diff -r d59bea55db9b -r c445c931472f doc/gmpl.tex --- /dev/null Thu Jan 01 00:00:00 1970 +0000 +++ b/doc/gmpl.tex Mon Dec 06 13:09:21 2010 +0100 @@ -0,0 +1,4653 @@ +%* gmpl.tex *% + +%*********************************************************************** +% This code is part of GLPK (GNU Linear Programming Kit). +% +% Copyright (C) 2000, 2001, 2002, 2003, 2004, 2005, 2006, 2007, 2008, +% 2009, 2010 Andrew Makhorin, Department for Applied Informatics, +% Moscow Aviation Institute, Moscow, Russia. All rights reserved. +% E-mail: . +% +% GLPK is free software: you can redistribute it and/or modify it +% under the terms of the GNU General Public License as published by +% the Free Software Foundation, either version 3 of the License, or +% (at your option) any later version. +% +% GLPK is distributed in the hope that it will be useful, but WITHOUT +% ANY WARRANTY; without even the implied warranty of MERCHANTABILITY +% or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public +% License for more details. +% +% You should have received a copy of the GNU General Public License +% along with GLPK. If not, see . +%*********************************************************************** + +\documentclass[10pt]{article} +\usepackage[dvipdfm,linktocpage,colorlinks,linkcolor=blue]{hyperref} + +\begin{document} + +\thispagestyle{empty} + +\begin{center} + +\vspace*{1in} + +\begin{huge} +\sf\bfseries Modeling Language GNU MathProg +\end{huge} + +\vspace{0.5in} + +\begin{LARGE} +\sf Language Reference +\end{LARGE} + +\vspace{0.5in} + +\begin{LARGE} +\sf for GLPK Version 4.45 +\end{LARGE} + +\vspace{0.5in} +\begin{Large} +\sf (DRAFT, December 2010) +\end{Large} + +\end{center} + +\newpage + +\vspace*{1in} + +\vfill + +\noindent +The GLPK package is part of the GNU Project released under the aegis of +GNU. + +\medskip\noindent +Copyright \copyright{} 2000, 2001, 2002, 2003, 2004, 2005, 2006, 2007, +2008, 2009, 2010 Andrew Makhorin, Department for Applied Informatics, +Moscow Aviation Institute, Moscow, Russia. All rights reserved. + +\medskip\noindent +Free Software Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, +MA 02110-1301, USA. + +\medskip\noindent +Permission is granted to make and distribute verbatim copies of this +manual provided the copyright notice and this permission notice are +preserved on all copies. + +\medskip\noindent +Permission is granted to copy and distribute modified versions of this +manual under the conditions for verbatim copying, provided also that +the entire resulting derived work is distributed under the terms of +a permission notice identical to this one. + +\medskip\noindent +Permission is granted to copy and distribute translations of this +manual into another language, under the above conditions for modified +versions. + +\newpage + +\tableofcontents + +%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% + +\newpage + +\section{Introduction} + +{\it GNU MathProg} is a modeling language intended for describing +linear mathematical programming models.\footnote{The GNU MathProg +language is a subset of the AMPL language. Its GLPK implementation is +mainly based on the paper: {\it Robert Fourer}, {\it David M. Gay}, and +{\it Brian W. Kernighan}, ``A Modeling Language for Mathematical +Programming.'' {\it Management Science} 36 (1990)\linebreak pp. 519-54.} + +Model descriptions written in the GNU MathProg language consist of +a set of statements and data blocks constructed by the user from the +language elements described in this document. + +In a process called {\it translation}, a program called the {\it model +translator} analyzes the model description and translates it into +internal data structures, which may be then used either for generating +mathematical programming problem instance or directly by a program +called the {\it solver} to obtain numeric solution of the problem. + +\subsection{Linear programming problem} +\label{problem} + +In MathProg the linear programming (LP) problem is stated as follows: + +\medskip + +\noindent\hspace{.7in}minimize (or maximize) +$$z=c_1x_1+c_2x_2+\dots+c_nx_n+c_0\eqno(1.1)$$ +\noindent\hspace{.7in}subject to linear constraints +$$ +\begin{array}{l@{\ }c@{\ }r@{\ }c@{\ }r@{\ }c@{\ }r@{\ }c@{\ }l} +L_1&\leq&a_{11}x_1&+&a_{12}x_2&+\dots+&a_{1n}x_n&\leq&U_1\\ +L_2&\leq&a_{21}x_1&+&a_{22}x_2&+\dots+&a_{2n}x_n&\leq&U_2\\ +\multicolumn{9}{c}{.\ \ .\ \ .\ \ .\ \ .\ \ .\ \ .\ \ .\ \ .}\\ +L_m&\leq&a_{m1}x_1&+&a_{m2}x_2&+\dots+&a_{mn}x_n&\leq&U_m\\ +\end{array}\eqno(1.2) +$$ +\noindent\hspace{.7in}and bounds of variables +$$ +\begin{array}{l@{\ }c@{\ }c@{\ }c@{\ }l} +l_1&\leq&x_1&\leq&u_1\\ +l_2&\leq&x_2&\leq&u_2\\ +\multicolumn{5}{c}{.\ \ .\ \ .\ \ .\ \ .}\\ +l_n&\leq&x_n&\leq&u_n\\ +\end{array}\eqno(1.3) +$$ +where $x_1$, $x_2$, \dots, $x_n$ are variables; $z$ is the objective +function; $c_1$, $c_2$, \dots, $c_n$ are objective coefficients; $c_0$ +is the constant term (``shift'') of the objective function; $a_{11}$, +$a_{12}$, \dots, $a_{mn}$ are constraint coefficients; $L_1$, $L_2$, +\dots, $L_m$ are lower constraint bounds; $U_1$, $U_2$, \dots, $U_m$ +are upper constraint bounds; $l_1$, $l_2$, \dots, $l_n$ are lower +bounds of variables; $u_1$, $u_2$, \dots, $u_n$ are upper bounds of +variables. + +Bounds of variables and constraint bounds can be finite as well as +infinite. Besides, lower bounds can be equal to corresponding upper +bounds. Thus, the following types of variables and constraints are +allowed: + +\newpage + +\begin{tabular}{@{}r@{\ }c@{\ }c@{\ }c@{\ }l@{\hspace*{38pt}}l} +$-\infty$&$<$&$x$&$<$&$+\infty$&Free (unbounded) variable\\ +$l$&$\leq$&$x$&$<$&$+\infty$&Variable with lower bound\\ +$-\infty$&$<$&$x$&$\leq$&$u$&Variable with upper bound\\ +$l$&$\leq$&$x$&$\leq$&$u$&Double-bounded variable\\ +$l$&$=$&$x$&=&$u$&Fixed variable\\ +\end{tabular} + +\bigskip + +\begin{tabular}{@{}r@{\ }c@{\ }c@{\ }c@{\ }ll} +$-\infty$&$<$&$\sum a_jx_j$&$<$&$+\infty$&Free (unbounded) linear +form\\ +$L$&$\leq$&$\sum a_jx_j$&$<$&$+\infty$&Inequality constraint ``greater +than or equal to''\\ +$-\infty$&$<$&$\sum a_jx_j$&$\leq$&$U$&Inequality constraint ``less +than or equal to''\\ +$L$&$\leq$&$\sum a_jx_j$&$\leq$&$U$&Double-bounded inequality +constraint\\ +$L$&$=$&$\sum a_jx_j$&=&$U$&Equality constraint\\ +\end{tabular} + +\bigskip + +In addition to pure LP problems MathProg also allows mixed integer +linear programming (MIP) problems, where some or all variables are +restricted to be integer or binary. + +\subsection{Model objects} + +In MathProg the model is described in terms of sets, parameters, +variables, constraints, and objectives, which are called {\it model +objects}. + +The user introduces particular model objects using the language +statements. Each model object is provided with a symbolic name that +uniquely identifies the object and is intended for referencing purposes. + +Model objects, including sets, can be multidimensional arrays built +over indexing sets. Formally, $n$-dimensional array $A$ is the mapping: +$$A:\Delta\rightarrow\Xi,\eqno(1.4)$$ +where $\Delta\subseteq S_1\times\dots\times S_n$ is a subset of the +Cartesian product of indexing sets,\linebreak $\Xi$ is a set of array members. +In MathProg the set $\Delta$ is called the {\it subscript domain}. Its +members are $n$-tuples $(i_1,\dots,i_n)$, where $i_1\in S_1$, \dots, +$i_n\in S_n$. + +If $n=0$, the Cartesian product above has exactly one member (namely, +\linebreak 0-tuple), so it is convenient to think scalar objects as +0-dimensional arrays having one member. + +The type of array members is determined by the type of corresponding +model object as follows: + +\medskip + +\noindent\hfil +\begin{tabular}{@{}ll@{}} +Model object&Array member\\ +\hline +Set&Elemental plain set\\ +Parameter&Number or symbol\\ +Variable&Elemental variable\\ +Constraint&Elemental constraint\\ +Objective&Elemental objective\\ +\end{tabular} + +\medskip + +In order to refer to a particular object member the object should be +provided with {\it subscripts}. For example, if $a$ is a 2-dimensional +parameter defined over $I\times J$, a reference to its particular +member can be written as $a[i,j]$, where $i\in I$ and $j\in J$. It is +understood that scalar objects being 0-dimensional need no subscripts. + +\subsection{Structure of model description} + +It is sometimes desirable to write a model which, at various points, +may require different data for each problem instance to be solved using +that model. For this reason in MathProg the model description consists +of two parts: the {\it model section} and the {\it data section}. + +The model section is a main part of the model description that contains +declarations of model objects and is common for all problems based on +the corresponding model. + +The data section is an optional part of the model description that +contains data specific for a particular problem instance. + +Depending on what is more convenient the model and data sections can be +placed either in one file or in two separate files. The latter feature +allows having arbitrary number of different data sections to be used +with the same model section. + +%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% + +\newpage + +\section{Coding model description} +\label{coding} + +The model description is coded in plain text format using ASCII +character set. Characters valid in the model description are the +following: + +\begin{itemize} +\item alphabetic characters:\\ +\verb|A B C D E F G H I J K L M N O P Q R S T U V W X Y Z|\\ +\verb|a b c d e f g h i j k l m n o p q r s t u v w x y z _| +\item numeric characters:\\ +\verb|0 1 2 3 4 5 6 7 8 9| +\item special characters:\\ +\verb?! " # & ' ( ) * + , - . / : ; < = > [ ] ^ { | }? +\item white-space characters:\\ +\verb|SP HT CR NL VT FF| +\end{itemize} + +Within string literals and comments any ASCII characters (except +control characters) are valid. + +White-space characters are non-significant. They can be used freely +between lexical units to improve readability of the model description. +They are also used to separate lexical units from each other if there +is no other way to do that. + +Syntactically model description is a sequence of lexical units in the +following categories: + +\begin{itemize} +\item symbolic names; +\item numeric literals; +\item string literals; +\item keywords; +\item delimiters; +\item comments. +\end{itemize} + +The lexical units of the language are discussed below. + +\subsection{Symbolic names} + +A {\it symbolic name} consists of alphabetic and numeric characters, +the first of which must be alphabetic. All symbolic names are distinct +(case sensitive). + +\medskip + +\noindent{\bf Examples} + +\medskip + +\noindent\verb|alpha123| + +\noindent\verb|This_is_a_name| + +\noindent\verb|_P123_abc_321| + +\newpage + +Symbolic names are used to identify model objects (sets, parameters, +variables, constraints, objectives) and dummy indices. + +All symbolic names (except names of dummy indices) must be unique, i.e. +the model description must have no objects with identical names. +Symbolic names of dummy indices must be unique within the scope, where +they are valid. + +\subsection{Numeric literals} + +A {\it numeric literal} has the form {\it xx}{\tt E}{\it syy}, where +{\it xx} is a number with optional decimal point, {\it s} is the sign +{\tt+} or {\tt-}, {\it yy} is a decimal exponent. The letter {\tt E} is +case insensitive and can be coded as {\tt e}. + +\medskip + +\noindent{\bf Examples} + +\medskip + +\noindent\verb|123| + +\noindent\verb|3.14159| + +\noindent\verb|56.E+5| + +\noindent\verb|.78| + +\noindent\verb|123.456e-7| + +\medskip + +Numeric literals are used to represent numeric quantities. They have +obvious fixed meaning. + +\subsection{String literals} + +A {\it string literal} is a sequence of arbitrary characters enclosed +either in single quotes or in double quotes. Both these forms are +equivalent. + +If the single quote is part of a string literal enclosed in single +quotes, it must be coded twice. Analogously, if the double quote is +part of a string literal enclosed in double quotes, it must be coded +twice. + +\medskip + +\noindent{\bf Examples} + +\medskip + +\noindent\verb|'This is a string'| + +\noindent\verb|"This is another string"| + +\noindent\verb|'1 + 2 = 3'| + +\noindent\verb|'That''s all'| + +\noindent\verb|"She said: ""No"""| + +\medskip + +String literals are used to represent symbolic quantities. + +\subsection{Keywords} + +A {\it keyword} is a sequence of alphabetic characters and possibly +some special characters. + +All keywords fall into two categories: {\it reserved keywords}, which +cannot be used as symbolic names, and {\it non-reserved keywords}, +which being recognized by context can be used as symbolic names. + +\newpage + +The reserved keywords are the following: + +\medskip + +\noindent\hfil +\begin{tabular}{@{}p{.7in}p{.7in}p{.7in}p{.7in}@{}} +{\tt and}&{\tt else}&{\tt mod}&{\tt union}\\ +{\tt by}&{\tt if}&{\tt not}&{\tt within}\\ +{\tt cross}&{\tt in}&{\tt or}\\ +{\tt diff}&{\tt inter}&{\tt symdiff}\\ +{\tt div}&{\tt less}&{\tt then}\\ +\end{tabular} + +\medskip + +Non-reserved keywords are described in following sections. + +All the keywords have fixed meaning, which will be explained on +discussion of corresponding syntactic constructions, where the keywords +are used. + +\subsection{Delimiters} + +A {\it delimiter} is either a single special character or a sequence of +two special characters as follows: + +\medskip + +\noindent\hfil +\begin{tabular}{@{}p{.3in}p{.3in}p{.3in}p{.3in}p{.3in}p{.3in}@{}} +{\tt+}&{\tt\textasciicircum}&{\tt==}&{\tt!}&{\tt:}&{\tt)}\\ +{\tt-}&{\tt\&}&{\tt>=}&{\tt\&\&}&{\tt;}&{\tt[}\\ +{\tt*}&{\tt<}&{\tt>}&{\tt||}&{\tt:=}&{\tt|}\\ +{\tt/}&{\tt<=}&{\tt<>}&{\tt.}&{\tt..}&{\tt\{}\\ +{\tt**}&{\tt=}&{\tt!=}&{\tt,}&{\tt(}&{\tt\}}\\ +\end{tabular} + +\medskip + +If the delimiter consists of two characters, there must be no spaces +between the characters. + +All the delimiters have fixed meaning, which will be explained on +discussion corresponding syntactic constructions, where the delimiters +are used. + +\subsection{Comments} + +For documenting purposes the model description can be provided with +{\it comments}, which may have two different forms. The first form is +a {\it single-line comment}, which begins with the character {\tt\#} +and extends until end of line. The second form is a {\it comment +sequence}, which is a sequence of any characters enclosed within +{\tt/*} and {\tt*/}. + +\medskip + +\noindent{\bf Examples} + +\medskip + +\noindent\verb|param n := 10; # This is a comment| + +\noindent\verb|/* This is another comment */| + +\medskip + +Comments are ignored by the model translator and can appear anywhere in +the model description, where white-space characters are allowed. + +%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% + +\newpage + +\section{Expressions} + +An {\it expression} is a rule for computing a value. In model +description expressions are used as constituents of certain statements. + +In general case expressions consist of operands and operators. + +Depending on the type of the resultant value all expressions fall into +the following categories: + +\begin{itemize} +\item numeric expressions; +\item symbolic expressions; +\item indexing expressions; +\item set expressions; +\item logical expressions; +\item linear expressions. +\end{itemize} + +\subsection{Numeric expressions} + +A {\it numeric expression} is a rule for computing a single numeric +value represented as a floating-point number. + +The primary numeric expression may be a numeric literal, dummy index, +unsubscripted parameter, subscripted parameter, built-in function +reference, iterated numeric expression, conditional numeric expression, +or another numeric expression enclosed in parentheses. + +\medskip + +\noindent{\bf Examples} + +\medskip + +\noindent +\begin{tabular}{@{}ll@{}} +\verb|1.23|&(numeric literal)\\ +\verb|j|&(dummy index)\\ +\verb|time|&(unsubscripted parameter)\\ +\verb|a['May 2003',j+1]|&(subscripted parameter)\\ +\verb|abs(b[i,j])|&(function reference)\\ +\verb|sum{i in S diff T} alpha[i] * b[i,j]|&(iterated expression)\\ +\verb|if i in I then 2 * p else q[i+1]|&(conditional expression)\\ +\verb|(b[i,j] + .5 * c)|&(parenthesized expression)\\ +\end{tabular} + +\medskip + +More general numeric expressions containing two or more primary numeric +expressions may be constructed by using certain arithmetic operators. + +\medskip + +\noindent{\bf Examples} + +\medskip + +\noindent\verb|j+1| + +\noindent\verb|2 * a[i-1,j+1] - b[i,j]| + +\noindent\verb|sum{j in J} a[i,j] * x[j] + sum{k in K} b[i,k] * x[k]| + +\noindent\verb|(if i in I then 2 * p else q[i+1]) / (a[i,j] + 1.5)| + +\subsubsection{Numeric literals} + +If the primary numeric expression is a numeric literal, the resultant +value is obvious. + +\subsubsection{Dummy indices} + +If the primary numeric expression is a dummy index, the resultant value +is current value assigned to that dummy index. + +\subsubsection{Unsubscripted parameters} + +If the primary numeric expression is an unsubscripted parameter (which +must be 0-dimensional), the resultant value is the value of that +parameter. + +\subsubsection{Subscripted parameters} + +The primary numeric expression, which refers to a subscripted parameter, +has the following syntactic form: + +\medskip + +\noindent\hfil +{\it name}{\tt[}$i_1${\tt,} $i_2${\tt,} \dots{\tt,} $i_n${\tt]} + +\medskip + +\noindent where {\it name} is the symbolic name of the parameter, +$i_1$, $i_2$, \dots, $i_n$ are subscripts. + +Each subscript must be a numeric or symbolic expression. The number of +subscripts in the subscript list must be the same as the dimension of +the parameter with which the