem s subset are unfixed and the remainder are fixed at their current values Objectives and constraints in the problem s subset are restored and the remainder are dropped We can define a problem most straightforwardly through a prob em declaration that gives the problem s name and its list of components For example problem Cutting Opt Cut Numer Fill A new problem Cutting opt is defined and is specified to contain all of the Cut Variables the objective Number and all of the riii constraints At the same time Cutting opt becomes the current problem Any fixed cut variables are unfixed while all other declared variables are fixed at their current values The objective Number is restored if it had been previously dropped while all other declared
56. ctd Ht trrloc E stoch CJ Model Cz Data Database Script JA stoch tun E readme stock txt variables variables PostSolve cmd wi egypt So cut if t 1 then Selll p val else Sell p t s val param INV p in PROD t in 1 T s in SCEN i if t 1 then Invl p val else Inv p t s val ifor s in SCEN printf SCENARIO s n s display p in PROD t in 1 T M KE p t s SELL p t s INV p t s display Make display Inv display Sell display Expected Profit 8 FieView td Modeew Modeiew P SclveiView ly 2000 coils BASE 2 1733 3 88 4200 6500 2000 HIGH 9 LOW 1733 1050 Inv bands x BASE HIGH LOW 2 8 166 89 coils BASE HIGH LOW 2 20 8 26 7 To see the value of any variables or parameter double click on the variable or parameter name in the script file AMPL studio displays its value in Output console as well as in the script file OptiRisk m SYSTEMS F AmplStudio stoch run File Edt View Project Solver Build Tools Stochastic Window Help Od SEO SBC AELA AA AB o E 5003 Modeltnt esbrowser E diet cplex options l solve Sub E diet Afortmp options f printf Nn variables name E Postsolve cmd if Stage2 Profit lt Min Stage2 Profit 0 00001 then amp d trrloctd 5 let GAP min GAP Min Stage2 Profit Stag Stage2 Profit 399192 3 trnloc option display lcol 0 Shi
57. d the corresponding columns in the relational tables A table declaration can associate a data column with a differently named AMPL parameter by use of a data spec of the form param name data col name In our Diet problem example if we had the following table declaration table Foods IN FOOD cost f min lowerlim f max upperlim We would be saying that the AMPL parameters f min and f max would be read from the data columns lowerlim and upperlim in the relational table respectively In a similar way when the AMPL index is not named as the corresponding column in the relational table we would have index key col nam OptiRisk SYSTEMS This index may then be used in a subscript to the optional param name in one or more data specs Three common cases where we can benefit from this correspondence are as follow Case 1 as an example the time periods are counted from 0 in the relational table but in the model the time periods start counting from 1 table tableName IN p PROD t TIME market p t 1 market revenue p t 41 revenue Case 2 the AMPL parameters have subscripts from the same sets but in different orders In this case key column indexes must be used to provide a correct index order For example we have in the AMPL model param market PROD 1 T param revenue 1 T PROD we could have a table declaration as follows table tableName IN p PROD t TIME market revenue t
58. des a rich variety of commands and options to help examine and report the results of optimization Browsing through results display command The easiest way to examine data and result values is to use display command It is also possible to capture the output of display command in a file by adding gt filename to the end of display command this redirection mechanism applies as well to other commands that produces the output OptiRisk SYSTEMS The contents of the sets are shown by typing display and a list of set names For example a set of week days defined as the set WEEK would give the following result ampl display WEEK set WEEK MON TUE WED THURS FRI SAT SUN The argument of display need not be a declared set it can be any of the expression that evaluate to sets For example we can see the union of all the sets AREA p where PROD prodl prod2 prod3 prod4 AREA prodl east AREA prod2 north AREA prod3 west AREA prod4 south ampl display union p in PROD AREA p set union p in PROD AREA p east north west south The display command can also be used to see the value of a scalar model component ampl display T T 4 Or the value of individual components from an indexed collection ampl display avail reheat avail roll avail reheat 35 avail roll 40 or an arbitrary expression a
59. e Level 5 Restart MIP Input LP Optimum MIP IPM MIP Preprocess MIP AutoR ound Output Classify Rows Cancel Figure 4 32 FortMP Solver Settings Dialog Box FortMP Solver settings are divided into Basic Simplex IPM Control Tolerance Maximum Limits Input Output Log Control MIP Control and Advanced Control The detail of these can be found in the FortMP Manual Bu CPLEX Solver setting can be done in a similar way Some additional options may exist for the solvers which are not displayed in the solver settings menu These options can be added in the solver options file To include the solver options file first go to Options menu and tick Insert file options in project for additional solver options A solver options file is then included in the workspace as displayed on the left hand side of AMPL Studio OptiRisk SYSTEMS Options m Solve solution Iv After solve write file solution F show MPS file before solve Iv After solve display solution Short solution report Edit options Iv Save before running tools Workspave iv Reload last workspace at startup Close files before open workspace Iv Insert file options in project for additional solver options Expand constraints Console display on editor egt Clear before parse or solve display on console Write to log file project name output display on both g file project put Cancel Figure
60. e following table has as key the two columns corresponding to the values for the sets FOOD and NUTR OptiRisk SYSTEMS Ln NET NN A 60 Bi 10 B2 15 C 20 NA 938 CAL 295 A 8 B1 20 B2 20 C 0 NA 945 CAL 770 A 8 B1 15 B2 10 The corresponding Excel range Amounts would look like Figure 7 3 OpFriRisk SYSTEMS Rl Microsoft Excel diet xls Lice File Edit View Insert Format Tools Data Window Help Adobe PDF 8 x Dagen Q Amounts Y z FOOD J K L M N T7 lisi ise stie etel ile Zug 51 Mi o nNfal 22 Sum 13366 Figure 7 3 Excel range Amounts as relational table In our Diet mod model there are other entities indexed over the set FOOD such as the variables var Buy j in FOOD gt f_min j lt f max jl Therefore some assorted result expressions such as Buy Buy rc j in FOOD Buy j f max j can be included as output columns in our relational tables In this case we can include three new columns to the Foods range in our Excel spreadsheet as in Figure 7 4 The last three columns Buy BuyRc and BuyFrac will be then output columns that will be populated once the model is solved OptiRisk H SYSTEMS 6 File Edit View Insert Format Tools Data Window Help Adobe PDF OSHS SAY BBS O Sz AN MD Sum 115 32 Figure 7 4 Excel range Foods with input and ou
61. e function to pass to the solver It consist of keyword objective followed by a name from minimize or maximize declaration AMPL by default chooses first objective function ampl objective Total Number Modifying Data To delete the current data for several model components without changing the current model itself use reset data command as in reset data MINREQ MAXREQ amt n min n max We can then use data command to read in new values for these sets and parameters To delete all data type reset data The update data command works similarly but does not actually delete any data until new values are assigned Thus if we type update data MINREQ MAXREQ amt n min n max but read in new values for MINREQ amt and n min the previous values for MAXREQ and n max will remain If instead we used reset data MAXREQ and n max would be without values The reset data command also acts to resample the randomly computed parameters The let command permits us to change particular data value while leaving the model the same but it is more convenient for small or easy to describe changes than reset data or update data For example if a parameter T in our data for some hypothetical model has a value 4 and we can change it to 3 by let command ampl let T 3 ampl solve OptiRisk 7 SYSTEMS Modifying models The delete command removes a previously declared model component p
62. e loop body is tested after every pass so that the loop is executed at least once in this case If there is no while or unt condition the loop repeats indefinitely and must be terminated by other means like the break statement Testing a condition the if then else statement The if then else statement conditionally controls the execution of statements or groups of statements In the simplest case the if statement evaluates a condition and takes a specified action if the condition is true If Make coin 2 lt 1500 then printf under 1500 n The action may also be a series of commands grouped by braces as in the for and repeat commands An optional e se specifies an alternative action that also may be a single command or group of commands If Make coin 2 lt 1500 then printf under 1500 n else printf Over 1500 n AMPL executes these commands by first evaluating the logical expression following f If the expression is true the command or commands following then are executed If the expression is false the command or commands following else if any are executed Terminating a loop break and continue Two other statements work with looping statements to make some scripts easier to write The continue statement terminates the current pass through a or or repeat loop all further statements in the current pass are skipped and execution continues with the test that controls the start of the n
63. e subsequently read from the table into AMPL entities by the command read table table name The table declaration only defines a correspondence To read values from columns of a relational table into AMPL sets and parameters it is necessary to give an explicit read table command For instance in our Diet problem example when we want to read the data from the table Nutrients we would use the following declaration followed by the read command table dietNutrs IN ODBC TABLES diet xls Nutrients NUTR NUTR n min n max read table dietNutrs In our example the string list ODBC TABLES diet xls Nutrients specifies that we are connecting to the external relational database through an Open Database Connection ODBC It also specifies the external file in this case an Excel spreadsheet diet xls located in the directory TABLES The string Nutrients gives the name of the relational table we are declaring In the second part of the declaration we find the expression NUTR NUTR which indicates that the entries in the key column NUTR are to be copied into AMPL to define the members of the set NUTR The expressions n min and n max are the names of the other two columns in the relational table from which we will read the values into the parameters n min and n max The table name may be different from the name of the corresponding table within the external relational database In any case the table name sho
