topic EXPAND in proc optmodel in Mathematical Optimization, Discrete-Event Simulation, and OR

EXPAND in proc optmodel

Santha — Thu, 05 Mar 2020 18:51:50 GMT

I have a proc optmodel question. I used the expand statement to see my constraints. But nothing happens to the expand statement and also codes after the expand statement.

My variable count here is

Number of variables = 192789

Number of binary = 6813

Number of constraints = 756

Bounded below = 185976

Bounded below and above=6804;

Constraint Coefficients=557937

Does something have to do with the size of the problem?

Re: EXPAND in proc optmodel

RobPratt — Thu, 05 Mar 2020 18:54:15 GMT

Can you please show the EXPAND statement you used? Even better would be to provide the full code.

Re: EXPAND in proc optmodel

Santha — Thu, 05 Mar 2020 18:59:56 GMT

Thanks Rob

Here is the code.

proc optmodel;

set <str> Ports;
set <str> DC;
set <str> LSP;
set <str> Transit;

read data STDOPT.PN3158_Ports into Ports=[PortSource];
read data STDOPT.PN3158_DC into DC=[RateMatchDest];
read data STDOPT.PN3158_LSP into LSP=[LSP];
read data STDOPT.PN3158_TRANSIT into Transit=[Transit];

num Containers {Ports,DC};
read data STDOPT.PN3158_data into [PortSource RateMatchDest] Containers=FEU;
print containers;

/*END OF GETTING FEU DATA*/

var Is_LSP {LSP} binary;
var IsLSPDC {LSP,DC} binary;
var IsPortsLSPDC {Ports,LSP,DC} binary;

/*Close/Open Entities */
fix Is_LSP ['EGLV']=0; fix Is_LSP ['CMDU']=0; fix Is_LSP ['APLU']=1;
fix Is_LSP ['COSU']=1; fix Is_LSP ['ONEY']=1; fix Is_LSP ['MAEU']=1;
fix Is_LSP ['ZIMU']=1; fix Is_LSP ['WHLC']=1; fix Is_LSP ['HLCU']=1;

/* declare Constants*/
num Min_Qty_LSP=0;
/*NUM BigM=STDOPT.PN3158_BigM.FEU;*/

/*RATES*/
num InboundLinehaul {Ports,Transit,LSP,DC};
read data STDOPT.PN3158_RATES into [PortSource Transit LSP RateMatchDest] InboundLinehaul=Rate;

/* DECISON VARIABLE */
var ContainersfromPortstoLSPtoDC {Ports,Transit,LSP,DC}>=0;

/* IMPLIED VARIABLE */
impvar Inbound_Linehaul_Costs= sum {p in Ports, t in Transit,c in LSP, d in DC} InboundLinehaul [p,t,c,d] *ContainersfromPortstoLSPtoDC [p,t,c,d];
impvar ContainersatLSP{c in LSP}=sum{p in Ports,t in Transit,d in DC} ContainersfromPortstoLSPtoDC [p,t,c,d];
impvar ContainersatTransitLSP{t in Transit, c in LSP}=sum{p in Ports,d in DC} ContainersfromPortstoLSPtoDC [p,t,c,d];

/* declare Objective Function*/
Min TotalCost = Inbound_Linehaul_Costs;

/* GENERAL CONSTRAINTS */
con Min_Qty_at_LSP_is_Respected {c in LSP} :
sum{p in Ports,t in Transit,d in DC} ContainersfromPortstoLSPtoDC [p,t,c,d]>=Min_Qty_LSP*Is_LSP[c];

con ModelOutput_Same_As_ModelInput {p in Ports, d in DC}:
sum {t in Transit,c in LSP} ContainersfromPortstoLSPtoDC[p,t,c, d] = Containers [p,d];

con CheckLSP {c in LSP}: ContainersatLSP[c] <= 40000*Is_LSP[c];

expand;

solve with milp;

/*Outputs*/
print ContainersatLSP;
print Is_LSP;
print TotalCost;

Re: EXPAND in proc optmodel

RobPratt — Thu, 05 Mar 2020 19:05:26 GMT

I don't immediately see anything wrong. Do you get the Problem Summary and Solution Summary and the results from the PRINT statements?

Re: EXPAND in proc optmodel

Santha — Thu, 05 Mar 2020 19:08:13 GMT

Rob

Yes. The model solved . I do see Problem Summary and Solution summary as well.

the reason i wanted to see the expand statement is because I want to make tweaks to the code and so I want to follow the constraints closely to understand correctly.

Is there any setting thing that I need to do for me to see the expand constraints thing?