subscript list is associated. + +Actual values of subscript expressions are used to identify +a particular member of the parameter that determines the resultant +value of the primary expression. + +\subsubsection{Function references} + +In MathProg there exist the following built-in functions which may be +used in numeric expressions: + +\medskip + +\begin{tabular}{@{}p{96pt}p{222pt}@{}} +{\tt abs(}$x${\tt)}&$|x|$, absolute value of $x$\\ +{\tt atan(}$x${\tt)}&$\arctan x$, principal value of the arc tangent of +$x$ (in radians)\\ +{\tt atan(}$y${\tt,} $x${\tt)}&$\arctan y/x$, principal value of the +arc tangent of $y/x$ (in radians). In this case the signs of both +arguments $y$ and $x$ are used to determine the quadrant of the +resultant value\\ +{\tt card(}$X${\tt)}&$|X|$, cardinality (the number of elements) of +set $X$\\ +{\tt ceil(}$x${\tt)}&$\lceil x\rceil$, smallest integer not less than +$x$ (``ceiling of $x$'')\\ +{\tt cos(}$x${\tt)}&$\cos x$, cosine of $x$ (in radians)\\ +{\tt exp(}$x${\tt)}&$e^x$, base-$e$ exponential of $x$\\ +{\tt floor(}$x${\tt)}&$\lfloor x\rfloor$, largest integer not greater +than $x$ (``floor of $x$'')\\ +\end{tabular} + +\begin{tabular}{@{}p{96pt}p{222pt}@{}} +{\tt gmtime()}&the number of seconds elapsed since 00:00:00~Jan~1, 1970, +Coordinated Universal Time (for details see Subsection \ref{gmtime}, +page \pageref{gmtime})\\ +{\tt length(}$s${\tt)}&$|s|$, length of character string $s$\\ +{\tt log(}$x${\tt)}&$\log x$, natural logarithm of $x$\\ +{\tt log10(}$x${\tt)}&$\log_{10}x$, common (decimal) logarithm of $x$\\ +{\tt max(}$x_1${\tt,} $x_2${\tt,} \dots{\tt,} $x_n${\tt)}&the largest +of values $x_1$, $x_2$, \dots, $x_n$\\ +{\tt min(}$x_1${\tt,} $x_2${\tt,} \dots{\tt,} $x_n${\tt)}&the smallest +of values $x_1$, $x_2$, \dots, $x_n$\\ +{\tt round(}$x${\tt)}&rounding $x$ to nearest integer\\ +{\tt round(}$x${\tt,} $n${\tt)}&rounding $x$ to $n$ fractional decimal +digits\\ +{\tt sin(}$x${\tt)}&$\sin x$, sine of $x$ (in radians)\\ +{\tt sqrt(}$x${\tt)}&$\sqrt{x}$, non-negative square root of $x$\\ +{\tt str2time(}$s${\tt,} $f${\tt)}&converting character string $s$ to +calendar time (for details see Subsection \ref{str2time}, page +\pageref{str2time})\\ +{\tt trunc(}$x${\tt)}&truncating $x$ to nearest integer\\ +{\tt trunc(}$x${\tt,} $n${\tt)}&truncating $x$ to $n$ fractional +decimal digits\\ +{\tt Irand224()}&generating pseudo-random integer uniformly distributed +in $[0,2^{24})$\\ +{\tt Uniform01()}&generating pseudo-random number uniformly distributed +in $[0,1)$\\ +{\tt Uniform(}$a${\tt,} $b${\tt)}&generating pseudo-random number +uniformly distributed in $[a,b)$\\ +{\tt Normal01()}&generating Gaussian pseudo-random variate with +$\mu=0$ and $\sigma=1$\\ +{\tt Normal(}$\mu${\tt,} $\sigma${\tt)}&generating Gaussian +pseudo-random variate with given $\mu$ and $\sigma$\\ +\end{tabular} + +\medskip + +Arguments of all built-in functions, except {\tt card}, {\tt length}, +and {\tt str2time}, must be numeric expressions. The argument of +{\tt card} must be a set expression. The argument of {\tt length} and +both arguments of {\tt str2time} must be symbolic expressions. + +The resultant value of the numeric expression, which is a function +reference, is the result of applying the function to its argument(s). + +Note that each pseudo-random generator function has a latent argument +(i.e. some internal state), which is changed whenever the function has +been applied. Thus, if the function is applied repeatedly even to +identical arguments, due to the side effect different resultant values +are always produced. + +\subsubsection{Iterated expressions} +\label{itexpr} + +An {\it iterated numeric expression} is a primary numeric expression, +which has the following syntactic form: + +\medskip + +\noindent\hfil +{\it iterated-operator indexing-expression integrand} + +\medskip + +\noindent where {\it iterated-operator} is the symbolic name of the +iterated operator to be performed (see below), {\it indexing-expression} +is an indexing expression which introduces dummy indices and controls +iterating, {\it integrand} is a numeric expression that participates in +the operation. + +In MathProg there exist four iterated operators, which may be used in +numeric expressions: + +\medskip + +\noindent\hfil +\begin{tabular}{@{}lll@{}} +{\tt sum}&summation&$\displaystyle\sum_{(i_1,\dots,i_n)\in\Delta} +f(i_1,\dots,i_n)$\\ +{\tt prod}&production&$\displaystyle\prod_{(i_1,\dots,i_n)\in\Delta} +f(i_1,\dots,i_n)$\\ +{\tt min}&minimum&$\displaystyle\min_{(i_1,\dots,i_n)\in\Delta} +f(i_1,\dots,i_n)$\\ +{\tt max}&maximum&$\displaystyle\max_{(i_1,\dots,i_n)\in\Delta} +f(i_1,\dots,i_n)$\\ +\end{tabular} + +\medskip + +\noindent where $i_1$, \dots, $i_n$ are dummy indices introduced in +the indexing expression, $\Delta$ is the domain, a set of $n$-tuples +specified by the indexing expression which defines particular values +assigned to the dummy indices on performing the iterated operation, +$f(i_1,\dots,i_n)$ is the integrand, a numeric expression whose +resultant value depends on the dummy indices. + +The resultant value of an iterated numeric expression is the result of +applying of the iterated operator to its integrand over all $n$-tuples +contained in the domain. + +\subsubsection{Conditional expressions} +\label{ifthen} + +A {\it conditional numeric expression} is a primary numeric expression, +which has one of the following two syntactic forms: + +\medskip + +\noindent\hfil +{\tt if} $b$ {\tt then} $x$ {\tt else} $y$ + +\medskip + +\noindent\hspace{126.5pt} +{\tt if} $b$ {\tt then} $x$ + +\medskip + +\noindent where $b$ is an logical expression, $x$ and $y$ are numeric +expressions. + +The resultant value of the conditional expression depends on the value +of the logical expression that follows the keyword {\tt if}. If it +takes on the value {\it true}, the value of the conditional expression +is the value of the expression that follows the keyword {\tt then}. +Otherwise, if the logical expression takes on the value {\it false}, +the value of the conditional expression is the value of the expression +that follows the keyword {\it else}. If the second, reduced form of the +conditional expression is used and the logical expression takes on the +value {\it false}, the resultant value of the conditional expression is +zero. + +\subsubsection{Parenthesized expressions} + +Any numeric expression may be enclosed in parentheses that +syntactically makes it a primary numeric expression. + +Parentheses may be used in numeric expressions, as in algebra, to +specify the desired order in which operations are to be performed. +Where parentheses are used, the expression within the parentheses is +evaluated before the resultant value is used. + +The resultant value of the parenthesized expression is the same as the +value of the expression enclosed within parentheses. + +\subsubsection{Arithmetic operators} + +In MathProg there exist the following arithmetic operators, which may +be used in numeric expressions: + +\medskip + +\begin{tabular}{@{}p{96pt}p{222pt}@{}} +{\tt +} $x$&unary plus\\ +{\tt -} $x$&unary minus\\ +$x$ {\tt +} $y$&addition\\ +$x$ {\tt -} $y$&subtraction\\ +$x$ {\tt less} $y$&positive difference (if $x1$, the second form must be used. + +If the first form of the indexing entry is used, the index $i$ can be +a dummy index only (see below). If the second form is used, the indices +$i_1$, $i_2$, \dots, $i_n$ can be either dummy indices or some numeric +or symbolic expressions, where at least one index must be a dummy index. +The third, reduced form of the indexing entry has the same effect as if +there were $i$ (if $S$ is 1-dimensional) or $i_1$, $i_2$, \dots, $i_n$ +(if $S$ is $n$-dimensional) all specified as dummy indices. + +A {\it dummy index} is an auxiliary model object, which acts like an +individual variable. Values assigned to dummy indices are components of +$n$-tuples from basic sets, i.e. some numeric and symbolic quantities. + +For referencing purposes dummy indices can be provided with symbolic +names. However, unlike other model objects (sets, parameters, etc.) +dummy indices need not be explicitly declared. Each {\it undeclared} +symbolic name being used in the indexing position of an indexing entry +is recognized as the symbolic name of corresponding dummy index. + +Symbolic names of dummy indices are valid only within the scope of the +indexing expression, where the dummy indices were introduced. Beyond +the scope the dummy indices are completely inaccessible, so the same +symbolic names may be used for other purposes, in particular, to +represent dummy indices in other indexing expressions. + +The scope of indexing expression, where implicit declarations of dummy +indices are valid, depends on the context, in which the indexing +expression is used: + +\begin{enumerate} +\item If the indexing expression is used in iterated operator, its +scope extends until the end of the integrand. +\item If the indexing expression is used as a primary set expression, +its scope extends until the end of that indexing expression. +\item If the indexing expression is used to define the subscript domain +in declarations of some model objects, its scope extends until the end +of the corresponding statement. +\end{enumerate} + +The indexing mechanism implemented by means of indexing expressions is +best explained by some examples discussed below. + +Let there be given three sets: + +\medskip + +\noindent\hspace{33.5pt} +$A=\{4,7,9\}$, + +\medskip + +\noindent\hfil +$B=\{(1,Jan),(1,Feb),(2,Mar),(2,Apr),(3,May),(3,Jun)\}$, + +\medskip + +\noindent\hspace{33.5pt} +$C=\{a,b,c\}$, + +\medskip + +\noindent where $A$ and $C$ consist of 1-tuples (singlets), $B$ +consists of 2-tuples (doublets). Consider the following indexing +expression: + +\medskip + +\noindent\hfil +{\tt\{i in A, (j,k) in B, l in C\}} + +\medskip + +\noindent where {\tt i}, {\tt j}, {\tt k}, and {\tt l} are dummy +indices. + +Although MathProg is not a procedural language, for any indexing +expression an equivalent algorithmic description can be given. In +particular, the algorithmic description of the indexing expression +above could look like follows: + +\medskip + +\noindent\hfil +\begin{tabular}{@{}l@{}} +{\bf for all} $i\in A$ {\bf do}\\ +\hspace{12pt}{\bf for all} $(j,k)\in B$ {\bf do}\\ +\hspace{24pt}{\bf for all} $l\in C$ {\bf do}\\ +\hspace{36pt}{\it action};\\ +\end{tabular} + +\newpage + +\noindent where the dummy indices $i$, $j$, $k$, $l$ are consecutively +assigned corresponding components of $n$-tuples from the basic sets $A$, +$B$, $C$, and {\it action} is some action that depends on the context, +where the indexing expression is used. For example, if the action were +printing current values of dummy indices, the printout would look like +follows: + +\medskip + +\noindent\hfil +\begin{tabular}{@{}llll@{}} +$i=4$&$j=1$&$k=Jan$&$l=a$\\ +$i=4$&$j=1$&$k=Jan$&$l=b$\\ +$i=4$&$j=1$&$k=Jan$&$l=c$\\ +$i=4$&$j=1$&$k=Feb$&$l=a$\\ +$i=4$&$j=1$&$k=Feb$&$l=b$\\ +\multicolumn{4}{c}{.\ \ .\ \ .\ \ .\ \ .\ \ .\ \ .}\\ +$i=9$&$j=3$&$k=Jun$&$l=b$\\ +$i=9$&$j=3$&$k=Jun$&$l=c$\\ +\end{tabular} + +\medskip + +Let the example indexing expression be used in the following iterated +operation: + +\medskip + +\noindent\hfil +{\tt sum\{i in A, (j,k) in B, l in C\} p[i,j,k,l]} + +\medskip + +\noindent where {\tt p} is a 4-dimensional numeric parameter or some +numeric expression whose resultant value depends on {\tt i}, {\tt j}, +{\tt k}, and {\tt l}. In this case the action is summation, so the +resultant value of the primary numeric expression is: +$$\sum_{i\in A,(j,k)\in B,l\in C}(p_{ijkl}).$$ + +Now let the example indexing expression be used as a primary set +expression. In this case the action is gathering all 4-tuples +(quadruplets) of the form $(i,j,k,l)$ in one set, so the resultant +value of such operation is simply the Cartesian product of the basic +sets: +$$A\times B\times C=\{(i,j,k,l):i\in A,(j,k)\in B,l\in C\}.$$ +Note that in this case the same indexing expression might be written in +the reduced form: + +\medskip + +\noindent\hfil +{\tt\{A, B, C\}} + +\medskip + +\noindent because the dummy indices $i$, $j$, $k$, and $l$ are not +referenced and therefore their symbolic names need not be specified. + +Finally, let the example indexing expression be used as the subscript +domain in the declaration of a 4-dimensional model object, say, +a numeric parameter: + +\medskip + +\noindent\hfil +{\tt param p\{i in A, (j,k) in B, l in C\}} \dots {\tt;} + +\medskip + +\noindent In this case the action is generating the parameter members, +where each member has the form $p[i,j,k,l]$. + +As was said above, some indices in the second form of indexing entries +may be numeric or symbolic expressions, not only dummy indices. In this +case resultant values of such expressions play role of some logical +conditions to select only that $n$-tuples from the Cartesian product of +basic sets that satisfy these conditions. + +Consider, for example, the following indexing expression: + +\medskip + +\noindent\hfil +{\tt\{i in A, (i-1,k) in B, l in C\}} + +\medskip + +\noindent where {\tt i}, {\tt k}, {\tt l} are dummy indices, and +{\tt i-1} is a numeric expression. The algorithmic decsription of this +indexing expression is the following: + +\medskip + +\noindent\hfil +\begin{tabular}{@{}l@{}} +{\bf for all} $i\in A$ {\bf do}\\ +\hspace{12pt}{\bf for all} $(j,k)\in B$ {\bf and} $j=i-1$ {\bf do}\\ +\hspace{24pt}{\bf for all} $l\in C$ {\bf do}\\ +\hspace{36pt}{\it action};\\ +\end{tabular} + +\medskip + +\noindent Thus, if this indexing expression were used as a primary set +expression, the resultant set would be the following: +$$\{(4,May,a),(4,May,b),(4,May,c),(4,Jun,a),(4,Jun,b),(4,Jun,c)\}.$$ +Should note that in this case the resultant set consists of 3-tuples, +not of 4-tuples, because in the indexing expression there is no dummy +index that corresponds to the first component of 2-tuples from the set +$B$. + +The general rule is: the number of components of $n$-tuples defined by +an indexing expression is the same as the number of dummy indices in +that expression, where the correspondence between dummy indices and +components on $n$-tuples in the resultant set is positional, i.e. the +first dummy index corresponds to the first component, the second dummy +index corresponds to the second component, etc. + +In some cases it is needed to select a subset from the Cartesian +product of some sets. This may be attained by using an optional logical +predicate, which is specified in the indexing expression. + +Consider, for example, the following indexing expression: + +\medskip + +\noindent\hfil +{\tt\{i in A, (j,k) in B, l in C: i <= 5 and k <> 'Mar'\}} + +\medskip + +\noindent where the logical expression following the colon is a +predicate. The algorithmic description of this indexing expression is +the following: + +\medskip + +\noindent\hfil +\begin{tabular}{@{}l@{}} +{\bf for all} $i\in A$ {\bf do}\\ +\hspace{12pt}{\bf for all} $(j,k)\in B$ {\bf do}\\ +\hspace{24pt}{\bf for all} $l\in C$ {\bf do}\\ +\hspace{36pt}{\bf if} $i\leq 5$ {\bf and} $l\neq`Mar'$ {\bf then}\\ +\hspace{48pt}{\it action};\\ +\end{tabular} + +\medskip + +\noindent Thus, if this indexing expression were used as a primary set +expression, the resultant set would be the following: +$$\{(4,1,Jan,a),(4,1,Feb,a),(4,2,Apr,a),\dots,(4,3,Jun,c)\}.$$ + +If no predicate is specified in the indexing expression, one, which +takes on the value {\it true}, is assumed. + +\subsection{Set expressions} + +A {\it set expression} is a rule for computing an elemental set, i.e. +a collection of $n$-tuples, where components of $n$-tuples are numeric +and symbolic quantities. + +The primary set expression may be a literal set, unsubscripted set, +subscripted set, ``arithmetic'' set, indexing expression, iterated set +expression, conditional set expression, or another set expression +enclosed in parentheses. + +\medskip + +\noindent{\bf Examples} + +\medskip + +\noindent +\begin{tabular}{@{}ll@{}} +\verb|{(123,'aa'), (i,'bb'), (j-1,'cc')}|&(literal set)\\ +\verb|I|&(unsubscripted set)\\ +\verb|S[i-1,j+1]|&(subscripted set)\\ +\verb|1..t-1 by 2|&(``arithmetic'' set)\\ +\verb|{t in 1..T, (t+1,j) in S: (t,j) in F}|&(indexing expression)\\ +\verb|setof{i in I, j in J}(i+1,j-1)|&(iterated expression)\\ +\verb|if i < j then S[i] else F diff S[j]|&(conditional expression)\\ +\verb|(1..10 union 21..30)|&(parenthesized expression)\\ +\end{tabular} + +\medskip + +More general set expressions containing two or more primary set +expressions may be constructed by using certain set operators. + +\medskip + +\noindent{\bf Examples} + +\medskip + +\noindent\verb|(A union B) inter (I cross J)| + +\noindent +\verb|1..10 cross (if i < j then {'a', 'b', 'c'} else {'d', 'e', 'f'})| + +\subsubsection{Literal sets} + +A {\it literal set} is a primary set expression, which has the +following two syntactic forms: + +\medskip + +\noindent\hspace{39pt} +{\tt\{}$e_1${\tt,} $e_2${\tt,} \dots{\tt,} $e_m${\tt\}} + +\medskip + +\noindent\hfil +{\tt\{(}$e_{11}${\tt,} \dots{\tt,} $e_{1n}${\tt),} +{\tt(}$e_{21}${\tt,} \dots{\tt,} $e_{2n}${\tt),} \dots{\tt,} +{\tt(}$e_{m1}${\tt,} \dots{\tt,} $e_{mn}${\tt)\}} + +\medskip + +\noindent where $e_1$, \dots, $e_m$, $e_{11}$, \dots, $e_{mn}$ are +numeric or symbolic expressions. + +If the first form is used, the resultant set consists of 1-tuples +(singlets) enumerated within the curly braces. It is allowed to specify +an empty set as {\tt\{\ \}}, which has no 1-tuples. If the second form +is used, the resultant set consists of $n$-tuples enumerated within the +curly braces, where a particular $n$-tuple consists of corresponding +components enumerated within the parentheses. All $n$-tuples must have +the same number of components. + +\subsubsection{Unsubscripted sets} + +If the primary set expression is an unsubscripted set (which must be +0-dimen\-sional), the resultant set is an elemental set associated with +the corresponding set object. + +\newpage + +\subsubsection{Subscripted sets} + +The primary set expression, which refers to a subscripted set, has the +following syntactic form: + +\medskip + +\noindent\hfil +{\it name}{\tt[}$i_1${\tt,} $i_2${\tt,} \dots{\tt,} $i_n${\tt]} + +\medskip + +\noindent where {\it name} is the symbolic name of the set object, +$i_1$, $i_2$, \dots, $i_n$ are subscripts. + +Each subscript must be a numeric or symbolic expression. The number of +subscripts in the subscript list must be the same as the dimension of +the set object with which the subscript list is associated. + +Actual values of subscript expressions are used to identify a +particular member of the set object that determines the resultant set. + +\subsubsection{``Arithmetic'' sets} + +The primary set expression, which is an ``arithmetic'' set, has the +following two syntactic forms: + +\medskip + +\noindent\hfil +$t_0$ {\tt..