2. Introduction
Mathematical programming is a technique for solving
certain kinds of problems --- notably maximizing
profits and minimizing costs --- subject to constraints
on resources, capacities, supplies, demands, and
the like
AMPL is a language for specifying such optimization
problems
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3. A two-variable linear program
Tons per hour : Bands 200
Coils 140
Profit per ton : Bands $25
Coils $30
Maximum tons : Bands 6000
Coils 4000
If 40 hours of production time are available, how many tons of
bands and how many tons of coils should be produced to bring
in the greatest total profit?
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4. A two-variable linear program
X : the number of tons of bands to be produced
Y : the number of tons of coils to be produced
Maximize 25X+30Y
Subject to :
0=<X<=6000
0=<Y<=4000
(X/200)+(Y/140)<=40
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5. The two-variable linear program in AMPL
Var X;
Var Y;
maximize Profit : 25*X+30*Y;
subject to Time : (1/200)*X+(1/140)*Y<=40
subject to X_limit : 0<=X<=6000
subject to Y_limit : 0<=Y<=4000
The file – call it prod0.mod
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6. The two-variable linear program in AMPL
Solve prod0.mod
ampl : model prod0.mod;
ampl : solve;
MINOS 5.5 : optimal solution found.
2 iterations, objective 192000
ampl : display X, Y;
X=6000
Y=1400
ampl : quit;
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7. The two-variable linear program in AMPL
Each variable is named in a var statement
Each constraint by a statement that begins with
subject to and a name like X_limit or Time for the
constraint
Multiplication requires an explicit * operator
≦ relation is written <=
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8. The two-variable linear program in AMPL
model : reads the file into AMPL
solve : to have AMPL translate your linear program,
sends it to a linear program solver, and then return
the answer
MINOS 5.5 : indicates that AMPL uses version 5.5 of
a solver called MINOS
Often there is more than one solution that achieves
the optimal objectives, however, in which case
different solvers may report different optimal values
for the variables
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9. A linear programming model
Figure 1-1 shows the production problem in algebraic notation
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12. AMPL interfaces
Refer to AMPL web site, www.ampl.com, for more up
to date information and resources
For GUI
– http://www.ampl.com/GUI/expermt.html
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