64. e table declaration and a read table command and later on it can be written by another table declaration and a write table command These two table declarations follow the syntax and rules described in the previous sections Even though you can use two different table declarations one to read and another one to write the same external relational table the AMPL table name should be different in both table declarations In our Diet problem example we can have an external relational table Foods with some columns that contain input for the model and other columns that will contain results Microsoft Excel diet xls BAX File Edit View Insert Format Tools Data Window Help Adobe PDF EM x D c Ec 464 5 amp 8 e o amp x 52 dO Foods v FOOD Air d ou a a 1 Eo 2 FOOD cost f min f max Buy BuyRC BuyFrac 3 BEEF 3 19 2 10 ES CHK 2 59 2 10 5 FISH 2 29 2 10 6 HAM 2 89 2 10 7 McH 1 89 2 10 8 MTL 1 99 2 10 9 sPG 1 99 2 10 10 TUR 2 49 2 10 11 il 4 food Ready Sum 115 32 Figure 7 14 Excel range Foods with input and output columns For instance in Figure 7 14 we have the columns cost f min and f max as input columns whereas the columns Buy BuyRC and BuyFrac are output columns This relational table would correspond to the following table declarations OptiRisk SYSTEMS table inputFoods IN ODBC TABLES diet xls Foods FOOD FOOD co
65. e table is defined for each member of the set specified by the indexing expr Individual tables in this collection are denoted by appending a bracketed subscript or subscripts to the table name For instance in our Diet problem example we could create one different table in our external relational database for each value of the set FOOD table DietSens j in FOOD OUT ODBC TABLES diet xls Sens amp j FOOD f_min Buy f_max Which will have as a result the creation of one table per j in FOOD Ir Microsoft Excel diet xls BAX File Edit View Insert Format Tools Data Window Help Adobe PDF e x Dc E S amp Bl tT xum amp x 5 4 ZL M dA io 2 FOOD C D E F G H l J K ES Buy f max mal 2 5 360614 10 2 2 10 2 2 10 2 D 10 2 D 10 2 0 10 2 9 306053 10 2 2 10 44 gt Mj SensBEEF SensCHK SensFISH SensHAM SensMCH SensMTL SensSPG SensTUR lal S Ready You could also create a collection of databases if the table declaration were to give a string expression for the second string in the string list e g table DietSens j in FOOD OUT ODBC TABLES diet amp j amp xls FOOD f min Buy f max This table declaration would create a different Excel spreadsheet for each value in the set FOOD In the same way you could make correspond every member of an indexed collection of AMPL tables to a different data col name within the same exter
66. ect All Selects the entire content of the current editor Find Displays the Find dialog box for specifying search criteria Find Next Finds the next occurrence of the text displayed in the Find box Find Previous Finds the previous occurrence of the text displayed in the Find box Replace Displays the Replace dialog box for specifying search criteria and replacing specified strings poker 9 Table 4 2 Edit Menu Command descriptions Command Description Status Bar Displays the Status Bar Workspace Displays the Workspace Output Displays the Output Notebook Script Bar Display the Script Execution Toolbar Full Screen Displays the active file in full screen mode OpFriRisk SYSTEMS Prompt Command AMPL command line Table 4 3 View Menu Command descriptions Description Set Active Project When several projects are open remembers the project selected in the Project Tree as the active one Add To Project To insert a model data database or script files to the project Ampl Settings To change the AMPL settings Insert New Project To insert a new project into the opened workspace Insert Existing Project To insert an existing project into the opened workspace Table 4 4 Project Menu Command descriptions Command Description Table 4 5 Solver Menu Command descriptions Command Description Table 4 6 Build Menu Command descriptions OpHRISK SYSTEMS 14 Command Description Future
67. ements would be as follows Case 1 For a Microsoft Access table in a database file diet mdb located in the TABLES directory Table Foods IN ODBC TABLES diet mdb FOOD FOOD cost f min f max OptiRisk D SYSTEMS Case 2 For a Microsoft Excel table in a database file diet xls located in the TABLES directory Table Foods IN ODBC TABLES diet xls FOOD FOOD cost f min f max Case 3 For an ASCII text table in a file Foods dat located in the TABLES directory Table Foods IN TABLES Foods dat FOOD FOOD cost f min f max Where no details are given the table is read by default from the ASCIT text file using AMPL s built in text table handler For these built in table handlers for text and binary files the table declaration s string list contains at most one string identifying the external file that contains the relational table If the string has the form filename tab the file is considered to be an ASCII text file If the string has the form filename bit the file is considered to be a binary text file If no string list is given a text file table name tab is assumed Solve and Display Results After solving our Diet problem example we obtain the following solution file AmplStudio Modeling System Copyright c 2003 2004 Datumatic Ltd MODEL STATISTICS Problem name diet Model Filename Diet mod Data Filename Diet2a dat Date 213932
68. en the suffix name and suffix name num values as in the following example suffix iis symbolic OUT option iis table 0 non not in the iis low at lower bound fix fixed upp at upper bound w LO BI HL Each line of the table consist of an integer value a string value and an optional comment The optional n out qualifier determines how suffix values interact with the solver In out Handling of suffix values IN written by AMPL before invoking the solver then read in by solver OUT written out by solver then read by AMPL after the solver is finished INOUT both read and written as for IN and OUT above LOCAL neither read nor written Alternating between Models We have seen earlier how AMPL commands can be set up to run as programs that perform repetitive actions In several examples a script solves a series of related model instances by including a so ve statement inside a loop The result is a simple kind of sensitivity analysis algorithm programmed in AMPL s command language Much more powerful algorithmic procedures can be constructed by using two models An optimal solution for one model yields new data for the other and the two are solved in alteration in such a way that some termination condition must eventually be reached To use two models in this manner a script must have some way of switching between them Switching can be done with previously defined AMPL features or more
69. enloc VLDE E stoch L Model Data C3 Database 3 Script model stoch mod 7 stoch run data stoch dat E readme stock txt 8 variables Needs licence for variables gt 300 8 variables2 option solver minos E PostSolve cmd option solver afortmp H egypt HG cut option omit_zero_rows 1 option display eps 000001 FieView F ModeWiew Modelview F SolverView 3 The script file can be run in one go by using Start Debug Script gt Run script submenu under the Build menu or the IE button on the script bar SIE Tools Stochastic Window Help fel Build Model Ctrlt F7 M A amp B jild Data tri F8 Rebuild All FLABEME M Clean CHASTIC PROGRAMM NG BENDERS DECOME fee SolveProblem O L Start Debug Script E Run Script Ctri F5 3 robler qd Go F5 2ave Solution f cir Load Solution Generate MPS file ont 4 To step through the script file use Start Debug Script gt Go submenu from the Build menu or the button from the script bar OptiRisk SYSTEMS Build Tools Stochastic Window Help s Build Model Ctrl F7 amp wal PLEX amp Build Data tr F8 Rebuild All gt agg M Clean CHASTIC PROGRAMM NG BENDERS DECOMI 4 Solve Problem F9 Start Debug Script Save Problen DILICIOn Load Solution Generate MPS File opt_ AMPL studio then step
70. erensserenasesssaees 117 Manipulating character Strings ussuosidi alae eodein astu hee taion chofer wai 118 Interactions with Solvers us cossdassasuccuisusus sias u e raso etu sav s CSiuve sensn cS ErRE E cen 119 Presove annsna or BOREAM NDA DUO DDR DUE A Ea OdS 119 Retrieving results from SOIVGES acsi ase teer phs eta reda zie rea prPau dag EPRS ria FRPRE MA PAN KSS eA 121 Exchanging information with Solvers via suffixes seeeeeeeeeeeeeee 124 Chapter 9 Scripts Debugging amp Tracing in AMPL Studio 128 cago e 128 Debugging and Tracing step by step walk through example 129 Appendix A Installation and Licensing 136 OptiRisk f SYSTEMS Chapter 1 Acknowledgements of Contributions AMPL Studio and AMPL components have been designed and developed by Dr Mustapha Sadki and are the property of Datumatic Ltd UK AMPL Studio and AMPL components have been produced through a business partnership between Datumatic Ltd and UNICOM Consultants trading as OptiRisk Systems who are the distributors for AMPL Studio We would like to thank Dr Patrick Valente who has worked closely with Dr Mustapha Sadki to design and implement the Stochastic Extensions of AMPL known as SAMPL which is embedded within AMPL Studio We similarly would like to acknowledge Professor Robert Fourer of Northwestern University and Dr David Gay formerly
71. ext pass if any The break statement completely terminates a or or repeat loop sending control immediately to the statement following the end of the loop Stepping through a script step next skip If we suspect that a script might not be doing what we want it to do we can tell AMPL to step through it one command at a time This facility can be used to provide an elementary form of symbolic debugger for scripts OptiRisk B SYSTEMS To step through a script that does not execute any other scripts reset the option single step to 1 from its default value of 0 For example ampl option single step 1 ampl commands steelT sa7 steelT sa7 2 18 data 2 ampl The expression steelT sa7 2 18 gives the filename line number and character number where AMPL has stopped in its processing of the script It is followed by the beginning of the next command data to be executed On the next line we are returned to the amp1 prompt The 2 in front indicates the level of input nesting 2 means that execution is within the scope of a commands statement that was in turn issued in the original input stream At this point we may use step command to execute individual commands of the script If step is followed by a number that number of commands will be executed 2 ampl step steelT sa7 4 36 option To help through lengthy compound statement for repeat or if AMPL provides alternatives to step The next com
72. ey words will be in blue and the numbers in red Step 1 Now write your AMPL model in this window OptiRisk i SYSTEMS EH AmpIStudio StepByStep1 TER e File Edit View Project Solver Build Tools Stochastic Window Help B Model Entities Browser x K var Y 2 3 Workspace NIA wampl 1 project s var StockA 1000 4 StepByStepi var StockB lt 2000 Model var StockC lt 1250 eB StepByStep1 mod var StockD lt 2500 Data E StepByStep1 dat OBJECTIVES Database Script minimize minimize Risk 10 5tockA 3 5 StockB 4 StockC 4 5tockD E FileView id Modelview Ot 4 file C Program Files AmplStudio Modeling System b 1 6 Bin NIA StepByStep1 mod line 36 offset 412 syntax error line 38 Cok0 Step 2 To check the syntax of your model choose Build Model menu from Build menu Build Menu Rebuild All F7 p amp Clean Start Debug gt Save Problem lust Load Solution Generate MPS File If any syntax errors occurred then the appropriate error messages will be displayed in the Console Window In the above model displays the following syntax error OptiRisk SYSTEMS E AmpIStudio StepByStep1 Qi Fie Edit view Project Solver Os c ae yo x g2 Build Tools Stochastic Window Help amp 2cmm em RA Cu w See 2 X 5 Workspace NIA wampl 1 project s M StepByStepi Model E31 StepByStep1 mod E Data E step