} $t_1$ {\tt by} $\delta t$ + +\medskip + +\noindent\hspace{138.5pt} +$t_0$ {\tt..} $t_1$ + +\medskip + +\noindent where $t_0$, $t_1$, and $\delta t$ are numeric expressions +(the value of $\delta t$ must not be zero). The second form is +equivalent to the first form, where $\delta t=1$. + +If $\delta t>0$, the resultant set is determined as follows: +$$\{t:\exists k\in{\cal Z}(t=t_0+k\delta t,\ t_0\leq t\leq t_1)\}.$$ +Otherwise, if $\delta t<0$, the resultant set is determined as follows: +$$\{t:\exists k\in{\cal Z}(t=t_0+k\delta t,\ t_1\leq t\leq t_0)\}.$$ + +\subsubsection{Indexing expressions} + +If the primary set expression is an indexing expression, the resultant +set is determined as described above in Subsection \ref{indexing}, page +\pageref{indexing}. + +\subsubsection{Iterated expressions} + +An {\it iterated set expression} is a primary set expression, which has +the following syntactic form: + +\medskip + +\noindent\hfil +{\tt setof} {\it indexing-expression} {\it integrand} + +\medskip + +\noindent where {\it indexing-expression} is an indexing expression, +which introduces dummy indices and controls iterating, {\it integrand} +is either a single numeric or symbolic expression or a list of numeric +and symbolic expressions separated by commae and enclosed in +parentheses. + +If the integrand is a single numeric or symbolic expression, the +resultant set consists of 1-tuples and is determined as follows: +$$\{x:(i_1,\dots,i_n)\in\Delta\},$$ +\noindent where $x$ is a value of the integrand, $i_1$, \dots, $i_n$ +are dummy indices introduced in the indexing expression, $\Delta$ is +the domain, a set of $n$-tuples specified by the indexing expression, +which defines particular values assigned to the dummy indices on +performing the iterated operation. + +If the integrand is a list containing $m$ numeric and symbolic +expressions, the resultant set consists of $m$-tuples and is determined +as follows: +$$\{(x_1,\dots,x_m):(i_1,\dots,i_n)\in\Delta\},$$ +where $x_1$, \dots, $x_m$ are values of the expressions in the +integrand list, $i_1$, \dots, $i_n$ and $\Delta$ have the same meaning +as above. + +\subsubsection{Conditional expressions} + +A {\it conditional set expression} is a primary set expression that has +the following syntactic form: + +\medskip + +\noindent\hfil +{\tt if} $b$ {\tt then} $X$ {\tt else} $Y$ + +\medskip + +\noindent where $b$ is an logical expression, $X$ and $Y$ are set +expressions, which must define sets of the same dimension. + +The resultant value of the conditional expression depends on the value +of the logical expression that follows the keyword {\tt if}. If it +takes on the value {\it true}, the resultant set is the value of the +expression that follows the keyword {\tt then}. Otherwise, if the +logical expression takes on the value {\it false}, the resultant set is +the value of the expression that follows the keyword {\tt else}. + +\subsubsection{Parenthesized expressions} + +Any set expression may be enclosed in parentheses that syntactically +makes it a primary set expression. + +Parentheses may be used in set expressions, as in algebra, to specify +the desired order in which operations are to be performed. Where +parentheses are used, the expression within the parentheses is +evaluated before the resultant value is used. + +The resultant value of the parenthesized expression is the same as the +value of the expression enclosed within parentheses. + +\subsubsection{Set operators} + +In MathProg there exist the following set operators, which may be used +in set expressions: + +\medskip + +\begin{tabular}{@{}p{96pt}p{222pt}@{}} +$X$ {\tt union} $Y$&union $X\cup Y$\\ +$X$ {\tt diff} $Y$&difference $X\backslash Y$\\ +$X$ {\tt symdiff} $Y$&symmetric difference $X\oplus Y$\\ +$X$ {\tt inter} $Y$&intersection $X\cap Y$\\ +$X$ {\tt cross} $Y$&cross (Cartesian) product $X\times Y$\\ +\end{tabular} + +\medskip + +\noindent where $X$ and Y are set expressions, which must define sets +of the identical dimension (except the Cartesian product). + +If the expression includes more than one set operator, all operators +are performed from left to right according to the hierarchy of +operations (see below). + +The resultant value of the expression, which contains set operators, is +the result of applying the operators to their operands. + +The dimension of the resultant set, i.e. the dimension of $n$-tuples, +of which the resultant set consists of, is the same as the dimension of +the operands, except the Cartesian product, where the dimension of the +resultant set is the sum of the dimensions of its operands. + +\subsubsection{Hierarchy of operations} + +The following list shows the hierarchy of operations in set +expressions: + +\medskip + +\noindent\hfil +\begin{tabular}{@{}ll@{}} +Operation&Hierarchy\\ +\hline +Evaluation of numeric operations&1st-7th\\ +Evaluation of symbolic operations&8th-9th\\ +Evaluation of iterated or ``arithmetic'' set ({\tt setof}, {\tt..})& +10th\\ +Cartesian product ({\tt cross})&11th\\ +Intersection ({\tt inter})&12th\\ +Union and difference ({\tt union}, {\tt diff}, {\tt symdiff})&13th\\ +Conditional evaluation ({\tt if} \dots {\tt then} \dots {\tt else})& +14th\\ +\end{tabular} + +\medskip + +This hierarchy has the same meaning as was explained above for numeric +expressions (see Subsection \ref{hierarchy}, page \pageref{hierarchy}). + +\subsection{Logical expressions} + +A {\it logical expression} is a rule for computing a single logical +value, which can be either {\it true} or {\it false}. + +The primary logical expression may be a numeric expression, relational +expression, iterated logical expression, or another logical expression +enclosed in parentheses. + +\medskip + +\noindent{\bf Examples} + +\medskip + +\noindent +\begin{tabular}{@{}ll@{}} +\verb|i+1|&(numeric expression)\\ +\verb|a[i,j] < 1.5|&(relational expression)\\ +\verb|s[i+1,j-1] <> 'Mar'|&(relational expression)\\ +\verb|(i+1,'Jan') not in I cross J|&(relational expression)\\ +\verb|S union T within A[i] inter B[j]|&(relational expression)\\ +\verb|forall{i in I, j in J} a[i,j] < .5 * b|&(iterated expression)\\ +\verb|(a[i,j] < 1.5 or b[i] >= a[i,j])|&(parenthesized expression)\\ +\end{tabular} + +\medskip + +More general logical expressions containing two or more primary logical +expressions may be constructed by using certain logical operators. + +\newpage + +\noindent{\bf Examples} + +\medskip + +\noindent\verb|not (a[i,j] < 1.5 or b[i] >= a[i,j]) and (i,j) in S| + +\noindent\verb|(i,j) in S or (i,j) not in T diff U| + +\subsubsection{Numeric expressions} + +The resultant value of the primary logical expression, which is a +numeric expression, is {\it true}, if the resultant value of the +numeric expression is non-zero. Otherwise the resultant value of the +logical expression is {\it false}. + +\subsubsection{Relational operators} + +In MathProg there exist the following relational operators, which may +be used in logical expressions: + +\medskip + +\begin{tabular}{@{}ll@{}} +$x$ {\tt<} $y$&test on $x=} $y$&test on $x\geq y$\\ +$x$ {\tt>} $y$&test on $x>y$\\ +$x$ {\tt<>} $y$, $x$ {\tt!=} $y$&test on $x\neq y$\\ +$x$ {\tt in} $Y$&test on $x\in Y$\\ +{\tt(}$x_1${\tt,}\dots{\tt,}$x_n${\tt)} {\tt in} $Y$&test on +$(x_1,\dots,x_n)\in Y$\\ +$x$ {\tt not} {\tt in} $Y$, $x$ {\tt!in} $Y$&test on $x\not\in Y$\\ +{\tt(}$x_1${\tt,}\dots{\tt,}$x_n${\tt)} {\tt not} {\tt in} $Y$, +{\tt(}$x_1${\tt,}\dots{\tt,}$x_n${\tt)} {\tt !in} $Y$&test on +$(x_1,\dots,x_n)\not\in Y$\\ +$X$ {\tt within} $Y$&test on $X\subseteq Y$\\ +$X$ {\tt not} {\tt within} $Y$, $X$ {\tt !within} $Y$&test on +$X\not\subseteq Y$\\ +\end{tabular} + +\medskip + +\noindent where $x$, $x_1$, \dots, $x_n$, $y$ are numeric or symbolic +expressions, $X$ and $Y$ are set expression. + +{\it Notes:} + +1. In the operations {\tt in}, {\tt not in}, and {\tt !in} the +number of components in the first operands must be the same as the +dimension of the second operand. + +2. In the operations {\tt within}, {\tt not within}, and {\tt !within} +both operands must have identical dimension. + +All the relational operators listed above have their conventional +mathematical meaning. The resultant value is {\it true}, if +corresponding relation is satisfied for its operands, otherwise +{\it false}. (Note that symbolic values are ordered lexicographically, +and any numeric value precedes any symbolic value.) + +\subsubsection{Iterated expressions} + +An {\it iterated logical expression} is a primary logical expression, +which has the following syntactic form: + +\medskip + +\noindent\hfil +{\it iterated-operator} {\it indexing-expression} {\it integrand} + +\medskip + +\noindent where {\it iterated-operator} is the symbolic name of the +iterated operator to be performed (see below), {\it indexing-expression} +is an indexing expression which introduces dummy indices and controls +iterating, {\it integrand} is a numeric expression that participates in +the operation. + +In MathProg there exist two iterated operators, which may be used in +logical expressions: + +\medskip + +\noindent\hfil +\begin{tabular}{@{}lll@{}} +{\tt forall}&$\forall$-quantification&$\displaystyle +\forall(i_1,\dots,i_n)\in\Delta[f(i_1,\dots,i_n)],$\\ +{\tt exists}&$\exists$-quantification&$\displaystyle +\exists(i_1,\dots,i_n)\in\Delta[f(i_1,\dots,i_n)],$\\ +\end{tabular} + +\medskip + +\noindent where $i_1$, \dots, $i_n$ are dummy indices introduced in +the indexing expression, $\Delta$ is the domain, a set of $n$-tuples +specified by the indexing expression which defines particular values +assigned to the dummy indices on performing the iterated operation, +$f(i_1,\dots,i_n)$ is the integrand, a logical expression whose +resultant value depends on the dummy indices. + +For $\forall$-quantification the resultant value of the iterated +logical expression is {\it true}, if the value of the integrand is +{\it true} for all $n$-tuples contained in the domain, otherwise +{\it false}. + +For $\exists$-quantification the resultant value of the iterated +logical expression is {\it false}, if the value of the integrand is +{\it false} for all $n$-tuples contained in the domain, otherwise +{\it true}. + +\subsubsection{Parenthesized expressions} + +Any logical expression may be enclosed in parentheses that +syntactically makes it a primary logical expression. + +Parentheses may be used in logical expressions, as in algebra, to +specify the desired order in which operations are to be performed. +Where parentheses are used, the expression within the parentheses is +evaluated before the resultant value is used. + +The resultant value of the parenthesized expression is the same as the +value of the expression enclosed within parentheses. + +\subsubsection{Logical operators} + +In MathProg there exist the following logical operators, which may be +used in logical expressions: + +\medskip + +\begin{tabular}{@{}p{96pt}p{222pt}@{}} +{\tt not} $x$, {\tt!}$x$&negation $\neg\ x$\\ +$x$ {\tt and} $y$, $x$ {\tt\&\&} $y$&conjunction (logical ``and'') +$x\;\&\;y$\\ +$x$ {\tt or} $y$, $x$ {\tt||} $y$&disjunction (logical ``or'') +$x\vee y$\\ +\end{tabular} + +\medskip + +\noindent where $x$ and $y$ are logical expressions. + +If the expression includes more than one logical operator, all +operators are performed from left to right according to the hierarchy +of the operations (see below). The resultant value of the expression, +which contains logical operators, is the result of applying the +operators to their operands. + +\subsubsection{Hierarchy of operations} + +The following list shows the hierarchy of operations in logical +expressions: + +\medskip + +\noindent\hfil +\begin{tabular}{@{}ll@{}} +Operation&Hierarchy\\ +\hline +Evaluation of numeric operations&1st-7th\\ +Evaluation of symbolic operations&8th-9th\\ +Evaluation of set operations&10th-14th\\ +Relational operations ({\tt<}, {\tt<=}, etc.)&15th\\ +Negation ({\tt not}, {\tt!})&16th\\ +Conjunction ({\tt and}, {\tt\&\&})&17th\\ +$\forall$- and $\exists$-quantification ({\tt forall}, {\tt exists})& +18th\\ +Disjunction ({\tt or}, {\tt||})&19th\\ +\end{tabular} + +\medskip + +This hierarchy has the same meaning as was explained above for numeric +expressions (see Subsection \ref{hierarchy}, page \pageref{hierarchy}). + +\subsection{Linear expressions} + +An {\it linear expression} is a rule for computing so called +a {\it linear form} or simply a {\it formula}, which is a linear (or +affine) function of elemental variables. + +The primary linear expression may be an unsubscripted variable, +subscripted variable, iterated linear expression, conditional linear +expression, or another linear expression enclosed in parentheses. + +It is also allowed to use a numeric expression as the primary linear +expression, in which case the resultant value of the numeric expression +is automatically converted to a formula that includes the constant term +only. + +\medskip + +\noindent{\bf Examples} + +\medskip + +\noindent +\begin{tabular}{@{}ll@{}} +\verb|z|&(unsubscripted variable)\\ +\verb|x[i,j]|&(subscripted variable)\\ +\verb|sum{j in J} (a[i] * x[i,j] + 3 * y)|&(iterated expression)\\ +\verb|if i in I then x[i,j] else 1.5 * z + 3|&(conditional expression)\\ +\verb|(a[i,j] * x[i,j] + y[i-1] + .1)|&(parenthesized expression)\\ +\end{tabular} + +\medskip + +More general linear expressions containing two or more primary linear +expressions may be constructed by using certain arithmetic operators. + +\medskip + +\noindent{\bf Examples} + +\medskip + +\noindent\verb|2 * x[i-1,j+1] + 3.5 * y[k] + .5 * z| + +\noindent\verb|(- x[i,j] + 3.5 * y[k]) / sum{t in T} abs(d[i,j,t])| + +\subsubsection{Unsubscripted variables} + +If the primary linear expression is an unsubscripted variable (which +must be 0-dimensional), the resultant formula is that unsubscripted +variable. + +\subsubsection{Subscripted variables} + +The primary linear expression, which refers to a subscripted variable, +has the following syntactic form: + +\medskip + +\noindent\hfil +{\it name}{\tt[}$i_1${\tt,} $i_2${\tt,} \dots{\tt,} $i_n${\tt]} + +\medskip + +\noindent where {\it name} is the symbolic name of the model variable, +$i_1$, $i_2$, \dots, $i_n$ are subscripts. + +Each subscript must be a numeric or symbolic expression. The number of +subscripts in the subscript list must be the same as the dimension of +the model variable with which the subscript list is associated. + +Actual values of the subscript expressions are used to identify a +particular member of the model variable that determines the resultant +formula, which is an elemental variable associated with corresponding +member. + +\subsubsection{Iterated expressions} + +An {\it iterated linear expression} is a primary linear expression, +which has the following syntactic form: + +\medskip + +\noindent\hfil +{\tt sum} {\it indexing-expression} {\it integrand} + +\medskip + +\noindent where {\it indexing-expression} is an indexing expression, +which introduces dummy indices and controls iterating, {\it integrand} +is a linear expression that participates in the operation. + +The iterated linear expression is evaluated exactly in the same way as +the iterated numeric expression (see Subection \ref{itexpr}, page +\pageref{itexpr}) with exception that the integrand participated in the +summation is a formula, not a numeric value. + +\subsubsection{Conditional expressions} + +A {\it conditional linear expression} is a primary linear expression, +which has one of the following two syntactic forms: + +\medskip + +\noindent\hfil +{\tt if} $b$ {\tt then} $f$ {\tt else} $g$ + +\medskip + +\noindent\hspace{127pt} +{\tt if} $b$ {\tt then} $f$ + +\medskip + +\noindent where $b$ is an logical expression, $f$ and $g$ are linear +expressions. + +The conditional linear expression is evaluated exactly in the same way +as the conditional numeric expression (see Subsection \ref{ifthen}, +page \pageref{ifthen}) with exception that operands participated in the +operation are formulae, not numeric values. + +\subsubsection{Parenthesized expressions} + +Any linear expression may be enclosed in parentheses that syntactically +makes it a primary linear expression. + +Parentheses may be used in linear expressions, as in algebra, to +specify the desired order in which operations are to be performed. +Where parentheses are used, the expression within the parentheses is +evaluated before the resultant formula is used. + +The resultant value of the parenthesized expression is the same as the +value of the expression enclosed within parentheses. + +\subsubsection{Arithmetic