/* II- PROGRAME OPTMODEL */
/***********************************************************************************/
proc optmodel;
/* 0 Tableau des chemins & Marges */
/************************************************************/
/* declaration de paramètre */
Set <string> Vecteur_&Typej._&Heure._&Annee.;
Set <string> Marge_&Typej._&Heure._&Annee.;
num Tij{Vecteur_&Typej._&Heure._&Annee.};
num marges{Marge_&Typej._&Heure._&Annee.};
num STDMarges{Marge_&Typej._&Heure._&Annee.};
num Nobs{Marge_&Typej._&Heure._&Annee.};
num chemin{Vecteur_&Typej._&Heure._&Annee., Marge_&Typej._&Heure._&Annee.};
/* Reading data */
/******************************************************************/
read data Vecteur_&Typej._&Heure._&Annee. into
Vecteur_&Typej._&Heure._&Annee. = [Vecteur] Tij;
print Tij;
read data Marge_&Typej._&Heure._&Annee. into
Marge_&Typej._&Heure._&Annee. = [N]
marges = marges
STDMarges = STDMarges
NObs = Nobs
{p in Vecteur_&Typej._&Heure._&Annee.} <chemin[p,N]= col(p)>;
print marges STDMarges Nobs chemin;
/* III Resolution */
/*********************************************************************/
/* V-1) Déclaration de variables */
var X{Vecteur_&Typej._&Heure._&Annee.} >= 0;
Var Y{Marge_&Typej._&Heure._&Annee.} >= 0 ;
/* V-2) La fonction objective : minimisation de la variance */
minimize f = sum{p in Vecteur_&Typej._&Heure._&Annee.} (X[p]-Tij[p])**2/(Tij[p]/3)**2 + sum{r in Marge_&Typej._&Heure._&Annee.} ((Y[r]- Marges[r])**2/(STDMarges[r]**2/Nobs[r]));
/* V-3) subject to the following constraints */
Con Bornes{r in Marge_&Typej._&Heure._&Annee.}: sum{p in Vecteur_&Typej._&Heure._&Annee.} chemin[p, r]*X[p] = Y[r];
/* Con Condtion1{r in Marge_&Typej._&Heure._&Annee. :}: If r = 17 then sum{p in Vecteur_&Typej._&Heure._&Annee.} chemin[p, r]*X[p] > 0;
Con Condtion1{r in Marge_&Typej._&Heure._&Annee. :}: If r = 16 then sum{p in Vecteur_&Typej._&Heure._&Annee.} chemin[p, r]*X[p] > 0;*/
solve ;
print X;
Print Y;
create data Vecteur_est_&Typej._&Heure._&Annee. from [p] Tij&Annee. = X ;
create data Marge_est_&Typej._&Heure._&Annee. from [r] Marges&Annee. = Y ;
Good morning,
I want to make conditions in my constraint because in the solutions of X and Y, I need some sum in the line of Y like :
1) In the first solution Y: (Marge_est_&Typel.&Heure._&Annee. ) with Y[r]
==> I need that Y[16] = Y[17] +Y[18] with Y[17]#0 and Y[18] #0
(there is some case like those lines but not all the line in the table, it is a transportation problem..)
and in the same time
2) I have the constraint that the sum in line of X[1...52]*chemin[52, 31] is equal at the sum of Y[1..31]
for example : for the first line of Y : [1...52]*chemin[1..52, 1] = Y[1] ; I have no problem to write this second constraint "con" like in the code I sent here in Pj.
==>The origin of this problem is that in my real data set in the table Marge_&Typel.&Heure._&Annee. :
the line 17 = 0 , the line 18 = 0 so the QP affect s100% of Y[16] in just one of Y[18] or Y[17]
==>So I thought that the solutions were : making some condition contraint to estimates line in this case to have in the estimation not Y[16] = Y[17] +0 with Y[18] = 0
but Y [16] = Y[17] +Y[16] with Y[18] #0 and Y[17] #0