73. ffix is defined by a statement consisting of the keyword suffix followed by a suffix name and then one or more optional qualifiers that indicate what values may be associated with the suffix and how it may be used The suffix statement causes AMPL to recognize suffixed expression of the form component name suffix name where component name refers to any currently declared variable constraint or objective The definition of a suffix remains in effect until the next reset command or the end of the current AMPL session There are a few optional qualifiers of the suffix statement and they may appear in any order The optional type qualifier in a suffix statement indicates what values may be associated with the suffixed expressions with all numeric values being the default Suffix type Values allowed None specified Any numeric value Integer Integer numeric values Binary Oori Symbolic Character strings listed in option suffix name_table All numeric valued suffixed expressions have an initial value of 0 Their permissible values may be further limited by one or two bound qualifiers of the form gt arith expr OptiRisk i SYSTEMS lt arith expr Where arith expr is any arithmetic expression not involving variables For each symbolic suffix AMPL automatically defines an associated numeric suffix suffix name num An AMPL option suffix name table must then be created to define a relation betwe
74. gument that begins at the position given by the second argument it has the length given by the third argument or extends to the end of the string if no third argument is given An empty string is returned if the second argument is greater than the length of the first argument or if the third argument is less than 1 AMPL provides two other functions sub and gsub that look for the second argument in the first like match but that then substitute a third argument for either the first occurrence sub or all occurrences gsub found Interactions with Solvers We briefly discuss the mechanisms used by AMPL to control and adjust the problems sent to solvers and to extract and interpret information returned by them Presolve AMPL s presolve phase attempts to simplify a problem instance after it has been generated but before it is sent to a solver It runs automatically when a solve command is given or in response to other commands Any simplifications that presolve makes are reversed after a solution is returned so that one can view the solution in terms of the original problem Thus presolve normally proceeds silently behind the scenes Its effects are only reported when we change option show stats from its default value of 0 to 1 We can determine which variable and constraints presolve eliminated by testing to see which variables constraints have a status of pre ampl print j in 1 nvars var jl status pre
75. gure 4 41 Displaying the rate Parameter OptiRisk 4o SYSTEMS Step 3 Now Expand the Variable node and Double Click on the Make Variable The AMPL Studio Display Window displays the Make variable value as shown below HlAmpiStudio steel solution txt BEK File Edit view Project Solver Build Tools Stochastic Window Help A x E ol CLIE els un eric amp Ale AAA Model Entities Browser i 8 Workspace MyFirstAMPLWorkspace war MODEL STAT ERA steel 3 Parameters Problem na _ Model File t Data File C3 variables Date v EEE Time H E Constraints Total time Problems Constraint CQ Objectives S Constrai lt Variables B FileView FileView H ModelView x bands 6000 coils 1400 lt Console 5h Debug B Solutions Ed Timing Memory Lo For Help press F1 Line 29 Coli Figure 4 42 Displaying the Make Variable Optikisk SYSTEMS 47 Solving the project with the Script In the previous sections you have solved the steel project During the Solution process you have gone through a number of steps like Build Model Build Data Selecting the Solver etc to generate the solution This process can be automated by creating a script file The following steel sal script file was written to automate what we have done during the previous section In this case we use CPLEX solver to solve the steel problem F Ampl
76. hare Annual rate of return Risk measure per invested Table Financial Data The risk measure indicates the relative uncertainty associated with the stock in terms of it realising the projected annual return higher values indicate greater risk National s top management has stipulated the following investment guidelines 1 The annual rate of return for the portfolio must be 9 2 No one stock can account for more than 50 of the total sterling investment They request you to find the investment decisions Formulating the Problem into Mathematical Form In this problem we need to find the number of stocks A B C and D need to be bought with the provided guidelines and with minimum risk OptiRisk T SYSTEMS Now this problem needs to be presented in the mathematical form This will involve three steps 1 Formulate an LP that minimises risk 2 Identifying the Decision Variables The decision that National faces is to decide how much of each stock to buy Let x be the number of shares of stock A bought x be the number of shares of stock B bought x be the number of shares of stock C bought x be the number of shares of stock D bought 3 Determine the values of these four variables in order to minimise National s risk Identify the Objective Function In our example we wish to minimise risk We risk 0 10 on each pound invested in stock A similarly for stock B the risk is 0 07 per pound for stoc
77. he bounds specified in gt and lt phrases of var declarations but also certain bounds that were deduced from the constraints by AMPL s presolve phase OptiRisk B SYSTEMS The suffixes b body and ub on constraints give the current values of these parts of the constraints while the suffix s ack refers to the difference between the body and the nearer bound Dual values and reduced costs Associated with each constraint in a linear program is a quantity variously known as the dual variable marginal value or shadow price In the AMPL command environment these dual values are denoted by the names of the constraints without any qualifying suffix For example let there be a collection of constraints named Demand subject to Demand j in DEST p in PROD sum i in ORIG Trans I j pl demand j p and a table of dual values associated with these constraints can be viewed by ampl display Demand Demand bands coils plate DET 201 190 714 199 FRA 209 204 211 FRE 266 2 273 714 285 LAF 201 2 198 714 205 STL 206 2 207 714 216 JIN 200 190 714 198 A nearly identical concept applies to the bounds on a variable The role of the dual value is played by the variable s so called reduced costs which can be viewed from the AMPL command environment by use of the suffix rc Details about dual values and reduced costs can be found in AMPL book and in standard linear programming textbooks Ot
78. her display features for models and instances Displaying model components the show command show command lists the names of all components of the current model ampl model example mod ampl show parameters demand limit sets DEST ORIG PROD variables use cost constraints Demand su OptiRisk B SYSTEMS objective Total cost checks one called check 1 The display may be restricted to one or more types ampl show vars variables use cost The show command can also display the declarations of individual components ampl show Total cost minimize Total cost sum J in ORIG j in DEST p in PROD demand p use i j Since the check statements in a model do not have names AMPL numbers them in the order they appear Displaying model dependencies the xref command The xref command lists all model components that depend on a specified component either directly by refereeing to it or indirectly by referring to its dependents If more than one component is given the dependents are listed separately for each Example ampl xref demand Trans 2 entities depend on demand check 1 Demand 5 entities depend on Trans Total_Cost Supply Demand Multi Mini Ship In general the command is simply the keyword xref followed by a comma separated list of any combination of set parameter variable objective and constraint names Displaying model instances the expand c
79. i NUTR j in FOOD lt amt i j j gt The key spec i NUTR associates the first table column with the set NUTR The data spec j in FOOD lt gt causes AMPL to generate an individual data spec for each member of the set FOOD The result would be as displayed in Figure 7 19 OptiRisk 7 SYSTEMS Microsoft Excel diet xls BAX File Edit View Insert Format Tools Data Window Help Adobe PDF Zum x Deka 44Y BRAJ nao amp x 521 g 10 BO dietAmts BH NUTR R S T U V Ww X Y Z AA m q M 4h n food Ready Sum 13366 Figure 7 19 Indexed collection of data columns A similar approach works for writing two dimensional tables Standard and Built in Table Handlers To work with external database files AMPL relies on table handlers These are add ons usually in the form of shared or dynamic link libraries that can be loaded as needed AMPL Studio is distributed with a standard table handler that runs under Microsoft Windows and communicates via the Open Database Connectivity ODBC application programming interface it recognizes relational tables in the formats used by Access Excel and any other application for which and ODBC driver exists on your computer As you have seen in the previous examples AMPL communicates with handlers through the string list in the table declaration The form and interpretation of the string list are specific to each handler The general form of the string
80. iables ones that reflect the tightening of the bounds implied by constraints that presolve eliminated and ones that reflect further tightening deduced from constraints that presolve could not eliminate The problem has the same solution with either set of bounds but the overall solution time may be lower with one or the other depending on the optimization method in use and the specifics of the problem Some other variables to control presolve effects var bounds set it to 2 to pass the second set of bounds to the solver For integer variables AMPL rounds any fractional lower bounds up to the next higher integer and any fractional upper bounds down to the next lower integer To prevent the inaccuracies of finite precision computation AMPL subtracts the value of option presolve inteps from each lower bound and adds it to each upper bound If increasing this value to the value of option presolve_intepsmax would make a difference to the rounded bounds of any of the variables AMPL issues a warning To examine first and second set of presolve bounds we can use suffixes lb1 and ub1 and lb2 and ub2 respectively The suffixed lb and ub give the bound values currently passed to the solver based on current values of options presolve and var bounds Detecting infeasibility in presolve OptiRisk T SYSTEMS Presolve can determine many conditions that can make the problem infeasible a b aS C d e
81. igating around and the method of working within the AMPL studio are explained A simple outline and explanation of the AMPL modelling language is given in Chapter 5 In Chapter 6 a step by step work through tutorial is provided and the concepts of Workspace Projects Model File simple data connection solution and display of results are illustrated Chapter 7 explains the connectivity with data and databases input and output of scalar data items and data table are explained Chapter 8 describes the advanced features of AMPL language Chapter 9 outlines scripts debugging and tracing features of AMPL Studio the step through debugging is a uniquely attractive feature of the studio OptiRisk SYSTEMS Chapter 4 Overview of AMPL Studio AM When comma shows PL Studio Main Window you launch AMPL Studio the Main window appears All tasks and nds for using AMPL Studio are carried out from this window Figure 4 1 the Main window with three opened files steel dat steel mod and diet_solution txt Menu Bar Tool Bar Execution Tool Bar Work Space Output Notebook Amp Studio diet solution txt E fex 4 steel CI Model DB steel mod Data C steel dat CJ Database Script AmplStudio Modeling System Copyright c 2C d O readme txt EJ disp v lt gt MODEL STATISTICS 8 FieView Wa Modehiew SolverView x FortMP 3 2j LP OPTIMAL SOLUTION Objective 118 059503