operators} + +In MathProg there exists the following arithmetic operators, which may +be used in linear expressions: + +\medskip + +\begin{tabular}{@{}p{96pt}p{222pt}@{}} +{\tt+} $f$&unary plus\\ +{\tt-} $f$&unary minus\\ +$f$ {\tt+} $g$&addition\\ +$f$ {\tt-} $g$&subtraction\\ +$x$ {\tt*} $f$, $f$ {\tt*} $x$&multiplication\\ +$f$ {\tt/} $x$&division +\end{tabular} + +\medskip + +\noindent where $f$ and $g$ are linear expressions, $x$ is a numeric +expression (more precisely, a linear expression containing only the +constant term). + +If the expression includes more than one arithmetic operator, all +operators are performed from left to right according to the hierarchy +of operations (see below). The resultant value of the expression, which +contains arithmetic operators, is the result of applying the operators +to their operands. + +\subsubsection{Hierarchy of operations} + +The hierarchy of arithmetic operations used in linear expressions is +the same as for numeric expressions (see Subsection \ref{hierarchy}, +page \pageref{hierarchy}). + +%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% + +\newpage + +\section{Statements} + +{\it Statements} are basic units of the model description. In MathProg +all statements are divided into two categories: declaration statements +and functional statements. + +{\it Declaration statements} (set statement, parameter statement, +variable statement, constraint statement, and objective statement) are +used to declare model objects of certain kinds and define certain +properties of such objects. + +{\it Functional statements} (solve statement, check statement, display +statement, printf statement, loop statement) are intended for +performing some specific actions. + +Note that declaration statements may follow in arbitrary order, which +does not affect the result of translation. However, any model object +must be declared before it is referenced in other statements. + +\subsection{Set statement} + +\medskip + +\framebox[345pt][l]{ +\parbox[c][24pt]{345pt}{ +\hspace{6pt} {\tt set} {\it name} {\it alias} {\it domain} {\tt,} +{\it attrib} {\tt,} \dots {\tt,} {\it attrib} {\tt;} +}} + +\setlength{\leftmargini}{60pt} + +\begin{description} +\item[{\rm Where:}\hspace*{23pt}] {\it name} is a symbolic name of the +set; +\item[\hspace*{54pt}] {\it alias} is an optional string literal, which +specifies an alias of the set; +\item[\hspace*{54pt}] {\it domain} is an optional indexing expression, +which specifies a subscript domain of the set; +\item[\hspace*{54pt}] {\it attrib}, \dots, {\it attrib} are optional +attributes of the set. (Commae preceding attributes may be omitted.) +\end{description} + +\noindent Optional attributes: + +\begin{description} +\item[{\tt dimen} $n$\hspace*{19pt}] specifies the dimension of +$n$-tuples, which the set consists of; +\item[{\tt within} {\it expression}]\hspace*{0pt}\\ +specifies a superset which restricts the set or all its members +(elemental sets) to be within that superset; +\item[{\tt:=} {\it expression}]\hspace*{0pt}\\ +specifies an elemental set assigned to the set or its members; +\item[{\tt default} {\it expression}]\hspace*{0pt}\\ +specifies an elemental set assigned to the set or its members whenever +no appropriate data are available in the data section. +\end{description} + +\newpage + +\noindent{\bf Examples} + +\begin{verbatim} +set V; +set E within V cross V; +set step{s in 1..maxiter} dimen 2 := if s = 1 then E else + step[s-1] union setof{k in V, (i,k) in step[s-1], (k,j) + in step[s-1]}(i,j); +set A{i in I, j in J}, within B[i+1] cross C[j-1], within + D diff E, default {('abc',123), (321,'cba')}; +\end{verbatim} + +The set statement declares a set. If the subscript domain is not +specified, the set is a simple set, otherwise it is an array of +elemental sets. + +The {\tt dimen} attribute specifies the dimension of $n$-tuples, which +the set (if it is a simple set) or its members (if the set is an array +of elemental sets) consist of, where $n$ must be unsigned integer from +1 to 20. At most one {\tt dimen} attribute can be specified. If the +{\tt dimen} attribute is not specified, the dimension of\linebreak +$n$-tuples is implicitly determined by other attributes (for example, +if there is a set expression that follows {\tt:=} or the keyword +{\tt default}, the dimension of $n$-tuples of corresponding elemental +set is used). If no dimension information is available, {\tt dimen 1} +is assumed. + +The {\tt within} attribute specifies a set expression whose resultant +value is a superset used to restrict the set (if it is a simple set) or +its members (if the set is an array of elemental sets) to be within +that superset. Arbitrary number of {\tt within} attributes may be +specified in the same set statement. + +The assign ({\tt:=}) attribute specifies a set expression used to +evaluate elemental set(s) assigned to the set (if it is a simple set) +or its members (if the set is an array of elemental sets). If the +assign attribute is specified, the set is {\it computable} and +therefore needs no data to be provided in the data section. If the +assign attribute is not specified, the set must be provided with data +in the data section. At most one assign or default attribute can be +specified for the same set. + +The {\tt default} attribute specifies a set expression used to evaluate +elemental set(s) assigned to the set (if it is a simple set) or its +members (if the set is an array of elemental sets) whenever +no appropriate data are available in the data section. If neither +assign nor default attribute is specified, missing data will cause an +error. + +\subsection{Parameter statement} + +\medskip + +\framebox[345pt][l]{ +\parbox[c][24pt]{345pt}{ +\hspace{6pt} {\tt param} {\it name} {\it alias} {\it domain} {\tt,} +{\it attrib} {\tt,} \dots {\tt,} {\it attrib} {\tt;} +}} + +\setlength{\leftmargini}{60pt} + +\begin{description} +\item[{\rm Where:}\hspace*{23pt}] {\it name} is a symbolic name of the +parameter; +\item[\hspace*{54pt}] {\it alias} is an optional string literal, which +specifies an alias of the parameter; +\item[\hspace*{54pt}] {\it domain} is an optional indexing expression, +which specifies a subscript domain of the parameter; +\item[\hspace*{54pt}] {\it attrib}, \dots, {\it attrib} are optional +attributes of the parameter. (Commae preceding attributes may be +omitted.) +\end{description} + +\noindent Optional attributes: + +\begin{description} +\item[{\tt integer}\hspace*{18.5pt}] specifies that the parameter is +integer; +\item[{\tt binary}\hspace*{24pt}] specifies that the parameter is +binary; +\item[{\tt symbolic}\hspace*{13.5pt}] specifies that the parameter is +symbolic; +\item[{\it relation expression}]\hspace*{0pt}\\ +(where {\it relation} is one of: {\tt<}, {\tt<=}, {\tt=}, {\tt==}, +{\tt>=}, {\tt>}, {\tt<>}, {\tt!=})\\ +specifies a condition that restricts the parameter or its members to +satisfy that condition; +\item[{\tt in} {\it expression}]\hspace*{0pt}\\ +specifies a superset that restricts the parameter or its members to be +in that superset; +\item[{\tt:=} {\it expression}]\hspace*{0pt}\\ +specifies a value assigned to the parameter or its members; +\item[{\tt default} {\it expression}]\hspace*{0pt}\\ +specifies a value assigned to the parameter or its members whenever +no appropriate data are available in the data section. +\end{description} + +\noindent{\bf Examples} + +\begin{verbatim} +param units{raw, prd} >= 0; +param profit{prd, 1..T+1}; +param N := 20, integer, >= 0, <= 100; +param comb 'n choose k' {n in 0..N, k in 0..n} := + if k = 0 or k = n then 1 else comb[n-1,k-1] + comb[n-1,k]; +param p{i in I, j in J}, integer, >= 0, <= i+j, + in A[i] symdiff B[j], in C[i,j], default 0.5 * (i + j); +param month symbolic default 'May' in {'Mar', 'Apr', 'May'}; +\end{verbatim} + +The parameter statement declares a parameter. If a subscript domain is +not specified, the parameter is a simple (scalar) parameter, otherwise +it is a $n$-dimensional array. + +The type attributes {\tt integer}, {\tt binary}, and {\tt symbolic} +qualify the type of values that can be assigned to the parameter as +shown below: + +\medskip + +\noindent\hfil +\begin{tabular}{@{}ll@{}} +Type attribute&Assigned values\\ +\hline +(not specified)&Any numeric values\\ +{\tt integer}&Only integer numeric values\\ +{\tt binary}&Either 0 or 1\\ +{\tt symbolic}&Any numeric and symbolic values\\ +\end{tabular} + +\newpage + +The {\tt symbolic} attribute cannot be specified along with other type +attributes. Being specified it must precede all other attributes. + +The condition attribute specifies an optional condition that restricts +values assigned to the parameter to satisfy that condition. This +attribute has the following syntactic forms: + +\medskip + +\begin{tabular}{@{}ll@{}} +{\tt<} $v$&check for $x=} $v$&check for $x\geq v$\\ +{\tt>} $v$&check for $x\geq v$\\ +{\tt<>} $v$, {\tt!=} $v$&check for $x\neq v$\\ +\end{tabular} + +\medskip + +\noindent where $x$ is a value assigned to the parameter, $v$ is the +resultant value of a numeric or symbolic expression specified in the +condition attribute. Arbitrary number of condition attributes can be +specified for the same parameter. If a value being assigned to the +parameter during model evaluation violates at least one of specified +conditions, an error is raised. (Note that symbolic values are ordered +lexicographically, and any numeric value precedes any symbolic value.) + +The {\tt in} attribute is similar to the condition attribute and +specifies a set expression whose resultant value is a superset used to +restrict numeric or symbolic values assigned to the parameter to be in +that superset. Arbitrary number of the {\tt in} attributes can be +specified for the same parameter. If a value being assigned to the +parameter during model evaluation is not in at least one of specified +supersets, an error is raised. + +The assign ({\tt:=}) attribute specifies a numeric or symbolic +expression used to compute a value assigned to the parameter (if it is +a simple parameter) or its member (if the parameter is an array). If +the assign attribute is specified, the parameter is {\it computable} +and therefore needs no data to be provided in the data section. If the +assign attribute is not specified, the parameter must be provided with +data in the data section. At most one assign or {\tt default} attribute +can be specified for the same parameter. + +The {\tt default} attribute specifies a numeric or symbolic expression +used to compute a value assigned to the parameter or its member +whenever no appropriate data are available in the data section. If +neither assign nor {\tt default} attribute is specified, missing data +will cause an error. + +\subsection{Variable statement} + +\medskip + +\framebox[345pt][l]{ +\parbox[c][24pt]{345pt}{ +\hspace{6pt} {\tt var} {\it name} {\it alias} {\it domain} {\tt,} +{\it attrib} {\tt,} \dots {\tt,} {\it attrib} {\tt;} +}} + +\setlength{\leftmargini}{60pt} + +\begin{description} +\item[{\rm Where:}\hspace*{23pt}] {\it name} is a symbolic name of the +variable; +\item[\hspace*{54pt}] {\it alias} is an optional string literal, which +specifies an alias of the variable; +\item[\hspace*{54pt}] {\it domain} is an optional indexing expression, +which specifies a subscript domain of the variable; +\item[\hspace*{54pt}] {\it attrib}, \dots, {\it attrib} are optional +attributes of the variable. (Commae preceding attributes may be +omitted.) +\end{description} + +\noindent Optional attributes: + +\begin{description} +\item[{\tt integer}\hspace*{18.5pt}] restricts the variable to be +integer; +\item[{\tt binary}\hspace*{24pt}] restricts the variable to be binary; +\item[{\tt>=} {\it expression}]\hspace*{0pt}\\ +specifies an lower bound of the variable; +\item[{\tt<=} {\it expression}]\hspace*{0pt}\\ +specifies an upper bound of the variable; +\item[{\tt=} {\it expression}]\hspace*{0pt}\\ +specifies a fixed value of the variable; +\end{description} + +\noindent{\bf Examples} + +\begin{verbatim} +var x >= 0; +var y{I,J}; +var make{p in prd}, integer, >= commit[p], <= market[p]; +var store{raw, 1..T+1} >= 0; +var z{i in I, j in J} >= i+j; +\end{verbatim} + +The variable statement declares a variable. If a subscript domain is +not specified, the variable is a simple (scalar) variable, otherwise it +is a $n$-dimensional array of elemental variables. + +Elemental variable(s) associated with the model variable (if it is a +simple variable) or its members (if it is an array) correspond to the +variables in the LP/MIP problem formulation (see Subsection +\ref{problem}, page \pageref{problem}). Note that only elemental +variables actually referenced in some constraints and/or objectives are +included in the LP/MIP problem instance to be generated. + +The type attributes {\tt integer} and {\tt binary} restrict the +variable to be integer or binary, respectively. If no type attribute is +specified, the variable is continuous. If all variables in the model +are continuous, the corresponding problem is of LP class. If there is +at least one integer or binary variable, the problem is of MIP class. + +The lower bound ({\tt>=}) attribute specifies a numeric expression for +computing an lower bound of the variable. At most one lower bound can +be specified. By default all variables (except binary ones) have no +lower bound, so if a variable is required to be non-negative, its zero +lower bound should be explicitly specified. + +The upper bound ({\tt<=}) attribute specifies a numeric expression for +computing an upper bound of the variable. At most one upper bound +attribute can be specified. + +The fixed value ({\tt=}) attribute specifies a numeric expression for +computing a value, at which the variable is fixed. This attribute +cannot be specified along with the bound attributes. + +\subsection{Constraint statement} + +\medskip + +\framebox[345pt][l]{ +\parbox[c][96pt]{345pt}{ +\hspace{6pt} {\tt s.t.} {\it name} {\it alias} {\it domain} {\tt:} +{\it expression} {\tt,} {\tt=} {\it expression} {\tt;} + +\medskip + +\hspace{6pt} {\tt s.t.} {\it name} {\it alias} {\it domain} {\tt:} +{\it expression} {\tt,} {\tt<=} {\it expression} {\tt;} + +\medskip + +\hspace{6pt} {\tt s.t.} {\it name} {\it alias} {\it domain} {\tt:} +{\it expression} {\tt,} {\tt>=} {\it expression} {\tt;} + +\medskip + +\hspace{6pt} {\tt s.t.} {\it name} {\it alias} {\it domain} {\tt:} +{\it expression} {\tt,} {\tt<=} {\it expression} {\tt,} {\tt<=} +{\it expression} {\tt;} + +\medskip + +\hspace{6pt} {\tt s.t.} {\it name} {\it alias} {\it domain} {\tt:} +{\it expression} {\tt,} {\tt>=} {\it expression} {\tt,} {\tt>=} +{\it expression} {\tt;} +}} + +\setlength{\leftmargini}{60pt} + +\begin{description} +\item[{\rm Where:}\hspace*{23pt}] {\it name} is a symbolic name of the +constraint; +\item[\hspace*{54pt}] {\it alias} is an optional string literal, which +specifies an alias of the constraint; +\item[\hspace*{54pt}] {\it domain} is an optional indexing expression, +which specifies a subscript domain of the constraint; +\item[\hspace*{54pt}] {\it expression} is a linear expression used to +compute a component of the constraint. (Commae following expressions +may be omitted.) +\end{description} + +\begin{description} +\item[{\rm Note:}\hspace*{31pt}] The keyword {\tt s.t.} may be written +as {\tt subject to} or as {\tt subj to}, or may be omitted at all. +\end{description} + +\noindent{\bf Examples} + +\begin{verbatim} +s.t. r: x + y + z, >= 0, <= 1; +limit{t in 1..T}: sum{j in prd} make[j,t] <= max_prd; +subject to balance{i in raw, t in 1..T}: store[i,t+1] - + store[i,t] - sum{j in prd} units[i,j] * make[j,t]; +subject to rlim 'regular-time limit' {t in time}: +sum{p in prd} pt[p] * rprd[p,t] <= 1.3 * dpp[t] * crews[t]; +\end{verbatim} + +The constraint statement declares a constraint. If a subscript domain +is not specified, the constraint is a simple (scalar) constraint, +otherwise it is a $n$-dimensional array of elemental constraints. + +Elemental constraint(s) associated with the model constraint (if it is +a simple constraint) or its members (if it is an array) correspond to +the linear constraints in the LP/MIP problem formulation (see +Subsection \ref{problem}, page \pageref{problem}). + +If the constraint has the form of equality or single inequality, i.e. +includes two expressions, one of which follows the colon and other +follows the relation sign {\tt=}, {\tt<=}, or {\tt>=}, both expressions +in the statement can be linear expressions. If the constraint has the +form of double inequality, i.e. includes three expressions, the middle +expression can be a linear expression while the leftmost and rightmost +ones can be only numeric expressions. + +Generating the model is, roughly speaking, generating its constraints, +which are always evaluated for the entire subscript domain. Evaluation +of the constraints leads, in turn, to evaluation of other model objects +such as sets, parameters, and variables. + +Constructing an actual linear constraint included in the problem +instance, which (constraint) corresponds to a particular elemental +constraint, is performed as follows. + +If the constraint has the form of equality or single inequality, +evaluation of both linear expressions gives two resultant linear forms: +$$\begin{array}{r@{\ }c@{\ }r@{\ }c@{\ }r@{\ }c@{\ }r@{\ }c@{\ }r} +f&=&a_1x_1&+&a_2x_2&+\dots+&a_nx_n&+&a_0,\\ +g&=&b_1x_1&+&a_2x_2&+\dots+&a_nx_n&+&b_0,\\ +\end{array}$$ +where $x_1$, $x_2$, \dots, $x_n$ are elemental variables; $a_1$, $a_2$, +\dots, $a_n$, $b_1$, $b_2$, \dots, $b_n$ are numeric coefficients; +$a_0$ and $b_0$ are constant terms. Then all linear terms of $f$ and +$g$ are carried to the left-hand side, and the constant terms are +carried to the right-hand side, that gives the final elemental +constraint in the standard form: +$$(a_1-b_1)x_1+(a_2-b_2)x_2+\dots+(a_n-b_n)x_n\left\{ +\begin{array}{@{}c@{}}=\\\leq\\\geq\\\end{array}\right\}b_0-a_0.