Re: EXPAND in proc optmodel

Santha — Thu, 05 Mar 2020 19:10:08 GMT

Also I can see the results from the print statements as well

Re: EXPAND in proc optmodel

RobPratt — Thu, 05 Mar 2020 19:11:44 GMT

Are you able to share the data and the log?

Re: EXPAND in proc optmodel

Santha — Thu, 05 Mar 2020 19:20:28 GMT

here is log. let me see how to share data.

174 /* OPTMIZATION CODE*/

175 proc optmodel;

176

177 set <str> Ports;

178 set <str> DC;

179 set <str> LSP;

180 set <str> Transit;

181

182 read data STDOPT.PN3158_Ports into Ports=[PortSource];

NOTE: There were 41 observations read from the data set STDOPT.PN3158_PORTS.

183 read data STDOPT.PN3158_DC into DC=[RateMatchDest];

NOTE: There were 18 observations read from the data set STDOPT.PN3158_DC.

184 read data STDOPT.PN3158_LSP into LSP=[LSP];

NOTE: There were 9 observations read from the data set STDOPT.PN3158_LSP.

185 read data STDOPT.PN3158_TRANSIT into Transit=[Transit];

NOTE: There were 28 observations read from the data set STDOPT.PN3158_TRANSIT.

186

187 num Containers {Ports,DC};

188 read data STDOPT.PN3158_data into [PortSource RateMatchDest] Containers=FEU;

NOTE: There were 738 observations read from the data set STDOPT.PN3158_DATA.

189 print containers;

190

191 /*END OF GETTING FEU DATA*/

192

193 var Is_LSP {LSP} binary;

194 var IsLSPDC {LSP,DC} binary;

195 var IsPortsLSPDC {Ports,LSP,DC} binary;

196

197 /*Close/Open Entities */

198 fix Is_LSP ['EGLV']=0;

198 ! fix Is_LSP ['CMDU']=0;

198 ! fix Is_LSP ['APLU']=1;

199 fix Is_LSP ['COSU']=1;

199 ! fix Is_LSP ['ONEY']=1;

199 ! fix Is_LSP ['MAEU']=1;

200 fix Is_LSP ['ZIMU']=1;

200 ! fix Is_LSP ['WHLC']=1;

200 ! fix Is_LSP ['HLCU']=1;

201

202 /* declare Constants*/

203 num Min_Qty_LSP=0;

204 /*NUM BigM=STDOPT.PN3158_BigM.FEU;*/

205

206 /*RATES*/

207 num InboundLinehaul {Ports,Transit,LSP,DC};

208 read data STDOPT.PN3158_RATES into [PortSource Transit LSP RateMatchDest] InboundLinehaul=Rate;

NOTE: There were 185976 observations read from the data set STDOPT.PN3158_RATES.

209

210

211 /* DECISON VARIABLE */

212 var ContainersfromPortstoLSPtoDC {Ports,Transit,LSP,DC}>=0;

213

214 /* IMPLIED VARIABLE */

215 impvar Inbound_Linehaul_Costs= sum {p in Ports, t in Transit,c in LSP, d in DC} InboundLinehaul [p,t,c,d]

215 ! *ContainersfromPortstoLSPtoDC [p,t,c,d];

216 impvar ContainersatLSP{c in LSP}=sum{p in Ports,t in Transit,d in DC} ContainersfromPortstoLSPtoDC [p,t,c,d];

217 impvar ContainersatTransitLSP{t in Transit, c in LSP}=sum{p in Ports,d in DC} ContainersfromPortstoLSPtoDC [p,t,c,d];

218

219 /* declare Objective Function*/

220 Min TotalCost = Inbound_Linehaul_Costs;

221

222 /* GENERAL CONSTRAINTS */

223 con Min_Qty_at_LSP_is_Respected {c in LSP} :

224 sum{p in Ports,t in Transit,d in DC} ContainersfromPortstoLSPtoDC [p,t,c,d]>=Min_Qty_LSP*Is_LSP[c];

225

226 con ModelOutput_Same_As_ModelInput {p in Ports, d in DC}:

227 sum {t in Transit,c in LSP} ContainersfromPortstoLSPtoDC[p,t,c, d] = Containers [p,d];

228

229 con CheckLSP {c in LSP}: ContainersatLSP[c] <= 40000*Is_LSP[c];

230

231

232 expand;

NOTE: Problem generation will use 4 threads.

NOTE: The problem has 192789 variables (0 free, 9 fixed).

NOTE: The problem uses 10 implicit variables.

NOTE: The problem has 6813 binary and 0 integer variables.