82. in this manual are distributed with the product This way the reader will not have to create these files from scratch but just open them once AMPL Studio is launched Opening an Existing Workspace To open existing workspaces do the following Step 1 Choose the Open Workspace from the File Menu New Ctrl N fe Open Ctrl o Close New Workspace amp Open i neca Save Warkspace Close Workspace Ll Save Ctrl 5 Save Bs Save All Print Ctrl P Print Setup p Send Mail Recent File gt Recent Workspaces gt Exit Figure 4 13 Open Workspace from the File Menu OptiRisk 7 SYSTEMS Step 2 AMPL Studio then displays a standard Open File dialog box in order to select the file that corresponds to the workspace we want to open Open Workspace Look in B Bin M er Exe CQMyWorkSpace TABLES Dbworkspace wampl Myworkspace wampl S Scriptworkspace wampl File name Myworkspace wampl Files of type Ampl Workspace 7 Cancel Figure 4 14 Choosing AMPL Workspace File Select from the directory AMPL Studio Installed Directory bin and choose the workspace name Myworkspace wampl and click on the Open button 4 j If you have recently used the workspace you can uiis alternatively select it from the Recent Files submenu OptiRisk di SYSTEMS The AMPL studio will open the workspace and displays it in the workspace window as shown below ElAmpiStudio Diet mod File Edit vie
83. including essentially all set valued and numeric valued expressions Moreover whereas the table rows to be read are those of some existing table the rows to be written must be determined from AMPL expressions in some part of a table declaration Specifically rows to be written can be inferred either from the data specs or from the key spec Each of these alternatives uses a different syntax Writing rows inferred from the data specifications If the key spec is simply a bracketed list of the names of key columns key col name key col name then the table declaration works similar to the display command except that all the items listed in the data specs must have the same dimension In the simplest case the data specs are the names of model components indexed over the same set For instance in our Diet problem example the table declaration and the write table command table Foods OUT ODBC TABLES diet xls FoodsOut FOOD f min Buy f max write table Foods would have as a result a new range named FoodsOut as shown in Figure 7 10 Microsoft Excel diet xls BAX File Edit View Insert Format Tools Data Window Help Adobe PDF lS x OSHA SRY BAST O err 1 MD FoodsOut FOOD 2 5 360614 2 2 10 10 10 9 306053 2 Ready Sum 146 6666667 Figure 7 10 Output table range FoodsOut in Excel OptiRisk i SYSTEMS Tables of higher dimensional sets are handled in the same way with
84. inue for statement executes a statement or collection of statements once for each member of some set For example model steelT mog data steelT dat for 1 4 solve display Total_Profit gt steelT sens option display 1col 0 option omit zero rows 0 display Make steelT sens display Sell steelT sens option display 1col 20 option omit zero rows 1 display Inv steelT sens let avail 3 avail 3 5 The for statement can be iterated over any set also Between the opening and closing brace of for statement we can place other statements like let print printf etc Iterating subject to a condition the repeat statement A second kind of looping construct the repeat statement continues iterating as long as some logical condition is satisfied Generally the repeat statement has the one of the following forms as illustrated repeat while condition repeat until condition repeat while condition repeat until condition The loop body here indicated by must be enclosed in braces Passes through the loop continue as long as the while condition is true or as long as until condition is false A condition that appears before the loop body is tested fore ev if a while condition is fal r an _unti condition is tr for OptiRisk dii SYSTEMS the first pass then the loop body is never executed A condition that appears after th
85. iving an indexing expression after the constraint name The constraint Time for example is generalized in the subsequent example to say that the production time may not exceed the time available in each processing stage s subject to Time s in STAGE sum p in PROD 1 rate p s Make p lt avail s The indexing expression in a constraint declaration should specify a dummy index for each dimension of the indexing set AMPL s algebraic description of a constraint may consist of any two linear expressions separated by an equality or inequality operator linear expr lt linear expr linear expr linear expr linear expr linear expr While it is customary in mathematical descriptions of linear programming to place all terms containing variables to the left of the operator and all other terms to the right AMPL imposes no such requirement AMPL also allows double inequality constraints The permissible forms for a constraint of this kind are const expr linear expr const expr const expr linear expr const expr OptiRisk B SYSTEMS where each const expr must contain no variables The effect is to give upper and lower bounds on the value of the 1inear expr The example below gives the AMPL model and data files for the symbolic algebraic model considered in the beginning of this chapter set P param a j in P param b param c j in P param u j in P var x j in P maximi
86. k C it is 0 05 and for stock D the corresponding risk is 0 08 Thus if we buy x shares of stock A we have a risk exposure of 0 10 100 x since each share costs 100 Similarly if we buy x shares of stock B we risk 0 07 50 x while for stocks C and D the risk measures are 0 05 80 x and 0 10 40 x Therefore this leads to the following quantity that we wish to minimise Risk 0 10 100 x 0 07 50 x 0 05 80 x 0 10 40 x Identifying the Constraints The first constraint concerns the budget That is we can t invest more than the money we have available This leads to the following constraint 100 x 50 x 80 x 40 x lt 200000 The second constraint concerns the rate of return of the portfolio and is as follows 100 0 12 x 50 0 08 x 80 0 06 x 40 0 10 x 200000 09 Finally the cash investment in any one stock cannot exceed 50 of the total investment 100 x lt 100000 OptiRisk SYSTEMS 50 x x 100000 80 x lt 100000 40 x lt 100000 andx 20 x 20 x20 x20 Translating the Mathematical Problem into AMPL Model AMPL is mainly an algebraic language That means it follows the algebraic syntax used in the mathematical representation of the problems AMPL s main keyword declarations are set param var and maximize minimize Since AMPL deal with plain text files the above problem can be rewrite as the following AMPL model as follows Where x X2 x3 and x4 are replaced with the most sui
87. l 100 Tue2 78 Tue3 52 Wedl1 100 Wed2 78 Wed3 52 In compact format Required Fril 100 Monl Fri2 78 Mon2 Fri3 52 Mon3 100 78 52 Satl 100 Thu2 78 Tue2 78 Wed2 78 Sat2 78 Thu3 52 Tue3 52 Wed3 52 Thul 100 Tuel 100 Wedl 100 Numeric Options for display The numbers in a table or list produced by display are the results of a transformation from the computer s internal numeric representation to a string of digits and symbols AMPL s options for adjusting this transformation are shown in the table below along with their default values The options falls under two categories Options that affect only the appearance of numbers and options that affect the underlying solutions values as well Option Details display eps Smallest magnitude displayed different from zero 0 display precision Digits of precision to which displayed numbers are rounded full precision if 0 6 display round Digits left or if negative right of decimal place to which display numbers are rounded overriding display precision solution precision Digits of precision to which solution OptiRisk _ SYSTEMS values are rounded full precision if 0 0 solution round Digits left or if negative right of decimal place to which solution values are rounded overriding display precision Other output commands print and printf The print command
88. m other values while the values of variables are determined by an optimizing algorithm Syntactically variable declarations are the same as the parameter declaration defined earlier except that they begin with the keyword var rather than param The meaning of qualifying phrases within the declaration may be different however when these phrases are applied to variables rather than to parameters Phrases beginning with gt or lt are by far the most common in declarations of variables for linear programs For example var Make p in PROD gt 0 lt market p The declaration creates an indexed collection of variables Make p one for each member p of the set PROD the rules in this respect are exactly the same as for parameters The effect of the two qualifying phrases is to impose a restriction or constraint on the permissible values of the variables Specifically gt O0 implies that all of the variables Make p must be assigned non negative values by the optimizing algorithm while the phrase lt market p says that for each product p the value given to Make p may not exceed the value of the parameter market p In general either gt or lt may be followed by an arithmetic expression in previously defined sets and parameters and currently defined dummy indices The values following gt and lt are lower and upper bounds on the variables An phrase in a variable declaration gives rise to a definition
89. mand steps past a compound command rather than into it Typing next n step past n commands in this way The commands skip and skip n works like step and step n except that they skip the next 1 or n commands in the script rather than executing them Manipulating character strings String functions and operators amp length match substr sub gsub The concatenation operator amp takes two strings as operands and returns a string consisting of the left operand followed by the right operand For example ampl model diet mod ampl data diet2 dat ampl display NUTR FOOD set NUTR A B1 B2 set FOOD BEEF CHK FISH ampl set NUTR FOOD setoff i in NUTR j in FOOD i amp amp j ampl display NUTR FOOD set NUTR FOOD A BEEF Bl BEEF B2 BEEF A CHK B1 CHK B2 CHK A FISH B1 FISH B2 FISH Numbers as arguments to amp are automatically converted to strings Numeric operands are always converted to full precision OptiRisk i SYSTEMS The length string function takes a string as argument and returns the number of characters in it The match function takes two string arguments and returns the first position where second appears as a substring in the first or zero if the second never appears as a substring in the first The substr function takes a string and one or two integers as arguments It returns a substring of the first ar
90. mpl display sin 1 2 cos 1 2 Sin 1 2 cos 1 2 1 The major use of display however is to show whole indexed collection of data For one dimensional data parameters or variables indexed over a simple set AMPL uses a column format For example if avail is indexed over some set the use of display would work as ampl display avail avail reheat 35 roll 40 For two dimensional parameters or variables indexed over a set of pairs or two simple sets AMPL forms a list for small amounts of data or a table for larger amounts The display command can show the value of any arithmetic expression that is valid in AMPL model Single valued expression poses no difficulty as in the case of these three profit components indexed over say set PROD and some set representing time period ampl display sum p in PROD t in 1 T revenue p t sell p t l OptiRisk o SYSTEMS sum p in PROD t in 1 T revenue p t sell p t 787810 Suppose however we want to see all the individual values of revenue p t sell p t Since we can type display revenue sell to display the separate values of revenue p t and sell p t we might want to ask for the products of these values by typing ampl display revenue sell syntax error context display revenue gt gt gt lt lt lt sell AMPL does not recognize this kind of array arithmetic To display an indexed collection of expressions we mu