$$ + +If the constraint has the form of double inequality, evaluation of the +middle linear expression gives the resultant linear form: +$$f=a_1x_1+a_2x_2+\dots+a_nx_n+a_0,$$ +and evaluation of the leftmost and rightmost numeric expressions gives +two numeric values $l$ and $u$, respectively. Then the constant term of +the linear form is carried to both left-hand and right-handsides that +gives the final elemental constraint in the standard form: +$$l-a_0\leq a_1x_1+a_2x_2+\dots+a_nx_n\leq u-a_0.$$ + +\subsection{Objective statement} + +\medskip + +\framebox[345pt][l]{ +\parbox[c][44pt]{345pt}{ +\hspace{6pt} {\tt minimize} {\it name} {\it alias} {\it domain} {\tt:} +{\it expression} {\tt;} + +\medskip + +\hspace{6pt} {\tt maximize} {\it name} {\it alias} {\it domain} {\tt:} +{\it expression} {\tt;} +}} + +\setlength{\leftmargini}{60pt} + +\begin{description} +\item[{\rm Where:}\hspace*{23pt}] {\it name} is a symbolic name of the +objective; +\item[\hspace*{54pt}] {\it alias} is an optional string literal, which +specifies an alias of the objective; +\item[\hspace*{54pt}] {\it domain} is an optional indexing expression, +which specifies a subscript domain of the objective; +\item[\hspace*{54pt}] {\it expression} is a linear expression used to +compute the linear form of the objective. +\end{description} + +\noindent{\bf Examples} + +\begin{verbatim} +minimize obj: x + 1.5 * (y + z); +maximize total_profit: sum{p in prd} profit[p] * make[p]; +\end{verbatim} + +The objective statement declares an objective. If a subscript domain is +not specified, the objective is a simple (scalar) objective. Otherwise +it is a $n$-dimensional array of elemental objectives. + +Elemental objective(s) associated with the model objective (if it is a +simple objective) or its members (if it is an array) correspond to +general linear constraints in the LP/MIP problem formulation (see +Subsection \ref{problem}, page \pageref{problem}). However, unlike +constraints the corresponding linear forms are free (unbounded). + +Constructing an actual linear constraint included in the problem +instance, which (constraint) corresponds to a particular elemental +constraint, is performed as follows. The linear expression specified in +the objective statement is evaluated that, gives the resultant linear +form: +$$f=a_1x_1+a_2x_2+\dots+a_nx_n+a_0,$$ +where $x_1$, $x_2$, \dots, $x_n$ are elemental variables; $a_1$, $a_2$, +\dots, $a_n$ are numeric coefficients; $a_0$ is the constant term. Then +the linear form is used to construct the final elemental constraint in +the standard form: +$$-\infty= 0 and y >= 0; +check sum{i in ORIG} supply[i] = sum{j in DEST} demand[j]; +check{i in I, j in 1..10}: S[i,j] in U[i] union V[j]; +\end{verbatim} + +The check statement allows checking the resultant value of an logical +expression specified in the statement. If the value is {\it false}, an +error is reported. + +If the subscript domain is not specified, the check is performed only +once. Specifying the subscript domain allows performing multiple checks +for every\linebreak $n$-tuple in the domain set. In the latter case the +logical expression may include dummy indices introduced in +corresponding indexing expression. + +\subsection{Display statement} + +\medskip + +\framebox[345pt][l]{ +\parbox[c][24pt]{345pt}{ +\hspace{6pt} {\tt display} {\it domain} {\tt:} {\it item} {\tt,} +\dots {\tt,} {\it item} {\tt;} +}} + +\setlength{\leftmargini}{60pt} + +\begin{description} +\item[{\rm Where:}\hspace*{23pt}] {\it domain} is an optional indexing +expression, which specifies a subscript domain of the check statement; +\item[\hspace*{54pt}] {\it item}, \dots, {\it item} are items to be +displayed. (The colon preceding the first item may be omitted.) +\end{description} + +\noindent{\bf Examples} + +\begin{verbatim} +display: 'x =', x, 'y =', y, 'z =', z; +display sqrt(x ** 2 + y ** 2 + z ** 2); +display{i in I, j in J}: i, j, a[i,j], b[i,j]; +\end{verbatim} + +\newpage + +The display statement evaluates all items specified in the statement +and writes their values to the terminal in plain text format. + +If a subscript domain is not specified, items are evaluated and then +displayed only once. Specifying the subscript domain causes items to be +evaluated and displayed for every $n$-tuple in the domain set. In the +latter case items may include dummy indices introduced in corresponding +indexing expression. + +An item to be displayed can be a model object (set, parameter, variable, +constraint, objective) or an expression. + +If the item is a computable object (i.e. a set or parameter provided +with the assign attribute), the object is evaluated over the entire +domain and then its content (i.e. the content of the object array) is +displayed. Otherwise, if the item is not a computable object, only its +current content (i.e. members actually generated during the model +evaluation) is displayed. + +If the item is an expression, the expression is evaluated and its +resultant value is displayed. + +\subsection{Printf statement} + +\medskip + +\framebox[345pt][l]{ +\parbox[c][60pt]{345pt}{ +\hspace{6pt} {\tt printf} {\it domain} {\tt:} {\it format} {\tt,} +{\it expression} {\tt,} \dots {\tt,} {\it expression} {\tt;} + +\medskip + +\hspace{6pt} {\tt printf} {\it domain} {\tt:} {\it format} {\tt,} +{\it expression} {\tt,} \dots {\tt,} {\it expression} {\tt>} +{\it filename} {\tt;} + +\medskip + +\hspace{6pt} {\tt printf} {\it domain} {\tt:} {\it format} {\tt,} +{\it expression} {\tt,} \dots {\tt,} {\it expression} {\tt>>} +{\it filename} {\tt;} +}} + +\setlength{\leftmargini}{60pt} + +\begin{description} +\item[{\rm Where:}\hspace*{23pt}] {\it domain} is an optional indexing +expression, which specifies a subscript domain of the printf statement; +\item[\hspace*{54pt}] {\it format} is a symbolic expression whose value +specifies a format control string. (The colon preceding the format +expression may be omitted.) +\item[\hspace*{54pt}] {\it expression}, \dots, {\it expression} are +zero or more expressions whose values have to be formatted and printed. +Each expression must be of numeric, symbolic, or logical type. +\item[\hspace*{54pt}] {\it filename} is a symbolic expression whose +value specifies a name of a text file, to which the output is +redirected. The flag {\tt>} means creating a new empty file while the +flag {\tt>>} means appending the output to an existing file. If no file +name is specified, the output is written to the terminal. +\end{description} + +\noindent{\bf Examples} + +\begin{verbatim} +printf 'Hello, world!\n'; +printf: "x = %.3f; y = %.3f; z = %.3f\n", + x, y, z > "result.txt"; +printf{i in I, j in J}: "flow from %s to %s is %d\n", + i, j, x[i,j] >> result_file & ".txt"; +\end{verbatim} + +\newpage + +\begin{verbatim} +printf{i in I} 'total flow from %s is %g\n', + i, sum{j in J} x[i,j]; +printf{k in K} "x[%s] = " & (if x[k] < 0 then "?" else "%g"), + k, x[k]; +\end{verbatim} + +The printf statement is similar to the display statement, however, it +allows formatting data to be written. + +If a subscript domain is not specified, the printf statement is +executed only once. Specifying a subscript domain causes executing the +printf statement for every $n$-tuple in the domain set. In the latter +case the format and expression may include dummy indices introduced in +corresponding indexing expression. + +The format control string is a value of the symbolic expression +{\it format} specified in the printf statement. It is composed of zero +or more directives as follows: ordinary characters (not {\tt\%}), which +are copied unchanged to the output stream, and conversion +specifications, each of which causes evaluating corresponding +expression specified in the printf statement, formatting it, and +writing its resultant value to the output stream. + +Conversion specifications that may be used in the format control string +are the following: {\tt d}, {\tt i}, {\tt f}, {\tt F}, {\tt e}, {\tt E}, +{\tt g}, {\tt G}, and {\tt s}. These specifications have the same +syntax and semantics as in the C programming language. + +\subsection{For statement} + +\medskip + +\framebox[345pt][l]{ +\parbox[c][44pt]{345pt}{ +\hspace{6pt} {\tt for} {\it domain} {\tt:} {\it statement} {\tt;} + +\medskip + +\hspace{6pt} {\tt for} {\it domain} {\tt:} {\tt\{} {\it statement} +\dots {\it statement} {\tt\}} {\tt;} +}} + +\setlength{\leftmargini}{60pt} + +\begin{description} +\item[{\rm Where:}\hspace*{23pt}] {\it domain} is an indexing +expression which specifies a subscript domain of the for statement. +(The colon following the indexing expression may be omitted.) +\item[\hspace*{54pt}] {\it statement} is a statement, which should be +executed under control of the for statement; +\item[\hspace*{54pt}] {\it statement}, \dots, {\it statement} is a +sequence of statements (enclosed in curly braces), which should be +executed under control of the for statement. +\end{description} + +\begin{description} +\item[{\rm Note:}\hspace*{31pt}] Only the following statements can be +used within the for statement: check, display, printf, and another for. +\end{description} + +\noindent{\bf Examples} + +\begin{verbatim} +for {(i,j) in E: i != j} +{ printf "flow from %s to %s is %g\n", i, j, x[i,j]; + check x[i,j] >= 0; +} +\end{verbatim} + +\newpage + +\begin{verbatim} +for {i in 1..n} +{ for {j in 1..n} printf " %s", if x[i,j] then "Q" else "."; + printf("\n"); +} +for {1..72} printf("*"); +\end{verbatim} + +The for statement causes a statement or a sequence of statements +specified as part of the for statement to be executed for every +$n$-tuple in the domain set. Thus, statements within the for statement +may include dummy indices introduced in corresponding indexing +expression. + +\subsection{Table statement} + +\medskip + +\framebox[345pt][l]{ +\parbox[c][68pt]{345pt}{ +\hspace{6pt} {\tt table} {\it name} {\it alias} {\tt IN} {\it driver} +{\it arg} \dots {\it arg} {\tt:} + +\hspace{6pt} {\tt\ \ \ \ \ } {\it set} {\tt<-} {\tt[} {\it fld} {\tt,} +\dots {\tt,} {\it fld} {\tt]} {\tt,} {\it par} {\tt\textasciitilde} +{\it fld} {\tt,} \dots {\tt,} {\it par} {\tt\textasciitilde} {\it fld} +{\tt;} + +\medskip + +\hspace{6pt} {\tt table} {\it name} {\it alias} {\it domain} {\tt OUT} +{\it driver} {\it arg} \dots {\it arg} {\tt:} + +\hspace{6pt} {\tt\ \ \ \ \ } {\it expr} {\tt\textasciitilde} {\it fld} +{\tt,} \dots {\tt,} {\it expr} {\tt\textasciitilde} {\it fld} {\tt;} +}} + +\setlength{\leftmargini}{60pt} + +\begin{description} +\item[{\rm Where:}\hspace*{23pt}] {\it name} is a symbolic name of the +table; +\item[\hspace*{54pt}] {\it alias} is an optional string literal, which +specifies an alias of the table; +\item[\hspace*{54pt}] {\it domain} is an indexing expression, which +specifies a subscript domain of the (output) table; +\item[\hspace*{54pt}] {\tt IN} means reading data from the input table; +\item[\hspace*{54pt}] {\tt OUT} means writing data to the output table; +\item[\hspace*{54pt}] {\it driver} is a symbolic expression, which +specifies the driver used to access the table (for details see Section +\ref{drivers}, page \pageref{drivers}); +\item[\hspace*{54pt}] {\it arg} is an optional symbolic expression, +which is an argument pass\-ed to the table driver. This symbolic +expression must not include dummy indices specified in the domain; +\item[\hspace*{54pt}] {\it set} is the name of an optional simple set +called {\it control set}. It can be omitted along with the delimiter +{\tt<-}; +\item[\hspace*{54pt}] {\it fld} is a field name. Within square brackets +at least one field should be specified. The field name following +a parameter name or expression is optional and can be omitted along +with the delimiter {\tt\textasciitilde}, in which case the name of +corresponding model object is used as the field name; +\item[\hspace*{54pt}] {\it par} is a symbolic name of a model parameter; +\item[\hspace*{54pt}] {\it expr} is a numeric or symbolic expression. +\end{description} + +\newpage + +\noindent{\bf Examples} + +\begin{verbatim} +table data IN "CSV" "data.csv": + S <- [FROM,TO], d~DISTANCE, c~COST; +table result{(f,t) in S} OUT "CSV" "result.csv": + f~FROM, t~TO, x[f,t]~FLOW; +\end{verbatim} + +The table statement allows reading data from a table into model +objects such as sets and (non-scalar) parameters as well as writing +data from the model to a table. + +\subsubsection{Table structure} + +A {\it data table} is an (unordered) set of {\it records}, where each +record consists of the same number of {\it fields}, and each field is +provided with a unique symbolic name called the {\it field name}. For +example: + +\bigskip + +\begin{tabular}{@{\hspace*{38mm}}c@{\hspace*{11mm}}c@{\hspace*{10mm}}c +@{\hspace*{9mm}}c} +First&Second&&Last\\ +field&field&.\ \ .\ \ .&field\\ +$\downarrow$&$\downarrow$&&$\downarrow$\\ +\end{tabular} + +\begin{tabular}{ll@{}} +Table header&$\rightarrow$\\ +First record&$\rightarrow$\\ +Second record&$\rightarrow$\\ +\\ +\hfil .\ \ .\ \ .\\ +\\ +Last record&$\rightarrow$\\ +\end{tabular} +\begin{tabular}{|l|l|c|c|} +\hline +{\tt FROM}&{\tt TO}&{\tt DISTANCE}&{\tt COST}\\ +\hline +{\tt Seattle} &{\tt New-York}&{\tt 2.5}&{\tt 0.12}\\ +{\tt Seattle} &{\tt Chicago} &{\tt 1.7}&{\tt 0.08}\\ +{\tt Seattle} &{\tt Topeka} &{\tt 1.8}&{\tt 0.09}\\ +{\tt San-Diego}&{\tt New-York}&{\tt 2.5}&{\tt 0.15}\\ +{\tt San-Diego}&{\tt Chicago} &{\tt 1.8}&{\tt 0.10}\\ +{\tt San-Diego}&{\tt Topeka} &{\tt 1.4}&{\tt 0.07}\\ +\hline +\end{tabular} + +\subsubsection{Reading data from input table} + +The input table statement causes reading data from the specified table +record by record. + +Once a next record has been read, numeric or symbolic values of fields, +whose names are enclosed in square brackets in the table statement, are +gathered into $n$-tuple, and if the control set is specified in the +table statement, this $n$-tuple is added to it. Besides, a numeric or +symbolic value of each field associated with a model parameter is +assigned to the parameter member identified by subscripts, which are +components of the $n$-tuple just read. + +For example, the following input table statement: + +\medskip + +\noindent\hfil +\verb|table data IN "...": S <- [FROM,TO], d~DISTANCE, c~COST;| + +\medskip + +\noindent +causes reading values of four fields named {\tt FROM}, {\tt TO}, +{\tt DISTANCE}, and {\tt COST} from each record of the specified table. +Values of fields {\tt FROM} and {\tt TO} give a pair $(f,t)$, which is +added to the control set {\tt S}. The value of field {\tt DISTANCE} is +assigned to parameter member ${\tt d}[f,t]$, and the value of field +{\tt COST} is assigned to parameter member ${\tt c}[f,t]$. + +Note that the input table may contain extra fields whose names are not +specified in the table statement, in which case values of these fields +on reading the table are ignored. + +\subsubsection{Writing data to output table} + +The output table statement causes writing data to the specified table. +Note that some drivers (namely, CSV and xBASE) destroy the output table +before writing data, i.e. delete all its existing records. + +Each $n$-tuple in the specified domain set generates one record written +to the output table. Values of fields are numeric or symbolic values of +corresponding expressions specified in the table statement. These +expressions are evaluated for each $n$-tuple in the domain set and, +thus, may include dummy indices introduced in the corresponding indexing +expression. + +For example, the following output table statement: + +\medskip + +\noindent +\verb| table result{(f,t) in S} OUT "...": f~FROM, t~TO, x[f,t]~FLOW;| + +\medskip + +\noindent +causes writing records, by one record for each pair $(f,t)$ in set +{\tt S}, to the output table, where each record consists of three +fields named {\tt FROM}, {\tt TO}, and {\tt FLOW}. The values written +to fields {\tt FROM} and {\tt TO} are current values of dummy indices +{\tt f} and {\tt t}, and the value written to field {\tt FLOW} is +a value of member ${\tt x}[f,t]$ of corresponding subscripted parameter +or variable. + +%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% + +\newpage + +\section{Model data} + +{\it Model data} include elemental sets, which are ``values'' of model +sets, and numeric and symbolic values of model parameters. + +In MathProg there are two different ways to saturate model sets and +parameters with data. One way is simply providing necessary data using +the assign attribute. However, in many cases it is more practical to +separate the model itself and particular data needed for the model. For +the latter reason in MathProg there is another way, when the model +description is divided into two parts: model section and data section. + +A {\it model section} is a main part of the model description that +contains declarations of all model objects and is common for all +problems based on that model. + +A {\it data section} is an optional part of the model description that +contains model data specific for a particular problem. + +In MathProg model and data sections can be placed either in one text +file or in two separate text files. + +1. If both model and data sections are placed in one file, the file is +composed as follows: + +\bigskip + +\noindent\hfil +\framebox{\begin{tabular}{l} +{\it statement}{\tt;}\\ +{\it statement}{\tt;}\\ +\hfil.\ \ .\ \ .\\ +{\it statement}{\tt;}\\ +{\tt data;}\\ +{\it data block}{\tt;}\\ +{\it data block}{\tt;}\\ +\hfil.\ \ .\ \ .