NOTE: The problem has 756 linear constraints (9 LE, 738 EQ, 9 GE, 0 range).

NOTE: The problem has 557937 linear constraint coefficients.

NOTE: The problem has 0 nonlinear constraints (0 LE, 0 EQ, 0 GE, 0 range).

Re: EXPAND in proc optmodel

Santha — Thu, 05 Mar 2020 21:23:43 GMT

Hi Rob

I am not sure what is the best way to share data.

What do u recommend?

Re: EXPAND in proc optmodel

RobPratt — Thu, 05 Mar 2020 22:18:49 GMT

If the data sets are small enough, you can attach to the post in the Attachments section.

Re: EXPAND in proc optmodel

Santha — Thu, 05 Mar 2020 22:44:59 GMT

Rob. Let me check any memory issues from my side before I share the data. The reason I say that is because EXPAND option works for a toy model with 2 or 3 entities only. So let me make sure there is no problem in my side and will get back to you. Thanks.

Re: EXPAND in proc optmodel

Santha — Thu, 05 Mar 2020 22:49:47 GMT

Another question related to this model . I want to use create data to get my outputs streamlined.

There are four indices, p, t, c and d each representing a node. I want to count the ContainersfromPortstoLSPtoDC [p,t,c,d], and Inbound_Linehaul for it (which will be ContainersfromPortstoLSPtoDC [p,t,c,d] * InboundLinehaul[p,t,c,d]. What is the correct syntax for it? Also, I want to have a column called "Trial" and i want to enter my own value there. Is it possible?

Re: EXPAND in proc optmodel

RobPratt — Fri, 06 Mar 2020 02:29:50 GMT

You might also try expanding just part of the model, as described here.

Re: EXPAND in proc optmodel

RobPratt — Fri, 06 Mar 2020 02:38:40 GMT

If I understand correctly, the following CREATE DATA statement does what you want:

create data mydata from [p t c d] ContainersfromPortstoLSPtoDC InboundLinehaul;

Do you also want the product of these values as a new column?

What does your quantity Trial depend on? Does it have the same indices p, t, c, d?

Re: EXPAND in proc optmodel

Santha — Fri, 06 Mar 2020 18:02:39 GMT

Thanks Rob.

I was looking for this. I built on to what you gave and it worked really well for me.

Thanks a lot.

About the trial, what I need is a column with just a description of what the model is about in a few characters, like "Best5CustomerScenario". Reason is that I want to be able to view my Visual analytics using this as a selector . Costs by Different scenario. I will have more scenarios with added constraints. I was thinking to add a column after create data step and updating the column with whatever I want to. Is there a way, I can specify this text "xxxxx" right when i do create data step?

I may have a few more questions later. They are pretty straightforward ones.

Thanks again

Re: EXPAND in proc optmodel

RobPratt — Fri, 06 Mar 2020 18:23:26 GMT

Yes, if you want the same text value for every observation, you can just do this:

create data mydata from [p t c d] ContainersfromPortstoLSPtoDC InboundLinehaul Trial="Best5CustomerScenario";

You can also specify a string array that depends on any combination of p, t, c, or d. For example:

str mytrial {Ports, LSP};
...
create data mydata from [p t c d] ContainersfromPortstoLSPtoDC InboundLinehaul Trial=mytrial[p,c];

Re: EXPAND in proc optmodel

Santha — Fri, 06 Mar 2020 18:29:15 GMT

Perfect. Thank you

Re: EXPAND in proc optmodel

Santha — Fri, 06 Mar 2020 18:43:51 GMT

For my next scenario, I want to store my numbers (my field names are same as previous one). Instead of create data, can i just append the current scenario results to the previous scenario results that are contained in mydata?

If not i can create a new table name, and then consolidate them together. Suggestions?

Re: EXPAND in proc optmodel

RobPratt — Fri, 06 Mar 2020 19:02:09 GMT

There is no direct functionality to append. You can create two data sets and then combine them with DATA step, PROC SQL, PROC APPEND, etc. You can do this either after the PROC OPTMODEL call or from within PROC OPTMODEL by using a SUBMIT block:

create data mydata1 from ...;
create data mydata2 from ...;
submit;
   data mydata3;
      mydata1 mydata1;
   run;
endsubmit;

Re: EXPAND in proc optmodel

Santha — Fri, 06 Mar 2020 20:19:55 GMT

Rob

I want to add a constraint UseProperRates where I want only if the rates are greater than 1000 to be considered for model.

I did this but it is not working.

con UseProperRates {p in Ports, t in Transit, c in LSP, d in DC}: InboundLinehaul[p,t,c,d] >=1000;