91. nal database and same relational table OptiRisk T SYSTEMS table DietSens j in FOOD ODBC TABLES diet xls FOOD Buy Buy amp Jj This table declaration would create a different column for each member of the set FOOD within the same table DietSens Indexed collections of data columns Due to the natural correspondence between data columns of a relational table and indexed collections of entities in an AMPL model each data spec in a table declaration normally refers to a different AMPL parameter variable or expression However occasionally the values for one AMPL entity are split among multiple data columns In this case we can define a collection of data columns one for each member of a specified indexing set The general form for specifying an indexed collection of table columns is the following indexing expr lt data spec data spec gt Each data spec has any of the forms previously seen For each member of the set specified by the indexing expr AMPL generates one copy of each data spec within the angle brackets lt gt The indexing expr also defines one or more dummy indices that run over the index set These indices are used in expressions within the data specs and also appear in string expressions that give the names of columns in the external database In our Diet problem example if we have the following table declaration table dietAmts IN ODBC TABLES diet xls
92. ng gt filename creates a new file by that name or overwrites any existing file of the same name Subsequent commands add to the end of the file until the end of session or a matching close command ampl close multi out To open a file and append output to whatever is already there rather than overwriting use instead of Output logs The log file option instructs AMPL to save subsequent commands and responses to a file The option s value is a string that is interpreted as a filename ampl option log file multi tmp The log file collects all AMPL statements and the output that they produce Setting log file to the empty string turns of writing to the file OptiRisk Uf SYSTEMS Limits on messages By specifying option eexit n where n is some integer we determine how AMPL handles error messages If n in not zero any AMPL statement is terminated after it has produced abs n error messages a negative value causes only the one statement to be terminated while a positive value results in termination of the entire AMPL session The default value for eexit is 10 Setting it to 0 causes all error messages to be displayed Command Scripts A scriptis a sequence of commands captured in a file to be used and re used Running scripts include and commands AMPL provides several commands that cause input to be taken from a file The command include filename is replaced by the contents of the named file
93. objectives are dropped and similarly any dropped Fill constraints are restored while all other declared constraints are dropped Any problem statement that refers to only one problem has the effect of making that problem current We can display the current problem by using command problem ampl model cut mod ampl data cut dat ampl problem problem Initial The current problem is always Jn tia until other named problems have been defined The show command can give a list of the named problems that have been defined ampl show problems problems Cutting opt Pattern Gen We can also use show to see the variables objectives and constraints that make up a particular problem or indexed collection of problems and use expand to see the explicit objectives and constraints of the current problem after all the data values have been substituted OptiRisk s SYSTEMS Named environments In the same way that there is a current problem at any point in an AMPL session there is also a current environment Whereas a problem is a list of non fixed variables and non dropped objectives and constraints an environment records the value of all AMPL options By naming different environments a script can easily switch between different collections of option settings At the start of an AMPL session the current environment is named Zn tia and each subsequent problem statement that defines a new named problem also defines a
94. ocesses the complete script file and displays the final results OptiRisk i SYSTEMS El AmplStudio stoch run DI Fie Edt View Project Solver Buld Tools Stochastic Window Help Os SMBS O MAR AKAD ASA B OSs ARO her gl Model Entities Browser j diet cplex options solve Sub C diet Afortmp_options printf sn E variables name n B PostSolve cmd if Stage2 Profit lt Min Stage2 Profit 0 00001 then Pag unlocid let GAP min GAP Min Stage2 Profit Stage2 Profit i troc option display lcol 0 stoch disploy GAP Make Sell Inv C Model let nCUT nQUT 1 Dota let eut type nCUT point C3 Database let t in 2 T s in SCEN time price t s nCUT Time t s dual Q3 Script 3 let p in PROD s in SCEN bal2 price p s nCUT Balance2 p s 3ual tm let p in PROD t in 2 T s in SCEN C readme stock b sell lim price p t s nCUT Sell p t s urc E variables BD variablesz else break 8 PostScive cind a EF egypt printf nRE SOLVING MASTER PROBLEM n n E Fievien F ModeNiew Sclveview 2520 2500 14500 4508 4200 1658 4200 200 RE SOLUING MASTER PROBLEM Presolue eliminates 8 constraints and 54 variables fidjusted problen 7 variables all linear constraints all linear 11 nonzeros 1 linear objective 7 nonzeros FortMP 3 2j LP OPTIMAL SOLUTION Objective 585787 7143 Lie Cok60 OpriRisk E Appendix A Installation and Licensing Use
95. of Lucent Technologies for their invaluable advice and comments in the realisation of AMPL Studio We thank Mr Frank Ellison who is the principal architect of FortMP he has implemented AMPL driver for FortMP We acknowledge the help of Dr Bob Bixby Dr Irv Lusting and Mr Marc Marshall of ILOG for making the business arrangement which enables us to resell CPLEX with AMPL and AMPL Studio We extend our thanks to Professor Antonio Alonso Ayuso of the University of Rey Juan Carlos Madrid and Dr Cormac Lucas of Brunel University for their extensive testing of the system and valuable feedback Other Acknowledgements e The Computational Optimisation and Modelling Group is now part of CARISMA The Centre for the Analysis of Risk and Optimisation Modelling Applications Brunel University London UK e AMPL Studio is a trademark of Datumatic Ltd UK e AMPL is a trademark of AMPL Optimization LLC USA e FortMP FortSP are trademarks of UNICOM Consultants trading as OptiRisk Systems e CPLEX is a trademark of ILOG Inc Dr Gautam Mitra Dr Mustapha Sadki Dr Kula Kularajan and Dr Belen Dominguez Ballesteros January 2005 OptiRisk gt SYSTEMS Chapter 2 Scope and Purpose The Scope This document is designed to serve both as a user guide and as a reference manual We assume the user of AMPL Studio has a basic understanding of Linear Programming LP and some experience of using AMPL which is connected to an app
96. ommand In checking a model and its data for correctness we may want to look at some of the specific constraints that AMPL is generating The expand command displays all constraints in a given indexed collection or specific constraints that OptiRisk i SYSTEMS 1400 EV FRA ampl model example mod ampl data example dat ampl expand Supply subject to Supply GRAY Trans GRAY FRA GRAY LAN Trans GARY WIN subject to Supply CLEV Trans C CLEV LAN Trans CLEV WIN 2600 Trans GRAY DEN t Trans CL Trans EV DE Trans Similarly objectives can also be expanded When expand is applied to a variable it lists all of the nonzero coefficients of that variable in the linear terms of objectives and constraints When a variable also appears in nonlinear expressions within an objective or constraint the term 7on inear is appended to represent those expressions The command expand alone produces an expansion of all variables objectives and constraints in a model Generic synonyms for variables constraints and objectives Synonym Details _nvars Number of variables in the current problem _ncons Number of constraints in the current problem _nobjs Number of objectives in the current problem _varname 1 _nvars Names of variables in the current problem _conname 1 _ncons
97. onzeros NN PK ER Console i Timing Memory L Display Figure 4 38 AMPL Console message for reading steel mod and steel dat file Solving the Problem Now the Model and Data files are read and the Solver is selected In order to solve the problem do the following steps Step 1 Click on the button on the Execution Toolbar to solve the problem You can also select the Solve Problem Menu from the Build Menu amp l Build Model Ctr F7 amp Build Data Ctri F8 Rebuild All F7 DX Clean Solve Problem Start Debug gt Save Problem Load Solution Generate MPS file OptiRisk SYSTEMS The AMPL Studio will solve the steel problem using FortMP Solver and display the solution file in the editing area EH Amp Studio steel_solution e File Edit View Project Solver Build Tools Stochastic Window Help cmm m amp E RIA 3 Workspace MyFirstAMPLWorkspe MODEL STATISTICS steel 3 S Model Problem name steel E steel mod Model Filename steel mod Data Data Filename steel dat E steel dat Date 222722005 Database Time 2 14 42 Script Constraints all Nonzeros E readme txt S Constraints oi C disp Variables 2 Nonzeros MyFirstAMPLProject Model E MyFirstAMPLProjet mo SOLUTION RESULT Data E MyFirstAMPLProject di Optimal solution found Database 3 f emia FortMP 3 2j LP OPTIMAL SOLUTION Objective 192000 j x TIME
98. ou have the option to add the model and data template files by choosing the Add template check box Type the model and data template files as MYFirstAMPLModel mod and MyFirstAMPLData dat Click the OK button to add a new project to the workspace OptiRisk i SYSTEMS The AMPL studio will insert the project into the workspace and display it in the workspace window as shown below E Amp Studio MyFirstAMPLProject File Edit View Project Solver Build Tools Stochastic Window Help Du s POs Belo cB RAB Os ADA E s Model Entities Browser i Workspace MyFirstAMPL Workspace MyFirstAMPLProjet i steel 4 Model file name MyFirstAMPLProject i z E gaa T EE DR EET Model MyFirstAMPLProject DER E MyFirstAMPLProjet mod n Data file name Tc Clem dat C Program Files A mplStudio Modeling Sy C Database J Script E Scrip set param gt For Help press F1 Line 8 Col 0 Figure 4 25 New Project View in the AMPL Studio You can now start to write a new model and data files Don t worry about writing the model and Data file at this stage Chapter 5 and 6 will cover this in more detail Activating the Project As you can see the steel project was active 24 before you add your new project When you add the new project AMPL studio assumes the new project is going to be your active project and displays it as below 34 OptiRkisk SYSTEMS Model Entities Browser
99. pl set Y1 1990 2020 by 5 ampl set Y2 2000 2025 by 5 ampl display Y1 union Y2 Y1 inter Y2 set Y1 union Y2 1990 1995 2000 2005 2010 2015 2020 2025 set Yl inter Y2 2000 2005 2010 2015 2020 ampl display Y1 diff Y2 Y1 symdiff Y2 set Yl diff Y2 1990 1995 set Yl symdiff Y2 1990 1995 2025 Set membership operations and functions Two other AMPL operators in and within test the membership of sets As an example the expression B2 Is tr in NUTR ue if and only if the string B2 is a member of the set NUTR The expression MINR EQ within NUTR is true if all members of the set MINREQ are also members of NUTR that is if MINREQ is a Subset of or is same as NUTR AMPL also provides not in and not within which reverses the truth value of their results OptiRisk SYSTEMS The built in function card computes the number of members in or cardinality of a set for example card NUTR is the number of the members in NUTR Indexing Expressions In algebraic notation the use of sets is indicated informally by phrases such as for all i P or for t 1 T or for all j R such that cj gt 0 The AMPL counterpart is the indexing expression that appears within braces An indexing expression is used whenever we specify the set over which a model component is indexed or the set over which a summation runs Since an