\\ +{\it data block}{\tt;}\\ +{\tt end;} +\end{tabular}} + +\bigskip + +2. If the model and data sections are placed in two separate files, the +files are composed as follows: + +\bigskip + +\noindent\hfil +\begin{tabular}{@{}c@{}} +\framebox{\begin{tabular}{l} +{\it statement}{\tt;}\\ +{\it statement}{\tt;}\\ +\hfil.\ \ .\ \ .\\ +{\it statement}{\tt;}\\ +{\tt end;}\\ +\end{tabular}}\\ +\\\\Model file\\ +\end{tabular} +\hspace{32pt} +\begin{tabular}{@{}c@{}} +\framebox{\begin{tabular}{l} +{\tt data;}\\ +{\it data block}{\tt;}\\ +{\it data block}{\tt;}\\ +\hfil.\ \ .\ \ .\\ +{\it data block}{\tt;}\\ +{\tt end;}\\ +\end{tabular}}\\ +\\Data file\\ +\end{tabular} + +\bigskip + +\begin{description} +\item[{\rm Note:}\hspace*{31pt}] If the data section is placed in a +separate file, the keyword {\tt data} is optional and may be omitted +along with the semicolon that follows it. +\end{description} + +\subsection{Coding data section} + +The {\it data section} is a sequence of data blocks in various formats, +which are discussed in following subsections. The order, in which data +blocks follow in the data section, may be arbitrary, not necessarily +the same, in which corresponding model objects follow in the model +section. + +The rules of coding the data section are commonly the same as the rules +of coding the model description (see Subsection \ref{coding}, page +\pageref{coding}), i.e. data blocks are composed from basic lexical +units such as symbolic names, numeric and string literals, keywords, +delimiters, and comments. However, for the sake of convenience and +improving readability there is one deviation from the common rule: if +a string literal consists of only alphanumeric characters (including +the underscore character), the signs {\tt+} and {\tt-}, and/or the +decimal point, it may be coded without bordering by (single or double) +quotes. + +All numeric and symbolic material provided in the data section is coded +in the form of numbers and symbols, i.e. unlike the model section +no expressions are allowed in the data section. Nevertheless, the signs +{\tt+} and {\tt-} can precede numeric literals to allow coding signed +numeric quantities, in which case there must be no white-space +characters between the sign and following numeric literal (if there is +at least one white-space, the sign and following numeric literal are +recognized as two different lexical units). + +\subsection{Set data block} + +\medskip + +\framebox[345pt][l]{ +\parbox[c][44pt]{345pt}{ +\hspace{6pt} {\tt set} {\it name} {\tt,} {\it record} {\tt,} \dots +{\tt,} {\it record} {\tt;} + +\medskip + +\hspace{6pt} {\tt set} {\it name} {\tt[} {\it symbol} {\tt,} \dots +{\tt,} {\it symbol} {\tt]} {\tt,} {\it record} {\tt,} \dots {\tt,} +{\it record} {\tt;} +}} + +\setlength{\leftmargini}{60pt} + +\begin{description} +\item[{\rm Where:}\hspace*{23pt}] {\it name} is a symbolic name of the +set; +\item[\hspace*{54pt}] {\it symbol}, \dots, {\it symbol} are subscripts, +which specify a particular member of the set (if the set is an array, +i.e. a set of sets); +\item[\hspace*{54pt}] {\it record}, \dots, {\it record} are data +records. +\end{description} + +\begin{description} +\item[{\rm Note:}\hspace*{31pt}] Commae preceding data records may be +omitted. +\end{description} + +\noindent Data records: + +\begin{description} +\item[{\tt :=}\hspace*{45pt}] is a non-significant data record, which +may be used freely to improve readability; +\item[{\tt(} {\it slice} {\tt)}\hspace*{18.5pt}] specifies a slice; +\item[{\it simple-data}\hspace*{5.5pt}] specifies set data in the +simple format; +\item[{\tt:} {\it matrix-data}]\hspace*{0pt}\\ +specifies set data in the matrix format; +\item[{\tt(tr)} {\tt:} {\it matrix-data}]\hspace*{0pt}\\ +specifies set data in the transposed matrix format. (In this case the +colon following the keyword {\tt(tr)} may be omitted.) +\end{description} + +\noindent{\bf Examples} + +\begin{verbatim} +set month := Jan Feb Mar Apr May Jun; +set month "Jan", "Feb", "Mar", "Apr", "May", "Jun"; +set A[3,Mar] := (1,2) (2,3) (4,2) (3,1) (2,2) (4,4) (3,4); +set A[3,'Mar'] := 1 2 2 3 4 2 3 1 2 2 4 4 2 4; +set A[3,'Mar'] : 1 2 3 4 := + 1 - + - - + 2 - + + - + 3 + - - + + 4 - + - + ; +set B := (1,2,3) (1,3,2) (2,3,1) (2,1,3) (1,2,2) (1,1,1) (2,1,1); +set B := (*,*,*) 1 2 3, 1 3 2, 2 3 1, 2 1 3, 1 2 2, 1 1 1, 2 1 1; +set B := (1,*,2) 3 2 (2,*,1) 3 1 (1,2,3) (2,1,3) (1,1,1); +set B := (1,*,*) : 1 2 3 := + 1 + - - + 2 - + + + 3 - + - + (2,*,*) : 1 2 3 := + 1 + - + + 2 - - - + 3 + - - ; +\end{verbatim} + +\noindent(In these examples {\tt month} is a simple set of singlets, +{\tt A} is a 2-dimensional array of doublets, and {\tt B} is a simple +set of triplets. Data blocks for the same set are equivalent in the +sense that they specify the same data in different formats.) + +\medskip + +The {\it set data block} is used to specify a complete elemental set, +which is assigned to a set (if it is a simple set) or one of its +members (if the set is an array of sets).\footnote{There is another way +to specify data for a simple set along with data for parameters. This +feature is discussed in the next subsection.} + +Data blocks can be specified only for non-computable sets, i.e. for +sets, which have no assign ({\tt:=}) attribute in the corresponding set +statements. + +If the set is a simple set, only its symbolic name should be specified +in the header of the data block. Otherwise, if the set is a +$n$-dimensional array, its symbolic name should be provided with a +complete list of subscripts separated by commae and enclosed in square +brackets to specify a particular member of the set array. The number of +subscripts must be the same as the dimension of the set array, where +each subscript must be a number or symbol. + +An elemental set defined in the set data block is coded as a sequence +of data records described below.\footnote{{\it Data record} is simply a +technical term. It does not mean that data records have any special +formatting.} + +\newpage + +\subsubsection{Assign data record} + +The {\it assign} ({\tt:=}) {\it data record} is a non-signficant +element. It may be used for improving readability of data blocks. + +\subsubsection{Slice data record} + +The {\it slice data record} is a control record, which specifies a +{\it slice} of the elemental set defined in the data block. It has the +following syntactic form: + +\medskip + +\noindent\hfil +{\tt(} $s_1$ {\tt,} $s_2$ {\tt,} \dots {\tt,} $s_n$ {\tt)} + +\medskip + +\noindent where $s_1$, $s_2$, \dots, $s_n$ are components of the slice. + +Each component of the slice can be a number or symbol or the asterisk +({\tt*}). The number of components in the slice must be the same as the +dimension of $n$-tuples in the elemental set to be defined. For +instance, if the elemental set contains 4-tuples (quadruplets), the +slice must have four components. The number of asterisks in the slice +is called the {\it slice dimension}. + +The effect of using slices is the following. If a $m$-dimensional slice +(i.e. a slice having $m$ asterisks) is specified in the data block, all +subsequent data records must specify tuples of the dimension $m$. +Whenever a $m$-tuple is encountered, each asterisk in the slice is +replaced by corresponding components of the $m$-tuple that gives the +resultant $n$-tuple, which is included in the elemental set to be +defined. For example, if the slice $(a,*,1,2,*)$ is in effect, and +2-tuple $(3,b)$ is encountered in a subsequent data record, the +resultant 5-tuple included in the elemental set is $(a,3,1,2,b)$. + +The slice having no asterisks itself defines a complete $n$-tuple, +which is included in the elemental set. + +Being once specified the slice effects until either a new slice or the +end of data block is encountered. Note that if no slice is specified in +the data block, one, components of which are all asterisks, is assumed. + +\subsubsection{Simple data record} + +The {\it simple data record} defines one $n$-tuple in a simple format +and has the following syntactic form: + +\medskip + +\noindent\hfil +$t_1$ {\tt,} $t_2$ {\tt,} \dots {\tt,} $t_n$ + +\medskip + +\noindent where $t_1$, $t_2$, \dots, $t_n$ are components of the +$n$-tuple. Each component can be a number or symbol. Commae between +components are optional and may be omitted. + +\subsubsection{Matrix data record} + +The {\it matrix data record} defines several 2-tuples (doublets) in +a matrix format and has the following syntactic form: + +\newpage + +$$\begin{array}{cccccc} +\mbox{{\tt:}}&c_1&c_2&\dots&c_n&\mbox{{\tt:=}}\\ +r_1&a_{11}&a_{12}&\dots&a_{1n}&\\ +r_2&a_{21}&a_{22}&\dots&a_{2n}&\\ +\multicolumn{5}{c}{.\ \ .\ \ .\ \ .\ \ .\ \ .\ \ .\ \ .\ \ .}&\\ +r_m&a_{m1}&a_{m2}&\dots&a_{mn}&\\ +\end{array}$$ +where $r_1$, $r_2$, \dots, $r_m$ are numbers and/or symbols +corresponding to rows of the matrix; $c_1$, $c_2$, \dots, $c_n$ are +numbers and/or symbols corresponding to columns of the matrix, $a_{11}$, +$a_{12}$, \dots, $a_{mn}$ are matrix elements, which can be either +{\tt+} or {\tt-}. (In this data record the delimiter {\tt:} preceding +the column list and the delimiter {\tt:=} following the column list +cannot be omitted.) + +Each element $a_{ij}$ of the matrix data block (where $1\leq i\leq m$, +$1\leq j\leq n$) corresponds to 2-tuple $(r_i,c_j)$. If $a_{ij}$ is the +plus sign ({\tt+}), that 2-tuple (or a longer $n$-tuple, if a slice is +used) is included in the elemental set. Otherwise, if $a_{ij}$ is the +minus sign ({\tt-}), that 2-tuple is not included in the elemental set. + +Since the matrix data record defines 2-tuples, either the elemental set +must consist of 2-tuples or the slice currently used must be +2-dimensional. + +\subsubsection{Transposed matrix data record} + +The {\it transposed matrix data record} has the following syntactic +form: +$$\begin{array}{cccccc} +\mbox{{\tt(tr) :}}&c_1&c_2&\dots&c_n&\mbox{{\tt:=}}\\ +r_1&a_{11}&a_{12}&\dots&a_{1n}&\\ +r_2&a_{21}&a_{22}&\dots&a_{2n}&\\ +\multicolumn{5}{c}{.\ \ .\ \ .\ \ .\ \ .\ \ .\ \ .\ \ .\ \ .}&\\ +r_m&a_{m1}&a_{m2}&\dots&a_{mn}&\\ +\end{array}$$ +(In this case the delimiter {\tt:} following the keyword {\tt(tr)} is +optional and may be omitted.) + +This data record is completely analogous to the matrix data record (see +above) with only exception that in this case each element $a_{ij}$ of +the matrix corresponds to 2-tuple $(c_j,r_i)$ rather than $(r_i,c_j)$. + +Being once specified the {\tt(tr)} indicator affects all subsequent +data records until either a slice or the end of data block is +encountered. + +\subsection{Parameter data block} + +\medskip + +\framebox[345pt][l]{ +\parbox[c][80pt]{345pt}{ +\hspace{6pt} {\tt param} {\it name} {\tt,} {\it record} {\tt,} \dots +{\tt,} {\it record} {\tt;} + +\medskip + +\hspace{6pt} {\tt param} {\it name} {\tt default} {\it value} {\tt,} +{\it record} {\tt,} \dots {\tt,} {\it record} {\tt;} + +\medskip + +\hspace{6pt} {\tt param} {\tt:} {\it tabbing-data} {\tt;} + +\medskip + +\hspace{6pt} {\tt param} {\tt default} {\it value} {\tt:} +{\it tabbing-data} {\tt;} +}} + +\newpage + +\setlength{\leftmargini}{60pt} + +\begin{description} +\item[{\rm Where:}\hspace*{23pt}] {\it name} is a symbolic name of the +parameter; +\item[\hspace*{54pt}] {\it value} is an optional default value of the +parameter; +\item[\hspace*{54pt}] {\it record}, \dots, {\it record} are data +records; +\item[\hspace*{54pt}] {\it tabbing-data} specifies parameter data in +the tabbing format. +\end{description} + +\begin{description} +\item[{\rm Note:}\hspace*{31pt}] Commae preceding data records may be +omitted. +\end{description} + +\noindent Data records: + +\begin{description} +\item[{\tt :=}\hspace*{45pt}] is a non-significant data record, which +may be used freely to improve readability; +\item[{\tt[} {\it slice} {\tt]}\hspace*{18.5pt}] specifies a slice; +\item[{\it plain-data}\hspace*{11pt}] specifies parameter data in the +plain format; +\item[{\tt:} {\it tabular-data}]\hspace*{0pt}\\ +specifies parameter data in the tabular format; +\item[{\tt(tr)} {\tt:} {\it tabular-data}]\hspace*{0pt}\\ +specifies set data in the transposed tabular format. (In this case the +colon following the keyword {\tt(tr)} may be omitted.) +\end{description} + +\noindent{\bf Examples} + +\begin{verbatim} +param T := 4; +param month := 1 'Jan' 2 'Feb' 3 'Mar' 4 'Apr' 5 'May'; +param month := [1] Jan, [2] Feb, [3] Mar, [4] Apr, [5] May; +param day := [Sun] 0, [Mon] 1, [Tue] 2, [Wed] 3, [Thu] 4, + [Fri] 5, [Sat] 6; +param init_stock := iron 7.32 nickel 35.8; +param init_stock [*] iron 7.32, nickel 35.8; +param cost [iron] .025 [nickel] .03; +param value := iron -.1, nickel .02; +param : init_stock cost value := + iron 7.32 .025 -.1 + nickel 35.8 .03 .02 ; +param : raw : init_stock cost value := + iron 7.32 .025 -.1 + nickel 35.8 .03 .02 ; +param demand default 0 (tr) + : FRA DET LAN WIN STL FRE LAF := + bands 300 . 100 75 . 225 250 + coils 500 750 400 250 . 850 500 + plate 100 . . 50 200 . 250 ; +\end{verbatim} + +\newpage + +\begin{verbatim} +param trans_cost := + [*,*,bands]: FRA DET LAN WIN STL FRE LAF := + GARY 30 10 8 10 11 71 6 + CLEV 22 7 10 7 21 82 13 + PITT 19 11 12 10 25 83 15 + [*,*,coils]: FRA DET LAN WIN STL FRE LAF := + GARY 39 14 11 14 16 82 8 + CLEV 27 9 12 9 26 95 17 + PITT 24 14 17 13 28 99 20 + [*,*,plate]: FRA DET LAN WIN STL FRE LAF := + GARY 41 15 12 16 17 86 8 + CLEV 29 9 13 9 28 99 18 + PITT 26 14 17 13 31 104 20 ; +\end{verbatim} + +The {\it parameter data block} is used to specify complete data for a +parameter (or parameters, if data are specified in the tabbing format). + +Data blocks can be specified only for non-computable parameters, i.e. +for parameters, which have no assign ({\tt:=}) attribute in the +corresponding parameter statements. + +Data defined in the parameter data block are coded as a sequence of +data records described below. Additionally the data block can be +provided with the optional {\tt default} attribute, which specifies a +default numeric or symbolic value of the parameter (parameters). This +default value is assigned to the parameter or its members, if +no appropriate value is defined in the parameter data block. The +{\tt default} attribute cannot be used, if it is already specified in +the corresponding parameter statement. + +\subsubsection{Assign data record} + +The {\it assign} ({\tt:=}) {\it data record} is a non-signficant +element. It may be used for improving readability of data blocks. + +\subsubsection{Slice data record} + +The {\it slice data record} is a control record, which specifies a +{\it slice} of the parameter array. It has the following syntactic form: + +\medskip + +\noindent\hfil +{\tt[} $s_1$ {\tt,} $s_2$ {\tt,} \dots {\tt,} $s_n$ {\tt]} + +\medskip + +\noindent where $s_1$, $s_2$, \dots, $s_n$ are components of the slice. + +Each component of the slice can be a number or symbol or the asterisk +({\tt*}). The number of components in the slice must be the same as the +dimension of the parameter. For instance, if the parameter is a +4-dimensional array, the slice must have four components. The number of +asterisks in the slice is called the {\it slice dimension}. + +The effect of using slices is the following. If a $m$-dimensional slice +(i.e. a slice having $m$ asterisks) is specified in the data block, all +subsequent data records must specify subscripts of the parameter +members as if the parameter were $m$-dimensional, not $n$-dimensional. + +Whenever $m$ subscripts are encountered, each asterisk in the slice is +replaced by corresponding subscript that gives $n$ subscripts, which +define the actual parameter member. For example, if the slice +$[a,*,1,2,*]$ is in effect, and subscripts 3 and $b$ are encountered in +a subsequent data record, the complete subscript list used to choose a +parameter member is $[a,3,1,2,b]$. + +It is allowed to specify a slice having no asterisks. Such slice itself +defines a complete subscript list, in which case the next data record +should define only a single value of corresponding parameter member. + +Being once specified the slice effects until either a new slice or the +end of data block is encountered. Note that if no slice is specified in +the data block, one, components of which are all asterisks, is assumed. + +\subsubsection{Plain data record} + +The {\it plain data record} defines a subscript list and a single value +in the plain format. This record has the following syntactic form: + +\medskip + +\noindent\hfil +$t_1$ {\tt,} $t_2$ {\tt,} \dots {\tt,} $t_n$ {\tt,} $v$ + +\medskip + +\noindent where $t_1$, $t_2$, \dots, $t_n$ are subscripts, and $v$ is a +value. Each subscript as well as the value can be a number or symbol. +Commae following subscripts are optional and may be omitted. + +In case of 0-dimensional parameter or slice the plain data record has +no subscripts and consists of a single value only. + +\subsubsection{Tabular data record} + +The {\it tabular data record} defines several values, where each value +is provided with two subscripts. This record has the following +syntactic form: +$$\begin{array}{cccccc} +\mbox{{\tt:}}&c_1&c_2&\dots&c_n&\mbox{{\tt:=}}\\ +r_1&a_{11}&a_{12}&\dots&a_{1n}&\\ +r_2&a_{21}&a_{22}&\dots&a_{2n}&\\ +\multicolumn{5}{c}{.\ \ .\ \ .\ \ .\ \ .\ \ .\ \ .\ \ .\ \ .}&\\ +r_m&a_{m1}&a_{m2}&\dots&a_{mn}&\\ +\end{array}$$ +where $r_1$, $r_2$, \dots, $r_m$ are numbers and/or symbols +corresponding to rows of the table; $c_1$, $c_2$, \dots, $c_n$ are +numbers and/or symbols corresponding to columns of the table, $a_{11}$, +$a_{12}$, \dots, $a_{mn}$ are table elements. Each element can be a +number or symbol or the single decimal point ({\tt.