$Title A Stochastic Transportation Problem (TRANSSP,SEQ=94)
$Ontext
This model is a stochastic extension of the TRNSPORT model from the GAMS model
library. Here the demand at each market is uncertain. This is modeled with a
random variable df (demand factor) which gets multiplied with the demand. It has
a discrete distribution. A recourse variable u (unsatisfied demand) was added.
Contributor: Lutz Westermann
$Offtext
Sets
i canning plants / seattle, san-diego /
j markets / new-york, chicago, topeka / ;
Parameters
a(i) capacity of plant i in cases
/ seattle 350
san-diego 600 /
b(j) demand at market j in cases
/ new-york 325
chicago 300
topeka 275 / ;
Table d(i,j) distance in thousands of miles
new-york chicago topeka
seattle 2.5 1.7 1.8
san-diego 2.5 1.8 1.4 ;
Scalar f freight in dollars per case per thousand miles /90 /
p penalty for unsatisfied demand / 1 /
bf demand factor / 1 /;
Parameter c(i,j) transport cost in thousands of dollars per case ;
c(i,j) = f * d(i,j) / 1000 ;
display c;
Variables
x(i,j) shipment quantities in cases
u(j) unsatisfied demand (recourse variable)
z total transportation costs in thousands of dollars ;
Positive Variable x,u ;
Equations
cost define objective function
supply(i) observe supply limit at plant i
demand(j) satisfy demand at market j ;
cost .. z =e= sum((i,j), c(i,j)*x(i,j)) + p*sum(j,u(j));
supply(i) .. sum(j, x(i,j)) =l= a(i) ;
demand(j) .. sum(i, x(i,j)) =g= bf*b(j) - u(j) ;
Model transport /all/ ;
file emp / '%emp.info%' /; put emp '* problem %gams.i%'/;
$onput
randvar bf discrete 0.3 0.95
0.5 1.00
0.2 1.05
stage 2 bf u demand
$offput
putclose emp;
Set scen scenarios / l,m,h /;
Parameter
s_bf(scen) demand factor realization by scenario
s_u(scen,j)
s_x(scen,i,j) shipment per scenario
s_s(scen) ;
Set dict / scen .scenario.''
bf .randvar .s_bf
u .level .s_u
x .level .s_x /;
Solve transport using emp minimizing z scenario dict;
Display s_bf, s_x, s_u;