100. ropriate solver such as FortMP CPLEX or MINOS In this manual we first introduce basic concepts of using a graphical user interface GUI the GUI incorporates the look and feel as well as a conceptual structure which closely resembles Microsoft s approach to a studio environment The Purpose The purpose of this manual is to introduce this modelling studio environment to an end user analyst who can create maintain and revise AMPL models within the studio environment This manual does not provide an introduction to LP modelling For an introduction to LP modelling the reader is referred to a CARISMA and OptiRisk Systems lecture notes b Text Books by Gautam Mitra GM Paul Williams PW and Linus Schrage LS c AMPL A Modeling Language for Mathematical Programming prepared by Robert Fouer Northwestern University David M Gay AMPL Optimization LLC Brian W Kernighan Princeton University THOMSONS BOOKS COLE USA d Stochastic Programming Lecture Notes Copyright CARISMA and OptiRisk Systems OptiRisk SYSTEMS Chapter 3 Directed Reading The user of AMPL Studio first needs to study the installation and licensing procedure which is explained in Appendix A Chapter 4 contains an overview of AMPL Studio the essential explanation of the main window containing menu bars tool bars also workspaces including file view model view edit area status bar are explained The basic aspects of nav
101. rovided that no other component use it in their declarations The format of the command is simply delete followed by a comma separated list of names of model components ampl model dietobj mod ampl data dietobj dat ampl delete Total Number Diet Min Normally we can not delete a set parameter or variable because it is declared for use later in the model but we can delete any objective or constraint The purge command has the same form but with keyword purge in place of delete It removes not only the listed components but also all components that depend on them either directly or indirectly If we are not sure which components depend on some given component we can use xref command to find out To change any component s declaration we can use redeclare command ampl redeclare param f min FOOD gt 0 integer changes the validity conditions on min The declarations of all components that depend on min are left unchanged as are any values previously read for f min Changing the model fix unfix drop restore The drop command instructs AMPL to ignore certain constraints or objectives of the current model As an example the constraints are subject to Diet Max i in MAXREQ sum j in FOOD amt I j Buy j lt n max i A drop command can specify a particular one of these constraints to ignore drop Diet Max CAL The entire collection of constraints can be ignored b
102. rs should follow the step by step procedure as illustrated by screenshots below to AmpiStudio Modeling System 1 6 setup Choose installation language French France German Germany Polish Russian OptiRisk SYSTEMS 15 AmptStidio Modeling System 1 6 J setup Welcome to the amp mplStudio Modeling System 1 5 J Setup program This program will install AmplStudio Modeling System 1 5 J on your computer It is strongly recommended that you exit all Windows programs before running this Setup program Click Cancel to quit Setup and close any programs you have running Click Next to continue with the Setup program WARNING This program is protected by copyright law and international treaties Unauthorized reproduction or distribution of this program or any portion of it may result in severe civil and criminal penalties and will be prosecuted to the maximum extent possible under law io AmptStudio Modeling System 1 6 J setup Please closely read the following license agreement Do you accept all the terms of the following license agreement OptiRisk 13 j5 AmpiStudio Modeling System 1 6 setup Please closely read the following license agreement Do you accept all the terms of the following license agreement j3 AmpiStidio Modeling System 1 6 J setup Important information about amp mplStudio Modeling System 1 6 J AMPL Studio application demo version ver 1 6 J Build 20070330 Expires on 30 Ma
103. s e Data files Large problems are better organized by separating the model of the problem from the instance data The instance data is stored in a data file or in several data files e Projects AMPL Studio uses the concept of a project to associate a model file with a number of data files The model file declares the data but does not initialise it The data files contain the initialisation of each data item declared in the model The project file then organizes all the related model and data files A project provides a convenient way to maintain the relationship between related files and runtime options for environment e Scripts the Script files contain AMPL Script a script language for AMPL A script handles different models with their data The models and data files are associated in the script itself The following naming conventions are used to indicate these different files mod Used for files containing models dat Used for files containing data instances Sal or run Used for scripts written in AMPL Script ini Used for project files wampl Used for Workspace files Table 4 12 File extensions and descriptions OptiRkisk SYSTEMS 24 In this Chapter and in Chapter 6 we will see how to create project files associate model and data files with the project and then find the solution to the problem using the project file Working in AMPL Studio The model and data files used in the examples
104. s of a set form a table s key column or columns at the same time that parameters indexed over that set are read from the data columns To indicate that a set should be read from a table the key spec in the table declaration is written in the form Set name key col spec key col spec The simplest case involves reading a one dimensional set and the parameters indexed over it In our Diet problem example we have table Foods IN ODBC TABLES diet xls FOOD FOOD cost f min f max OptiRisk a SYSTEMS In this particular case since the key column FOOD is named like the AMPL set FOOD the table declaration could be abbreviated to table Foods IN ODBC TABLES diet xls FOOD IN cost f min f max For the multidimensional case an analogous syntax is used fir reading a multidimensional set along with parameters indexed over it Let s suppose we had in our Diet mod the following sets and parameters set FOOD set NUTR set PAIR within FOOD NUTR param amt PAIR gt 0 In this case we would have a table declaration that might look like table Amounts IN ODBC TABLES diet xls PAIR NUTR FOOD amt Establishing correspondences Sometimes the AMPL model s set and parameter declarations do not necessarily correspond in all respects to the organization of tables in the external relational databases One of the most common differences appears in the names amongst the sets and parameters an
105. s through the script file EY AmplStudio stoch run I Fie Edit View Project Solver Build Tools Stochastic Window Help Model Entities Browser x PK Workspace Scriptworkspace wampl 6 project s a diet STOCHASTIC PROGRAMMING PROBLEM HG trnlocid USING BENDERS DECOMPOSITION Ho tenloc W cuscuecreses eenenscereedcceec ciem Ely stoch E Model HG Data Z3 Database Script model stoch mod Yetoch run Mdata stoch dat E readme stock txt 8 variables Needs licence for variables gt 300 variables2 option solver minos E PostSolve cmd option solver afortmp Hz egypt xg cut option omit_zero_rows 1 8 Fieview FE ModeNiew Of Sclveiview SE AES MV AL ame Ae AMPL Version 20040422 AMPL Studio Evaluation version FA owe EL Nahin m aksine TE Timina Mamen T VY Niendan 5 When using step by step debugging feature Step 4 to proceed a single step analogous to AMPL s step command use Start Debug Script gt Step qi under Build menu or button on script bar OptiRisk T SYSTEMS Tools Stochastic Window Help f Build Model Ctrl F7 amp AEDA AA JEg Doaa EFS fp in PROD invi j i Rebuild All F7 p6 Clean GAP default Inf 3 Solve Problem F9 1 50 printf Start Debug Script RunScript Ctrl F5 Save Problem Save Solution P step F10 Load Solution Next Fil Generate MPS file 34 Stop F12 atct F4
106. sole C display on editor zr Clear before parse or solve C display on console fe ieee oneal Write to log file project_name log Cancel Figure 4 45 AMPL Studio Options Dialog Box AMPL Studio options are divided into Solve Solution Save Options Workspace and Expand Constraints categories OptiRisk T SYSTEMS Using online help Online help can be accessed from the Help Menu You need an Internet connection to access www ampl com Menu from Help Menu Terminating the AMPL Studio Selecting the Exit menu from the File Menu will terminate the AMPL Studio session OptiRkisk SYSTEMS 50 Chapter 5 Introducing AMPL through AMPL Studio Introduction to Models for Linear programming In order to suitably represent the linear programs we make use of mathematical notations We call the compact description of the general form of the problem as a model The fundamental components of a model are e Sets e Parameters e Variables whose values the solver is to determine e An Objective to be maximized or minimized e Constraints that the solution must satisfy The example below shows a symbolic model Given P a set of products a Tons per hour of product j for each j P b hours available at the mill Cj profit per ton of product j for each j P uj maximum tons of product j for each j P Define variables Xj tons of product to be made for each j P Maximize wax jeP a a X
107. st f min f max table outputFoods ODBC TABLES diet xls Foods FOOD Buy Microsoft Excel diet xls File Edit View Insert Format Tools Data Window Help Adobe PDF OSHA SAY SOAS O gt rANU GBD cost f_min 319 2 59 2 29 2 89 1 89 1 99 1 99 2 49 VENNE EYEYE NNN 11 4 food Ready Sum 165 9866667 Figure 7 15 Input Output table range Foods in Excel The user should be careful when using two separate table declarations for input and output from the same table We could have also used the following table declarations table inputFoods IN ODBC TABLES diet xls Foods FOOD FOOD cost f min f max table outputFoods OUT ODBC TABLES diet xls Foods FOOD Buy or similarly table inputFoods IN ODBC TABLES diet xls Foods FOOD FOOD cost f min f max table outputFoods ODBC TABLES diet xls Foods FOOD Buy OUT In this case all the data columns in the external relational table Foods would have been deleted by the write table outputFoods command and you would only find the columns specified in the outputFoods table declaration i e the FOOD and Buy columns OptiRisk SYSTEMS Microsoft Excel diet xls BAX File Edit View Insert Format Tools Data Window Help Adobe PDF lS x D c E amp el tY a amp x amp 2 l dM 45 0 7 11 M4 MIN food FoodsOut NutrsOut Purchases Fast
108. st specify the indexing explicitly ampl display p in PROD t in 1 T revenue p t sell p t revenue p t sell p t tr bands coils T 15000 9210 2 15600 87500 To apply the same indexing to two or more expressions enclose a list of them in parentheses after the indexing expression Formatting options for display The display command uses a few simple rules for choosing a good arrangement of data By changing several options we can control overall arrangement handling of zero values and line width These options are summarized below with their default values Option Details display 1col Maximum elements for a table to be displayed in list format 20 display transpose Transpose tables if rows colums lt display transpose 0 display width Maximum line width 79 gutter width Separation between table columns 3 omit zero cols If not 0 omit all zero columns from displays 0 omit zero rows If not 0 omit all zero rows from displays 0 These options can be used with the keyword option like ampl option display 1col 0 to force the display to a compact form or can be set to a very large number to force the list format OptiRisk 197 SYSTEMS List format amp Compact format example ampl display required required Fril 100 Fri2 78 Fri3 52 Monl 100 Mon2 78 Mon3 52 Satl 100 Sat2 78 Thul 100 Thu2 78 Thu3 52 Tue