}). (In this data +record the delimiter {\tt:} preceding the column list and the delimiter +{\tt:=} following the column list cannot be omitted.) + +Each element $a_{ij}$ of the tabular data block ($1\leq i\leq m$, +$1\leq j\leq n$) defines two subscripts, where the first subscript is +$r_i$, and the second one is $c_j$. These subscripts are used in +conjunction with the current slice to form the complete subscript list +that identifies a particular member of the parameter array. If $a_{ij}$ +is a number or symbol, this value is assigned to the parameter member. +However, if $a_{ij}$ is the single decimal point, the member is +assigned a default value specified either in the parameter data block +or in the parameter statement, or, if no default value is specified, +the member remains undefined. + +Since the tabular data record provides two subscripts for each value, +either the parameter or the slice currently used must be 2-dimensional. + +\subsubsection{Transposed tabular data record} + +The {\it transposed tabular data record} has the following syntactic +form: +$$\begin{array}{cccccc} +\mbox{{\tt(tr) :}}&c_1&c_2&\dots&c_n&\mbox{{\tt:=}}\\ +r_1&a_{11}&a_{12}&\dots&a_{1n}&\\ +r_2&a_{21}&a_{22}&\dots&a_{2n}&\\ +\multicolumn{5}{c}{.\ \ .\ \ .\ \ .\ \ .\ \ .\ \ .\ \ .\ \ .}&\\ +r_m&a_{m1}&a_{m2}&\dots&a_{mn}&\\ +\end{array}$$ +(In this case the delimiter {\tt:} following the keyword {\tt(tr)} is +optional and may be omitted.) + +This data record is completely analogous to the tabular data record +(see above) with only exception that the first subscript defined by +element $a_{ij}$ is $c_j$ while the second one is $r_i$. + +Being once specified the {\tt(tr)} indicator affects all subsequent +data records until either a slice or the end of data block is +encountered. + +\subsubsection{Tabbing data format} + +The parameter data block in the {\it tabbing format} has the following +syntactic form: +$$\begin{array}{p{12pt}@{\ }l@{\ }c@{\ }l@{\ }c@{\ }l@{\ }r@{\ }l@{\ }c +@{\ }l@{\ }c@{\ }l@{\ }l} +\multicolumn{7}{@{}c@{}}{\mbox{\tt param}\ \mbox{\tt default}\ \mbox +{\it value}\ \mbox{\tt:}\ \mbox{\it s}\ \mbox{\tt:}}& +p_1&\mbox{\tt,}&p_2&\mbox{\tt,} \dots \mbox{\tt,}&p_k&\mbox{\tt:=}\\ +&t_{11}&\mbox{\tt,}&t_{12}&\mbox{\tt,} \dots \mbox{\tt,}&t_{1n}& +\mbox{\tt,}&a_{11}&\mbox{\tt,}&a_{12}&\mbox{\tt,} \dots \mbox{\tt,}& +a_{1k}\\ +&t_{21}&\mbox{\tt,}&t_{22}&\mbox{\tt,} \dots \mbox{\tt,}&t_{2n}& +\mbox{\tt,}&a_{21}&\mbox{\tt,}&a_{22}&\mbox{\tt,} \dots \mbox{\tt,}& +a_{2k}\\ +\multicolumn{13}{c} +{.\ \ .\ \ .\ \ .\ \ .\ \ .\ \ .\ \ .\ \ .\ \ .\ \ .\ \ .\ \ .\ \ .}\\ +&t_{m1}&\mbox{\tt,}&t_{m2}&\mbox{\tt,} \dots \mbox{\tt,}&t_{mn}& +\mbox{\tt,}&a_{m1}&\mbox{\tt,}&a_{m2}&\mbox{\tt,} \dots \mbox{\tt,}& +a_{mk}&\mbox{\tt;}\\ +\end{array}$$ + +{\it Notes:} + +1. The keyword {\tt default} may be omitted along with a value +following it. + +2. Symbolic name {\tt s} may be omitted along with the colon following +it. + +3. All comae are optional and may be omitted. + +\medskip + +The data block in the tabbing format shown above is exactly equivalent +to the following data blocks for $j=1,2,\dots,k$: + +\medskip + +{\tt set} {\it s} {\tt:=} +{\tt(}$t_{11}${\tt,}$t_{12}${\tt,}\dots{\tt,}$t_{1n}${\tt)} +{\tt(}$t_{21}${\tt,}$t_{22}${\tt,}\dots{\tt,}$t_{2n}${\tt)} \dots +{\tt(}$t_{m1}${\tt,}$t_{m2}${\tt,}\dots{\tt,}$t_{mn}${\tt)} {\tt;} + +{\tt param} $p_j$ {\tt default} {\it value} {\tt:=} + +$\!${\tt[}$t_{11}${\tt,}$t_{12}${\tt,}\dots{\tt,}$t_{1n}${\tt]} +$a_{1j}$ +{\tt[}$t_{21}${\tt,}$t_{22}${\tt,}\dots{\tt,}$t_{2n}${\tt]} $a_{2j}$ +\dots +{\tt[}$t_{m1}${\tt,}$t_{m2}${\tt,}\dots{\tt,}$t_{mn}${\tt]} $a_{mj}$ +{\tt;} + +%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% + +\appendix + +\newpage + +\section{Using suffixes} + +Suffixes can be used to retrieve additional values associated with +model variables, constraints, and objectives. + +A {\it suffix} consists of a period ({\tt.}) followed by a non-reserved +keyword. For example, if {\tt x} is a two-dimensional variable, +{\tt x[i,j].lb} is a numeric value equal to the lower bound of +elemental variable {\tt x[i,j]}, which (value) can be used everywhere +in expressions like a numeric parameter. + +For model variables suffixes have the following meaning: + +\medskip + +\begin{tabular}{@{}p{96pt}p{222pt}@{}} +{\tt.lb}&lower bound\\ +{\tt.ub}&upper bound\\ +{\tt.status}&status in the solution:\\ +&0 --- undefined\\ +&1 --- basic\\ +&2 --- non-basic on lower bound\\ +&3 --- non-basic on upper bound\\ +&4 --- non-basic free (unbounded) variable\\ +&5 --- non-basic fixed variable\\ +{\tt.val}&primal value in the solution\\ +{\tt.dual}&dual value (reduced cost) in the solution\\ +\end{tabular} + +\medskip + +For model constraints and objectives suffixes have the following +meaning: + +\medskip + +\begin{tabular}{@{}p{96pt}p{222pt}@{}} +{\tt.lb}&lower bound of the linear form\\ +{\tt.ub}&upper bound of the linear form\\ +{\tt.status}&status in the solution:\\ +&0 --- undefined\\ +&1 --- non-active\\ +&2 --- active on lower bound\\ +&3 --- active on upper bound\\ +&4 --- active free (unbounded) row\\ +&5 --- active equality constraint\\ +{\tt.val}&primal value of the linear form in the solution\\ +{\tt.dual}&dual value (reduced cost) of the linear form in the +solution\\ +\end{tabular} + +\medskip + +Note that suffixes {\tt.status}, {\tt.val}, and {\tt.dual} can be used +only below the solve statement. + +%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% + +\newpage + +\section{Date and time functions} + +\noindent\hfil +by Andrew Makhorin \verb|| + +\noindent\hfil +and Heinrich Schuchardt \verb|| + +\subsection{Obtaining current calendar time} +\label{gmtime} + +To obtain the current calendar time in MathProg there exists the +function {\tt gmtime}. It has no arguments and returns the number of +seconds elapsed since 00:00:00 on January 1, 1970, Coordinated +Universal Time (UTC). For example: + +\medskip + +\verb| param utc := gmtime();| + +\medskip + +MathProg has no function to convert UTC time returned by the function +{\tt gmtime} to {\it local} calendar times. Thus, if you need to +determine the current local calendar time, you have to add to the UTC +time returned the time offset from UTC expressed in seconds. For +example, the time in Berlin during the winter is one hour ahead of UTC +that corresponds to the time offset +1 hour = +3600 secs, so the +current winter calendar time in Berlin may be determined as follows: + +\medskip + +\verb| param now := gmtime() + 3600;| + +\medskip + +\noindent Similarly, the summer time in Chicago (Central Daylight Time) +is five hours behind UTC, so the corresponding current local calendar +time may be determined as follows: + +\medskip + +\verb| param now := gmtime() - 5 * 3600;| + +\medskip + +Note that the value returned by {\tt gmtime} is volatile, i.e. being +called several times this function may return different values. + +\subsection{Converting character string to calendar time} +\label{str2time} + +The function {\tt str2time(}{\it s}{\tt,} {\it f}{\tt)} converts a +character string (timestamp) specified by its first argument {\it s}, +which must be a symbolic expression, to the calendar time suitable for +arithmetic calculations. The conversion is controlled by the specified +format string {\it f} (the second argument), which also must be a +symbolic expression. + +The result of conversion returned by {\tt str2time} has the same +meaning as values returned by the function {\tt gmtime} (see Subsection +\ref{gmtime}, page \pageref{gmtime}). Note that {\tt str2time} does +{\tt not} correct the calendar time returned for the local timezone, +i.e. being applied to 00:00:00 on January 1, 1970 it always returns 0. + +For example, the model statements: + +\medskip + +\verb| param s, symbolic, := "07/14/98 13:47";| + +\verb| param t := str2time(s, "%m/%d/%y %H:%M");| + +\verb| display t;| + +\medskip + +\noindent produce the following printout: + +\medskip + +\verb| t = 900424020| + +\medskip + +\noindent where the calendar time printed corresponds to 13:47:00 on +July 14, 1998. + +\newpage + +The format string passed to the function {\tt str2time} consists of +conversion specifiers and ordinary characters. Each conversion +specifier begins with a percent ({\tt\%}) character followed by a +letter. + +The following conversion specifiers may be used in the format string: + +\medskip + +\begin{tabular}{@{}p{20pt}p{298pt}@{}} +{\tt\%b}&The abbreviated month name (case insensitive). At least three +first letters of the month name must appear in the input string.\\ +\end{tabular} + +\medskip + +\begin{tabular}{@{}p{20pt}p{298pt}@{}} +{\tt\%d}&The day of the month as a decimal number (range 1 to 31). +Leading zero is permitted, but not required.\\ +\end{tabular} + +\medskip + +\begin{tabular}{@{}p{20pt}p{298pt}@{}} +{\tt\%h}&The same as {\tt\%b}.\\ +\end{tabular} + +\medskip + +\begin{tabular}{@{}p{20pt}p{298pt}@{}} +{\tt\%H}&The hour as a decimal number, using a 24-hour clock (range 0 +to 23). Leading zero is permitted, but not required.\\ +\end{tabular} + +\medskip + +\begin{tabular}{@{}p{20pt}p{298pt}@{}} +{\tt\%m}&The month as a decimal number (range 1 to 12). Leading zero is +permitted, but not required.\\ +\end{tabular} + +\medskip + +\begin{tabular}{@{}p{20pt}p{298pt}@{}} +{\tt\%M}&The minute as a decimal number (range 0 to 59). Leading zero +is permitted, but not required.\\ +\end{tabular} + +\medskip + +\begin{tabular}{@{}p{20pt}p{298pt}@{}} +{\tt\%S}&The second as a decimal number (range 0 to 60). Leading zero +is permitted, but not required.\\ +\end{tabular} + +\medskip + +\begin{tabular}{@{}p{20pt}p{298pt}@{}} +{\tt\%y}&The year without a century as a decimal number (range 0 to 99). +Leading zero is permitted, but not required. Input values in the range +0 to 68 are considered as the years 2000 to 2068 while the values 69 to +99 as the years 1969 to 1999.\\ +\end{tabular} + +\medskip + +\begin{tabular}{@{}p{20pt}p{298pt}@{}} +{\tt\%z}&The offset from GMT in ISO 8601 format.\\ +\end{tabular} + +\medskip + +\begin{tabular}{@{}p{20pt}p{298pt}@{}} +{\tt\%\%}&A literal {\tt\%} character.\\ +\end{tabular} + +\medskip + +All other (ordinary) characters in the format string must have a +matching character in the input string to be converted. Exceptions are +spaces in the input string which can match zero or more space +characters in the format string. + +If some date and/or time component(s) are missing in the format and, +therefore, in the input string, the function {\tt str2time} uses their +default values corresponding to 00:00:00 on January 1, 1970, that is, +the default value of the year is 1970, the default value of the month +is January, etc. + +The function {\tt str2time} is applicable to all calendar times in the +range 00:00:00 on January 1, 0001 to 23:59:59 on December 31, 4000 of +the Gregorian calendar. + +\subsection{Converting calendar time to character string} +\label{time2str} + +The function {\tt time2str(}{\it t}{\tt,} {\it f}{\tt)} converts the +calendar time specified by its first argument {\it t}, which must be a +numeric expression, to a character string (symbolic value). The +conversion is controlled by the specified format string {\it f} (the +second argument), which must be a symbolic expression. + +The calendar time passed to {\tt time2str} has the same meaning as +values returned by the function {\tt gmtime} (see Subsection +\ref{gmtime}, page \pageref{gmtime}). Note that {\tt time2str} does +{\it not} correct the specified calendar time for the local timezone, +i.e. the calendar time 0 always corresponds to 00:00:00 on January 1, +1970. + +For example, the model statements: + +\medskip + +\verb| param s, symbolic, := time2str(gmtime(), "%FT%TZ");| + +\verb| display s;| + +\medskip + +\noindent may produce the following printout: + +\medskip + +\verb| s = '2008-12-04T00:23:45Z'| + +\medskip + +\noindent which is a timestamp in the ISO format. + +The format string passed to the function {\tt time2str} consists of +conversion specifiers and ordinary characters. Each conversion +specifier begins with a percent ({\tt\%}) character followed by a +letter. + +The following conversion specifiers may be used in the format string: + +\medskip + +\begin{tabular}{@{}p{20pt}p{298pt}@{}} +{\tt\%a}&The abbreviated (2-character) weekday name.\\ +\end{tabular} + +\medskip + +\begin{tabular}{@{}p{20pt}p{298pt}@{}} +{\tt\%A}&The full weekday name.\\ +\end{tabular} + +\medskip + +\begin{tabular}{@{}p{20pt}p{298pt}@{}} +{\tt\%b}&The abbreviated (3-character) month name.\\ +\end{tabular} + +\medskip + +\begin{tabular}{@{}p{20pt}p{298pt}@{}} +{\tt\%B}&The full month name.\\ +\end{tabular} + +\medskip + +\begin{tabular}{@{}p{20pt}p{298pt}@{}} +{\tt\%C}&The century of the year, that is the greatest integer not +greater than the year divided by 100.\\ +\end{tabular} + +\medskip + +\begin{tabular}{@{}p{20pt}p{298pt}@{}} +{\tt\%d}&The day of the month as a decimal number (range 01 to 31).\\ +\end{tabular} + +\medskip + +\begin{tabular}{@{}p{20pt}p{298pt}@{}} +{\tt\%D}&The date using the format \verb|%m/%d/%y|.\\ +\end{tabular} + +\medskip + +\begin{tabular}{@{}p{20pt}p{298pt}@{}} +{\tt\%e}&The day of the month like with \verb|%d|, but padded with +blank rather than zero.\\ +\end{tabular} + +\medskip + +\begin{tabular}{@{}p{20pt}p{298pt}@{}} +{\tt\%F}&The date using the format \verb|%Y-%m-%d|.\\ +\end{tabular} + +\medskip + +\begin{tabular}{@{}p{20pt}p{298pt}@{}} +{\tt\%g}&The year corresponding to the ISO week number, but without the +century (range 00 to 99). This has the same format and value as +\verb|%y|, except that if the ISO week number (see \verb|%V|) belongs +to the previous or next year, that year is used instead.\\ +\end{tabular} + +\medskip + +\begin{tabular}{@{}p{20pt}p{298pt}@{}} +{\tt\%G}&The year corresponding to the ISO week number. This has the +same format and value as \verb|%Y|, except that if the ISO week number +(see \verb|%V|) belongs to the previous or next year, that year is used +instead. +\end{tabular} + +\medskip + +\begin{tabular}{@{}p{20pt}p{298pt}@{}} +{\tt\%h}&The same as \verb|%b|.\\ +\end{tabular} + +\medskip + +\begin{tabular}{@{}p{20pt}p{298pt}@{}} +{\tt\%H}&The hour as a decimal number, using a 24-hour clock (range 00 +to 23).\\ +\end{tabular} + +\medskip + +\begin{tabular}{@{}p{20pt}p{298pt}@{}} +{\tt\%I}&The hour as a decimal number, using a 12-hour clock (range 01 +to 12).\\ +\end{tabular} + +\medskip + +\begin{tabular}{@{}p{20pt}p{298pt}@{}} +{\tt\%j}&The day of the year as a decimal number (range 001 to 366).\\ +\end{tabular} + +\medskip + +\begin{tabular}{@{}p{20pt}p{298pt}@{}} +{\tt\%k}&The hour as a decimal number, using a 24-hour clock like +\verb|%H|, but padded with blank rather than zero.\\ +\end{tabular} + +\medskip + +\begin{tabular}{@{}p{20pt}p{298pt}@{}} +{\tt\%l}&The hour as a decimal number, using a 12-hour clock like +\verb|%I|, but padded with blank rather than zero. +\end{tabular} + +\medskip + +\begin{tabular}{@{}p{20pt}p{298pt}@{}} +{\tt\%m}&The month as a decimal number (range 01 to 12).\\ +\end{tabular} + +\medskip + +\begin{tabular}{@{}p{20pt}p{298pt}@{}} +{\tt\%M}&The minute as a decimal number (range 00 to 59).\\ +\end{tabular} + +\medskip + +\begin{tabular}{@{}p{20pt}p{298pt}@{}} +{\tt\%p}&Either {\tt AM} or {\tt PM}, according to the given time value. +Midnight is treated as {\tt AM} and noon as {\tt PM}.\\ +\end{tabular} + +\medskip + +\begin{tabular}{@{}p{20pt}p{298pt}@{}} +{\tt\%P}&Either {\tt am} or {\tt pm}, according to the given time value. +Midnight is treated as {\tt am} and noon as {\tt pm}.\\ +\end{tabular} + +\medskip + +\begin{tabular}{@{}p{20pt}p{298pt}@{}} +{\tt\%R}&The hour and minute in decimal numbers using the format +\verb|%H:%M|.\\ +\end{tabular} + +\medskip + +\begin{tabular}{@{}p{20pt}p{298pt}@{}} +{\tt\%S}&The second as a decimal number (range 00 to 59).\\ +\end{tabular} + +\medskip + +\begin{tabular}{@{}p{20pt}p{298pt}@{}} +{\tt\%T}&The time of day in decimal numbers using the format +\verb|%H:%M:%S|.\\ +\end{tabular} + +\medskip + +\begin{tabular}{@{}p{20pt}p{298pt}@{}} +{\tt\%u}&The day of the week as a decimal number (range 1 to 7), Monday +being 1.\\ +\end{tabular} + +\medskip + +\begin{tabular}{@{}p{20pt}p{298pt}@{}} +{\tt\%U}&The week number of the current year as a decimal number (range +00 to 53), starting with the first Sunday as the first day of the first +week. Days preceding the first Sunday in the year are considered to be +in week 00. +\end{tabular} + +\medskip + +\begin{tabular}{@{}p{20pt}p{298pt}@{}} +{\tt\%V}&The ISO week number as a decimal number (range 01 to 53). ISO +weeks start with Monday and end with Sunday. Week 01 of a year is the +first week which has the majority of its days in that year; this is +equivalent to the week containing January 4. Week 01 of a year can +contain days from the previous year. The week before week 01 of a year +is the last week (52 or 53) of the previous year even if it contains +days from the new year. In other word, if 1 January is Monday, Tuesday, +Wednesday or Thursday, it is in week 01; if 1 January is Friday, +Saturday or Sunday, it is in week 52 or 53 of the previous year.\\ +\end{tabular} + +\medskip + +\begin{tabular}{@{}p{20pt}p{298pt}@{}} +{\tt\%w}&The day of the week as a decimal number (range 0 to 6), Sunday +being 0.\\ +\end{tabular} + +\medskip + +\begin{tabular}{@{}p{20pt}p{298pt}@{}} +{\tt\%W}&The week number of the current year as a decimal number (range +00 to 53), starting with the first Monday as the first day of the first +week. Days preceding the first Monday in the year are considered to be +in week 00.\\ +\end{tabular} + +\medskip + +\begin{tabular}{@{}p{20pt}p{298pt}@{}} +{\tt\%y}&The year without a century as a decimal number (range 00 to +99), that is the year modulo 100.\\ +\end{tabular} + +\medskip + +\begin{tabular}{@{}p{20pt}p{298pt}@{}} +{\tt\%Y}&The year as a decimal number, using the Gregorian calendar.