109. stribution FortMP is a powerful solver and capable to handle this simple problem Solver Minos Cplex v Logo Neos Cplex Settings FortMP Settings Step 2 Now you can run this problem by choosing the Solve Problem menu from the Build Menu El Build Model Ctr F7 Rebuild All F7 p amp Clean Start Debug gt Save Problem Load Solution Generate MPS file Immediately the problem will be solved and the results will be displayed in the Editing Area OptiRisk 7 SYSTEMS EF Amp Studio StepByStep1 solution DER x e File Edit View Project Solver Build Tools Stochastic Window Help DS SHR M i MES MODEL STATISTICS M StepByStep1 Problem name StepByStepl C3 Model Model Filename StepByStepl mod E stepByStepi mod Data Filename StepByStepl dat Data Date 2 9 2005 Database Time iO S2 Script Constraints ne Nonzeros S Constraints nz Variables 4 Nonzeros SOLUTION RESULT Optimal solution found FortMP 3 2j LP OPTIMAL SOLUTION Objective 14500 gt TIME TAKEN FOR CRASHING 6 66 SECS TOTAL SO FAR 6 62 SECS FEASIBLE BASIS REACHED AFTER ITERATION 1 Invert demand Obj 15588 8 Suminf 8 88888 ITER 2 FORREST TOMLIN ACTIVATED STATUS 3 OPTIMUM SOLUTION FOUND 14566 6 ITER 2 TIME TAKEN FOR PRIMAL 6 65 SECS TOTAL SO FAR 8 87 SECS lt EJ Timing Memory For Help press F1 Line 43 Col 0 Enhance to Data Separated project Creating Da
110. successful invocation and to some system dependent nonzero value otherwise Solver status of objectives and problems Sometimes it is convenient to be able to refer to the solve result obtained when a particular objective was most recently optimized For this purpose AMPL associates with each built in solve result parameter a status suffix Built in parameter Suffix solve_result result solve_result_num result num solve message message solve exitcode exitcode Appended to an objective name this suffix indicates the value of the corresponding built in parameter at the most recent so ve in which the objective was current Solver statuses of variables AMPL provides facilities to let solver return an individual status for each variable The major use of solver status values from an optimal basic solution is to provide a good starting point for the next optimization run The option send statuses when left at its default value of 1 instructs AMPL to include statuses with the information about variables sent to solver at each solve AMPL refers to a variable s solver status by appending sstatus to its name Thus we can print the status of variables with display command OptiRis m SYSTEMS A table of the recognized solver status values is stored in option sstatus table ampl option sstaus table option sstatus table 0 none no status assigned 1 bas basic 2 sup superbasic
111. t cplex options E diet AFortmp options variables name amp PostSolve cmd trnlocid M File Edit View Solver Build Tools Stochastic Window Help D gp cu Set Active Project gt ET amp m amp l Model Entities Bro Add To Project Model 3 Workspace Data diet i Mode Insert New Project bata Insert Existing Project M bietzaraae mn Query command mai To run a script file for the project the script file sa or run file first needs to be opened in AMPL Studio and then by use of ES it can be run OptiRisk SYSTEMS Debugging and Tracing step by step walk through example We illustrate the debugging feature by use of an example We consider the example stoch present under AmplStudio Modeling System 1 6 Examples VScript 1 We load the workspace Scriptworkspace wampl and consider the project stoch x b Workspace Scriptworkspace wampl 6 project s diet trnlocid trnloc egypt2 cut E RET E 31 45 34 4 ty E FileView rd ModeMiew PIS SolveiView 2 We load the stoch run file by double clicking on it OptiRisk 12 SYSTEMS E AmplStudio stoch run J Fie Edt view Project Solver Buld Tools Stochastic Window Help Ds so He m Model Entities T KK Workspace Scriptworkspace wampl 6 project s teea eed M det STOCHASTIC PROGRAMMING PROBLEM ia tenloctd USING BENDERS DECOMPOSITION Hola t
112. t the end of line E Amp Studio StepByStep1 e File Edit View Project Solver Build Tools SSE Window Help FCAR CALEA Browse E var V ons 2 Workspace NIA wampl 1 pr var StockA 1000 StepByStepi var StockB lt 2000 C3 Model var StockC 1250 E stepByStepi mod var StockD lt 2500 Data Database OBJECTIVES Z3 Script minimize minimize Risk 10 StockA 3 5 StockBy 4 StockC 4 StockD CONSTRAINTS HHH subject to subject to Cl 100 StockA 50 StockB 80 StockC 40 StockD lt 200000 C2 12 StockA 4 StockB 4 8 StockC 4 StockD gt 18000 line 29 Cok29 e File Edit View Project Solver Build Tools Stochastic Window Help jn amp s H e e oc m WI AE E o di E GB O0 Ral Bro kovar V ows gt 2 Workspace NIA wampl var StockA 1000 StepByStep1 3 var StockB lt 2000 G Model var StockC 1250 E stepByStept ne var StockD lt 2500 H Data OBJECTIVES FileView T3 Modelv gt C Program Files AmplStudio Modeling System b 1 6XBinXNIRXStepByStep1 mod of variables of constraints of objectives of constraints Jacobian matrix nonzeros of objectives gradient nonzeros Timing Memory For Help press F1 line 38 Colo OptiRisk T Solve and Display Results Step 1 In order to solve the model you need to select the solver By default you will receive FortMP solver with your AMPL studio di
113. ta and Model Files The following is the investment problem exploiting structure OptiRisk SYSTEMS StepByStep2 Data file name C Program Files mplStudio Modeling System h 1 6 Bin set set stocks AB C D param param risk A 0 10 B 0 07 C D 05 D 0 10 return B 0 08 C 0 06 De 010i dreturn 0 09 maxallow q 9 money 200000 OptiRkisk SYSTEMS 72 StepByStep2 set set stocks PARAMETERS HE param param risk i in stocks param price i in stocks param return i in stocks param dreturn param maxallow param money VARIABLES HHH var V 7 var buyamnt i in stocks gt 0 OBJECTIVES HF minimize minimize rsk sum i in stocks risk i price i buyamnt i CONSTRAINTS HF subject to subject to ret sum i in stocks return i price i buyamnt i gt dreturn money investamnt sum i in stocks price i buyamnt i lt money invest i in stocks price i buyamnt 1 lt maxallow money OptiRisk 7 SYSTEMS Solve and Display Results oe AmpiStudio StepByStep2_solution e File Edit View Project Solver Build Tools Stochastic dow Oe COO 282 Imisg amp B Model Entities Browser x Amp1Studio Modeling System Copyright c 2003 24 2 Workspace NIA wampl 2 project ku StepByStep1 E StepByStep2 MODEL STATISTICS B Model
114. table variable names StockA StockB StockC and StockD Minimize Risk 10 StockA 3 5 StockB 4 StockC 4 StockD Variables StockA lt 1000 StockB 2000 Stockc 1250 StockD lt 2500 Subject to 100 StockA 50 StockB 80 StockC 40 StockD lt 200000 12 StockA 4 StockB 4 8 StockC 4 StockD 2 18000 Using AMPL Studio to Solve the Problem Now the AMPL model is ready for the problem Now you open the AMPL studio Create Workspace In order to create a new workspace for NIA s problem create a new workspace with the following steps OptiRisk SYSTEMS Step 1 Choose New Workspace from the File menu File New Ctrl N gr Open Ctrl O Close New Workspace P 4 Open Workspace k Save Workspace Close Workspace ll Save Ctrl S Save As Save All Print Ctrl P Print Setup p Send Mail Recent File gt Recent Workspaces gt Exit Step 2 Write workspace name as NIA and choose your appropriate folder C by clicking the ellipsis button where you want to create your workspace New workspace Workspace name NIA Folder c T R Click OK to create the workspace at your chosen folder OpHRISK SYSTEMS EF Amp Studio File Edit View Project Solver Build Tools Stochastic Window Help Dag c Q5 e 2cljmjimseles m Model Entties Browser ET 2 Workspace NIA 0 project s Amp1Studio Modeling System Beta ver 1 6h
115. tal Profit sum p in PROD t in 1 T sum a in AREA p revenue p a t ia Sell p a t prodcost p Make p t invcost p Inv p tl Within AMPL commands the objective s name refers to its value Although a particular linear program must have one objective function a model may contain more than one objective declaration Moreover any minimize Or maximize declaration may define an indexed collection of objective functions by including an indexing expression after the objective name In these cases we OptiRisk B SYSTEMS may issue an objective command before typing solve to indicate which objective is to be optimized Constraints The simplest kinds of constraint declaration begins with the keywords subject to a name and a colon Even the subject to is optional AMPL assumes that any declaration not beginning with a keyword is a constraint Following the colon in an algebraic description of the constraint in terms of previously defined sets parameters and variables For example subject to Time sum p in PROD 1 rate p Make p lt avail The name of a constraint like the name of an objective is not used anywhere else in an algebraic model though it figures in alternative columnwise formulations and is used in AMPL command environment to specify the constraint s dual value and other associated quantities Most of the constraints in large linear programming models are defined as indexed collections by g
116. the following table declaration to read and write the Foods table table dietFoods ODBC TABLES diet xls Foods FOOD FOOD cost IN f min IN f max IN Buy OUT Buy rc BuyRC OUT j in FOOD Buy j f_max j BuyFrac read table dietFoods write table dietFoods and we would obtain the table as in Figure 7 17 i Microsoft Excel diet xls BAX File Edit View Insert Format Tools Data Window Help Adobe PDF a amp x Dee 46RY BaF o c wrfHiweo gt Foods FOOD as Eas a TT reg dmm ER 1 el 2 FOOD cost f min f max Buy BuyRC BuyFrac 3 BEEF 3 19 2 10 5 350614 4 4E 16 0 536061 4 CHK 2 59 2 10 2 1 188841 0 2 5 FISH 2 29 2 10 2 1 144408 D 2 6 HAM 2 89 2 10 10 0 30265 1 7 MCH 1 89 2 10 10 0 55115 1 8 MTL 1 99 2 10 10 1 3289 1 9 SPG 1 99 2 10 9 306053 0 0 930605 10 TUR 2 49 2 10 2 273162 0 21 11 iale food Ready Sum 173 9354987 Figure 7 17 Input Output table Foods using one table declaration Index Collections of Tables and Columns Sometimes it is convenient to declare an indexed collection of tables or to define an indexed collection of data columns within a table This can be done with the table declaration OptiRisk n SYSTEMS Indexed collections of tables The table declarations can be indexed by following the table name by an optional indexing expr table table name indexing expr p string listop In this case on
117. tput columns If we used an Access database to store our relational tables the relational database for our example might look like Figure 7 5 Amounts Foods az Queries E Forms Reports a Pages Macros Modules Groups Figure 7 5 Access database for the Diet problem Optikisk SYSTEMS 80 As in the Excel spreadsheet case we have three relational tables Foods Nutrients and Amounts The design of the Access relational tables is shown in Figure 7 6 crosoft Access Eile Edit View Insert Tools Window Help G SR s Ba s ols ves IN m E Foods Tabl Amounts Table oot able Text Text Number E Number Number Number Number Number Number Field Properties General Lookup Field Properties Field Size Format General Lookup Input Mask Field Size Caption Format x Default Value Input Masl Validation Rule ae Validation Text Defa t Value i Validation Rule Required im Allow Zero Length vali um Text Indexed icate Requin No Allow Zero Length No Unicode Compression p Indexed Yes Mo Duplicates Unicode Compression No Design view F6 Switch panes F1 Help Figure 7 6 Access Data Tables Design for the Diet problem In this case the relational data would be as below hNJ hJ h O MN hhh Record I T gt t b of 8 Figure 7 7 Access Relational Data in Foods table OptiRisk T SYSTEMS
118. trenectcennnecameneranenncunarteantnarenesneseneremenecannencte 28 Inserting an Existing Project into the Workspace eeeeee 29 Adding a New Project into the Workspace oec pneu eee o ep 32 PRTG esu SPV set 34 Selecting TNE Solver b 37 Setting the Solver ODEOFS sseenasceokencuk atenta xus oet ck tutad ex bebxib RE t beu Un n nts Serb UR C 38 B ild th Model Mmm 42 Solving the Problem odes ada bte Rasa daga S dpt da made occa ame aola edt dS 44 Viewing o l cm M T m 45 Solving THE project with the SCEIDE s uiuo esen rta iete rebas ebat bxE out ela pa IE FFPRE EPA PAS EIAt RERO 48 Setting the AMPE Sbudio OpBEOFISsssiusasto sias Ease Roaaitus Xa didRurioD Roma SE d adotta 49 Beside E 50 Terminating the AMPLE SUIEIIO oiu trta uu tru ta a aatia 50 Chapter 5 Introducing AMPL through AMPL Studio 51 Introduction to Models for Linear programming esee 51 Fundamental Components of AMPL linear programming Model 51 cll MNT 52 Mss sicpte E 55 Vafa bles T M M M tunnels 56 ODJECHVE PERMET Em 57 uli pom 58 Stochastic Extension to AMPL SAMPL 2 5 2 41 tipps inb un cn nba oca RR CHR un r EROS 59 Chapter 6 A Step By Step Walk Through Example
119. uld be the same in both the table declaration and the read command In a similar way we can read the data from the Amounts relational table table dietAmts IN ODBC TABLES diet xls Amounts NUTR FOOD amt OptiRisk 7 SYSTEMS read table dietAmts Reading parameters only To assign values from data columns to like named AMPL parameters it suffices to give a bracketed list of key columns and hen a list of data columns In our Diet problem example in the simplest case where there is only one key column we could write table Foods IN ODBC TABLES diet xls FOOD cost f min f max read table Foods In the same way when we want to read multidimensional parameters the name of each data column must also be the name of an AMPL parameter and the dimension of the parameter s indexing set must equal the number of key columns table Amounts IN ODBC TABLES diet xls NUTR FOOD amt read table Amounts The subscripts given by the key column entries must be valid for the parameters when the values of these parameters are first needed by AMPL but the parameters need not be declared over sets named as the key columns Values of unindexed scalar parameters may be supplied by a relational table that has one row and no key columns so that each data column contains exactly one value The corresponding table declaration has an empty key spec Reading a set and parameters We can read the member
120. ut Ctrl S which means that you can save the active document by clicking the Ctrl key and the S key at the same time The following tables Table 4 1 Table 4 10 list the command found in the menus and provide a description of each command Command New Open Close New Workspace Open Workspace Save Workspace Close Workspace Save Save As Save All Print Print Setup Send Mail Recent File Recent Workspaces Exit Creates a new file Opens a file Closes an opened document Creates a new workspace Opens an existing workspace Saves the current workspace Closes the current workspace Saves the current edited file Saves all the open files Prints a document Selects a printer and printer connection Sends the active document through electronic mail Exits AMPL Studio Optikisk SYSTEMS Saves the current edited file with a new name Displays a list of previously opened documents Displays a list of previously opened workspaces 12 Table 4 1 File Menu Command descriptions Command Description Undo Undoes an unlimited number of nested actions in the current editor Redo Redoes previously undone actions in the current editor unlimited Cut Deletes the selected text from the editor and puts it in the clipboard Copy Copies the selected text from the editor or output window to the clipboard Paste Pastes from the clipboard to the current editor Send Email the opened file Sel
121. varname Jj Inv bands 0 Inv coils 0 ampl print i in 1 ncons con il status pre conname i Init Inv bands Init Inv coils We can then use show and display to examine the eliminated components Activities of the presolve phase OptiRisk il SYSTEMS e AMPL first assigns each variable whatever bounds are specified in its var declaration or the special bounds Infinity and Infinity when no lower or upper bounds are given e The presolve phase tries to use these bounds together with the linear constraints to deduce tighter bounds that are still satisfied by all of the problem s feasible solutions Concurrently presolve tries to use the tighter bounds to detect variables that can be fixed and constraints that can be dropped e Presolve works on a problem in two parts In first part it applies some tests to deduct some bounds on variables and deduce linear constraints In second part there are a series of passes through the problem each attempting to deduce still tighter variable bounds from the current bounds and the linear constraints Controlling the effects of presolve To turn off presolve entirely set option presolve to 0 to turn off the second part only set it to one 1 A higher value for this option indicates the maximum number of passes made in part two of presolve the default is 10 Following presolve AMPL saves two sets of lower and upper bounds on the var
122. w Project Solver Build Tools Stochastic Window Help D e enep 55 Imia E s amp e A 7v OBA EP 3 Workspace Myworkspace wampl 4 project s Diet mod Bad mu Transp wu Net2 24 diet set NUTR set FOOD param cost D gt 0 param f min FOOD gt 0 param f max j in FOOD gt f min j x cost is not a subscripted param error data file Diet2a dat For Help press F1 meo coo Figure 4 15 Opened Workspace in AMPL Studio OptiRisk 7 SYSTEMS Creating a New Workspace To create new workspaces do the following Step 1 Step 2 Choose the New Workspace from the File Menu File Menu New Ctrl N fe Open Ctrl o Close New Workspace X G Open Workspace Save Workspace Close Workspace Ell Save Ctrl S Save As Save All Print Ctrl P Print Setup p Send Mail Recent File gt Recent Workspaces gt Exit Figure 4 16 New Workspace from the File Menu AMPL Studio then displays a New Workspace dialog box in order to enter the Workspace name and the Folder where the workspace will be created New workspace Workspace name MuFirst amp MPL workspace Folder R Program Filess amp mplStudio Modeling S Figure 4 17 New Workspace Dialog box OptiRisk i SYSTEMS Enter the workspace name as MyFirstAMPLWorkspace and choose your preferred folder by clicking on the E button The AMPL studio will open the new
123. y drop i in MAXREQ Diet Max i The restore command reverses the effect of drop It has same syntax except for the keyword restore OptiRisk a SYSTEMS The fix command fixes specified variables at their current values as if there were a constraint that the variables must equal these values the unfix command reverses the effect These commands have the same syntax as drop and restore except that they name variables rather than constraints Relaxing Integrality Changing option relax_integrality from its default of 0 to any nonzero value option relax integrality 1 tells AMPL to ignore all restrictions of variables to integer values Variables declared integer gets whatever bounds we specified for them while variables declared binary are given a lower bound of zero and an upper bound of one To restore integrality restrictions set relax integrality option back to 0 A variable s name followed by the suffix relax indicates its current integrality relaxation status O if integrality is enforced nonzero otherwise We can make use of this suffix to relax integrality on selected variables only For example ampl let Buy CHK relax 1 relaxes integrality only on the variable Buy CHK Some of the solvers that work with AMPL Studio provide their own directives for relaxing integrality but may have different effect as AMPL s relax integrality option DISPLAY Commands AMPL provi
124. y 2007 Ghost Installer Wizard OptiRisk SYSTEMS 15 AmpiStidio Modeling System 1 6 J setup Select the destination folder where you want to install amp mplStudio Modeling System 1 6 J To install to a different location click Browse and select another folder Installation folder C Program Files 4mplStudio Modeling System 1 6 J Browse Space required on your hard disk 60 77 MB available 3 04 GB Ghost Installer Wizard ie AmpiStudio Modeling System 1 6 J setup Description Full installation Custom Ghost Installer Wizard OptiRisk T SYSTEMS io AmptStidio Modeling System 1 6 3 setup Description Custom installation Ghost Installer Wizard j5 Ampistudio Modeling System 1 6 J setup Description Application 28 51 MB ELS M C Help compiled viewlets 14 81 MB This file is required for application amp z Manual 7 81 MB H v Example 8 44 MB Space required on your hard disk 45 96 MB available 3 04 GB Ghost Installer Wizard OptiRisk d SYSTEMS ie AmplStudio Modeling System 1 6 J setup Select program group AmplStudio Modeling System 1 5 J Accessories Administrative Tools Advanced eBook Processor America Online AntiFirewall BBC Alerts BitSpirit v3 Broadcom DC Dell Dell Accessories Dell Games Dell QuickSet j3 AmptStudio Modeling Hd CELULAR IET CHE
125. y be mixture of numbers and strings though this is seldom the case In an AMPL model a literal number is written in the customary way as a sequence of digits optionally preceded by a sign containing an optional decimal point and optionally followed by an exponent the exponent consists of a d D e or E optionally a sign and a sequence of digits A set of numbers is often a sequence that corresponds to some progression in the situation being modeled such as a series of weeks or years Just as for strings the numbers in a set can be specified as part of the data or can be specified within a model as a list between braces such as 1 2 3 4 5 6 This sort of set can be described more concisely by notation 1 6 An addition by clause can be used to specify an interval more than 1 between the numbers for OpHRISK z SYSTEMS 1990 2020 by 5 Represents the set 1990 1995 2000 2005 2010 2015 2020 This The kind of expression can be used anywhere that a set is appropriate members of a set of numbers have the same properties as any other numbers and hence can be used in arithmetic expressions Set Operations AMPL has four operators that construct new sets from existing ones A union B union in either A or B A inter B intersection in both A and B A diff B difference in A but not B A symdiff B symmetric difference in A or B but not both The following example shows how this work am
126. ze Total Profit sum j in P c jl X jl subject to Time sum j in P 1 a jl l X j lt b subject to Limit j in P 0 lt X j lt ulj Figure 5 2 Basic production model in AMPL set P bands coils param a c u Dm bands 200 25 6000 coils 140 30 4000 param b 40 Figure 5 2 Production model data file in AMPL Stochastic Extension to AMPL SAMPL In addition to supporting AMPL language syntax for deterministic problems AMPL Studio has an extension for stochastic programming called SAMPL available as a separate package SAMPL has additional syntax and commands Users are referred to SAMPL manual for more details OptiRisk 7 SYSTEMS Chapter 6 A Step By Step Walk Through Example Now you know the basics of AMPL studio Now we will go through the steps involved in solving a simple real world problem of National Insurance Associate s NIA investment problem using AMPL studio Before we open the AMPL studio the problem needs to be analysed and translated into mathematical notation and then into an AMPL model The following steps go into detail A Simple Real World Problem National Insurance Associates carries an investment portfolio of stocks bonds and other investment alternatives Currently 200 000 of funds is available and must be considered for new investment opportunities The four stock options National is considering and the relevant financial data are as follows Price per S

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