\\ +\end{tabular} + +\medskip + +\begin{tabular}{@{}p{20pt}p{298pt}@{}} +{\tt\%\%}&A literal \verb|%| character.\\ +\end{tabular} + +\medskip + +All other (ordinary) characters in the format string are simply copied +to the resultant string. + +The first argument (calendar time) passed to the function {\tt time2str} +must be in the range from $-62135596800$ to $+64092211199$ that +corresponds to the period from 00:00:00 on January 1, 0001 to 23:59:59 +on December 31, 4000 of the Gregorian calendar. + +%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% + +\newpage + +\section{Table drivers} +\label{drivers} + +\noindent\hfil +by Andrew Makhorin \verb|| + +\noindent\hfil +and Heinrich Schuchardt \verb|| + +\bigskip\bigskip + +The {\it table driver} is a program module which provides transmitting +data between MathProg model objects and data tables. + +Currently the GLPK package has four table drivers: + +\setlength{\leftmargini}{2.5em} + +\begin{itemize} +\item built-in CSV table driver; +\item built-in xBASE table driver; +\item ODBC table driver; +\item MySQL table driver. +\end{itemize} + +\subsection{CSV table driver} + +The CSV table driver assumes that the data table is represented in the +form of a plain text file in the CSV (comma-separated values) file +format as described below. + +To choose the CSV table driver its name in the table statement should +be specified as \verb|"CSV"|, and the only argument should specify the +name of a plain text file containing the table. For example: + +\medskip + +\verb| table data IN "CSV" "data.csv": ... ;| + +\medskip + +The filename suffix may be arbitrary, however, it is recommended to use +the suffix `\verb|.csv|'. + +On reading input tables the CSV table driver provides an implicit field +named \verb|RECNO|, which contains the current record number. This +field can be specified in the input table statement as if there were +the actual field having the name \verb|RECNO| in the CSV file. For +example: + +\medskip + +\verb| table list IN "CSV" "list.csv": num <- [RECNO], ... ;| + +\subsubsection*{CSV format\footnote{This material is based on the RFC +document 4180.}} + +The CSV (comma-separated values) format is a plain text file format +defined as follows. + +1. Each record is located on a separate line, delimited by a line +break. For example: + +\medskip + +\verb| aaa,bbb,ccc\n| + +\verb| xxx,yyy,zzz\n| + +\medskip + +\noindent +where \verb|\n| means the control character \verb|LF| ({\tt 0x0A}). + +\newpage + +2. The last record in the file may or may not have an ending line +break. For example: + +\medskip + +\verb| aaa,bbb,ccc\n| + +\verb| xxx,yyy,zzz| + +\medskip + +3. There should be a header line appearing as the first line of the +file in the same format as normal record lines. This header should +contain names corresponding to the fields in the file. The number of +field names in the header line should be the same as the number of +fields in the records of the file. For example: + +\medskip + +\verb| name1,name2,name3\n| + +\verb| aaa,bbb,ccc\n| + +\verb| xxx,yyy,zzz\n| + +\medskip + +4. Within the header and each record there may be one or more fields +separated by commas. Each line should contain the same number of fields +throughout the file. Spaces are considered as part of a field and +therefore not ignored. The last field in the record should not be +followed by a comma. For example: + +\medskip + +\verb| aaa,bbb,ccc\n| + +\medskip + +5. Fields may or may not be enclosed in double quotes. For example: + +\medskip + +\verb| "aaa","bbb","ccc"\n| + +\verb| zzz,yyy,xxx\n| + +\medskip + +6. If a field is enclosed in double quotes, each double quote which is +part of the field should be coded twice. For example: + +\medskip + +\verb| "aaa","b""bb","ccc"\n| + +\medskip + +\noindent{\bf Example} + +\begin{verbatim} +FROM,TO,DISTANCE,COST +Seattle,New-York,2.5,0.12 +Seattle,Chicago,1.7,0.08 +Seattle,Topeka,1.8,0.09 +San-Diego,New-York,2.5,0.15 +San-Diego,Chicago,1.8,0.10 +San-Diego,Topeka,1.4,0.07 +\end{verbatim} + +\subsection{xBASE table driver} + +The xBASE table driver assumes that the data table is stored in the +.dbf file format. + +To choose the xBASE table driver its name in the table statement should +be specified as \verb|"xBASE"|, and the first argument should specify +the name of a .dbf file containing the table. For the output table there +should be the second argument defining the table format in the form +\verb|"FF...F"|, where \verb|F| is either {\tt C({\it n})}, +which specifies a character field of length $n$, or +{\tt N({\it n}{\rm [},{\it p}{\rm ]})}, which specifies a numeric field +of length $n$ and precision $p$ (by default $p$ is 0). + +The following is a simple example which illustrates creating and +reading a .dbf file: + +\begin{verbatim} +table tab1{i in 1..10} OUT "xBASE" "foo.dbf" + "N(5)N(10,4)C(1)C(10)": 2*i+1 ~ B, Uniform(-20,+20) ~ A, + "?" ~ FOO, "[" & i & "]" ~ C; +set S, dimen 4; +table tab2 IN "xBASE" "foo.dbf": S <- [B, C, RECNO, A]; +display S; +end; +\end{verbatim} + +\subsection{ODBC table driver} + +The ODBC table driver allows connecting to SQL databases using an +implementation of the ODBC interface based on the Call Level Interface +(CLI).\footnote{The corresponding software standard is defined in +ISO/IEC 9075-3:2003.} + +\paragraph{Debian GNU/Linux.} +Under Debian GNU/Linux the ODBC table driver uses the iODBC +package,\footnote{See {\tt}.} which should be +installed before building the GLPK package. The installation can be +effected with the following command: + +\begin{verbatim} +sudo apt-get install libiodbc2-dev +\end{verbatim} + +Note that on configuring the GLPK package to enable using the iODBC +library the option `\verb|--enable-odbc|' should be passed to the +configure script. + +The individual databases must be entered for systemwide usage in +\linebreak \verb|/etc/odbc.ini| and \verb|/etc/odbcinst.ini|. Database +connections to be used by a single user are specified by files in the +home directory (\verb|.odbc.ini| and \verb|.odbcinst.ini|). + +\paragraph{Microsoft Windows.} +Under Microsoft Windows the ODBC table driver uses the Microsoft ODBC +library. To enable this feature the symbol: + +\begin{verbatim} +#define ODBC_DLNAME "odbc32.dll" +\end{verbatim} + +\noindent +should be defined in the GLPK configuration file `\verb|config.h|'. + +Data sources can be created via the Administrative Tools from the +Control Panel. + +\bigskip + +To choose the ODBC table driver its name in the table statement should +be specified as \verb|'ODBC'| or \verb|'iODBC'|. + +The argument list is specified as follows. + +The first argument is the connection string passed to the ODBC library, +for example: + +\verb|'DSN=glpk;UID=user;PWD=password'|, or + +\verb|'DRIVER=MySQL;DATABASE=glpkdb;UID=user;PWD=password'|. + +Different parts of the string are separated by semicolons. Each part +consists of a pair {\it fieldname} and {\it value} separated by the +equal sign. Allowable fieldnames depend on the ODBC library. Typically +the following fieldnames are allowed: + +\verb|DATABASE | database; + +\verb|DRIVER | ODBC driver; + +\verb|DSN | name of a data source; + +\verb|FILEDSN | name of a file data source; + +\verb|PWD | user password; + +\verb|SERVER | database; + +\verb|UID | user name. + +The second argument and all following are considered to be SQL +statements + +SQL statements may be spread over multiple arguments. If the last +character of an argument is a semicolon this indicates the end of +a SQL statement. + +The arguments of a SQL statement are concatenated separated by space. +The eventual trailing semicolon will be removed. + +All but the last SQL statement will be executed directly. + +For IN-table the last SQL statement can be a SELECT command starting +with the capitalized letters \verb|'SELECT '|. If the string does not +start with \verb|'SELECT '| it is considered to be a table name and a +SELECT statement is automatically generated. + +For OUT-table the last SQL statement can contain one or multiple +question marks. If it contains a question mark it is considered a +template for the write routine. Otherwise the string is considered a +table name and an INSERT template is automatically generated. + +The writing routine uses the template with the question marks and +replaces the first question mark by the first output parameter, the +second question mark by the second output parameter and so forth. Then +the SQL command is issued. + +The following is an example of the output table statement: + +\begin{small} +\begin{verbatim} +table ta { l in LOCATIONS } OUT + 'ODBC' + 'DSN=glpkdb;UID=glpkuser;PWD=glpkpassword' + 'DROP TABLE IF EXISTS result;' + 'CREATE TABLE result ( ID INT, LOC VARCHAR(255), QUAN DOUBLE );' + 'INSERT INTO result 'VALUES ( 4, ?, ? )' : + l ~ LOC, quantity[l] ~ QUAN; +\end{verbatim} +\end{small} + +\noindent +Alternatively it could be written as follows: + +\begin{small} +\begin{verbatim} +table ta { l in LOCATIONS } OUT + 'ODBC' + 'DSN=glpkdb;UID=glpkuser;PWD=glpkpassword' + 'DROP TABLE IF EXISTS result;' + 'CREATE TABLE result ( ID INT, LOC VARCHAR(255), QUAN DOUBLE );' + 'result' : + l ~ LOC, quantity[l] ~ QUAN, 4 ~ ID; +\end{verbatim} +\end{small} + +Using templates with `\verb|?|' supports not only INSERT, but also +UPDATE, DELETE, etc. For example: + +\begin{small} +\begin{verbatim} +table ta { l in LOCATIONS } OUT + 'ODBC' + 'DSN=glpkdb;UID=glpkuser;PWD=glpkpassword' + 'UPDATE result SET DATE = ' & date & ' WHERE ID = 4;' + 'UPDATE result SET QUAN = ? WHERE LOC = ? AND ID = 4' : + quantity[l], l; +\end{verbatim} +\end{small} + +\subsection{MySQL table driver} + +The MySQL table driver allows connecting to MySQL databases. + +\paragraph{Debian GNU/Linux.} +Under Debian GNU/Linux the MySQL table\linebreak driver uses the MySQL +package,\footnote{For download development files see +{\tt}.} which should be installed +before building the GLPK package. The installation can be effected with +the following command: + +\begin{verbatim} +sudo apt-get install libmysqlclient15-dev +\end{verbatim} + +Note that on configuring the GLPK package to enable using the MySQL +library the option `\verb|--enable-mysql|' should be passed to the +configure script. + +\paragraph{Microsoft Windows.} +Under Microsoft Windows the MySQL table driver also uses the MySQL +library. To enable this feature the symbol: + +\begin{verbatim} +#define MYSQL_DLNAME "libmysql.dll" +\end{verbatim} + +\noindent +should be defined in the GLPK configuration file `\verb|config.h|'. + +\bigskip + +To choose the MySQL table driver its name in the table statement should +be specified as \verb|'MySQL'|. + +The argument list is specified as follows. + +The first argument specifies how to connect the data base in the DSN +style, for example: + +\verb|'Database=glpk;UID=glpk;PWD=gnu'|. + +Different parts of the string are separated by semicolons. Each part +consists of a pair {\it fieldname} and {\it value} separated by the +equal sign. The following fieldnames are allowed: + +\verb|Server | server running the database (defaulting to localhost); + +\verb|Database | name of the database; + +\verb|UID | user name; + +\verb|PWD | user password; + +\verb|Port | port used by the server (defaulting to 3306). + +The second argument and all following are considered to be SQL +statements + +SQL statements may be spread over multiple arguments. If the last +character of an argument is a semicolon this indicates the end of +a SQL statement. + +The arguments of a SQL statement are concatenated separated by space. +The eventual trailing semicolon will be removed. + +All but the last SQL statement will be executed directly. + +For IN-table the last SQL statement can be a SELECT command starting +with the capitalized letters \verb|'SELECT '|. If the string does not +start with \verb|'SELECT '| it is considered to be a table name and a +SELECT statement is automatically generated. + +For OUT-table the last SQL statement can contain one or multiple +question marks. If it contains a question mark it is considered a +template for the write routine. Otherwise the string is considered a +table name and an INSERT template is automatically generated. + +The writing routine uses the template with the question marks and +replaces the first question mark by the first output parameter, the +second question mark by the second output parameter and so forth. Then +the SQL command is issued. + +The following is an example of the output table statement: + +\begin{small} +\begin{verbatim} +table ta { l in LOCATIONS } OUT + 'MySQL' + 'Database=glpkdb;UID=glpkuser;PWD=glpkpassword' + 'DROP TABLE IF EXISTS result;' + 'CREATE TABLE result ( ID INT, LOC VARCHAR(255), QUAN DOUBLE );' + 'INSERT INTO result VALUES ( 4, ?, ? )' : + l ~ LOC, quantity[l] ~ QUAN; +\end{verbatim} +\end{small} + +\noindent +Alternatively it could be written as follows: + +\begin{small} +\begin{verbatim} +table ta { l in LOCATIONS } OUT + 'MySQL' + 'Database=glpkdb;UID=glpkuser;PWD=glpkpassword' + 'DROP TABLE IF EXISTS result;' + 'CREATE TABLE result ( ID INT, LOC VARCHAR(255), QUAN DOUBLE );' + 'result' : + l ~ LOC, quantity[l] ~ QUAN, 4 ~ ID; +\end{verbatim} +\end{small} + +Using templates with `\verb|?|' supports not only INSERT, but also +UPDATE, DELETE, etc. For example: + +\begin{small} +\begin{verbatim} +table ta { l in LOCATIONS } OUT + 'MySQL' + 'Database=glpkdb;UID=glpkuser;PWD=glpkpassword' + 'UPDATE result SET DATE = ' & date & ' WHERE ID = 4;' + 'UPDATE result SET QUAN = ? WHERE LOC = ? AND ID = 4' : + quantity[l], l; +\end{verbatim} +\end{small} + +%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% + +\newpage + +\section{Solving models with glpsol} + +The GLPK package\footnote{{\tt http://www.gnu.org/software/glpk/}} +includes the program {\tt glpsol}, which is a stand-alone LP/MIP solver. +This program can be launched from the command line or from the shell to +solve models written in the GNU MathProg modeling language. + +In order to tell the solver that the input file contains a model +description, you need to specify the option \verb|--model| in the +command line. For example: + +\medskip + +\verb| glpsol --model foo.mod| + +\medskip + +Sometimes it is necessary to use the data section placed in a separate +file, in which case you may use the following command: + +\medskip + +\verb| glpsol --model foo.mod --data foo.dat| + +\medskip + +\noindent Note that if the model file also contains the data section, +that section is ignored. + +If the model description contains some display and/or printf statements, +by default the output is sent to the terminal. In order to redirect the +output to a file you may use the following command: + +\medskip + +\verb| glpsol --model foo.mod --display foo.out| + +\medskip + +If you need to look at the problem, which has been generated by the +model translator, you may use the option \verb|--wlp| as follows: + +\medskip + +\verb| glpsol --model foo.mod --wlp foo.lp| + +\medskip + +\noindent in which case the problem data is written to file +\verb|foo.lp| in CPLEX LP format suitable for visual analysis. + +Sometimes it is needed merely to check the model description not +solving the generated problem instance. In this case you may specify +the option \verb|--check|, for example: + +\medskip + +\verb| glpsol --check --model foo.mod --wlp foo.lp| + +\medskip + +In order to write a numeric solution obtained by the solver you may use +the following command: + +\medskip + +\verb| glpsol --model foo.mod --output foo.sol| + +\medskip + +\noindent in which case the solution is written to file \verb|foo.sol| +in a plain text format. + +The complete list of the \verb|glpsol| options can be found in the +reference manual included in the GLPK distribution. + +%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% + +\newpage + +\section{Example model description} + +\subsection{Model description written in MathProg} + +Below here is a complete example of the model description written in +the GNU MathProg modeling language. + +\begin{small} +\begin{verbatim} +# A TRANSPORTATION PROBLEM +# +# This problem finds a least cost shipping schedule that meets +# requirements at markets and supplies at factories. +# +# References: +# Dantzig G B, "Linear Programming and Extensions." +# Princeton University Press, Princeton, New Jersey, 1963, +# Chapter 3-3. + +set I; +/* canning plants */ + +set J; +/* markets */ + +param a{i in I}; +/* capacity of plant i in cases */ + +param b{j in J}; +/* demand at market j in cases */ + +param d{i in I, j in J}; +/* distance in thousands of miles */ + +param f; +/* freight in dollars per case per thousand miles */ + +param c{i in I, j in J} := f * d[i,j] / 1000; +/* transport cost in thousands of dollars per case */ + +var x{i in I, j in J} >= 0; +/* shipment quantities in cases */ + +minimize cost: sum{i in I, j in J} c[i,j] * x[i,j]; +/* total transportation costs in thousands of dollars */ + +s.t. supply{i in I}: sum{j in J} x[i,j] <= a[i]; +/* observe supply limit at plant i */ + +s.t. demand{j in J}: sum{i in I} x[i,j] >= b[j]; +/* satisfy demand at market j */ + +data; + +set I := Seattle San-Diego; + +set J := New-York Chicago Topeka; + +param a := Seattle 350 + San-Diego 600; + +param b := New-York 325 + Chicago 300 + Topeka 275; + +param d : New-York Chicago Topeka := + Seattle 2.5 1.7 1.8 + San-Diego 2.5 1.8 1.4 ; + +param f := 90; + +end; +\end{verbatim} +\end{small} + +\subsection{Generated LP problem instance} + +Below here is the result of the translation of the example model +produced by the solver \verb|glpsol| and written in CPLEX LP format +with the option \verb|--wlp|. + +\begin{small} +\begin{verbatim} +\* Problem: transp *\ + +Minimize + cost: + 0.225 x(Seattle,New~York) + 0.153 x(Seattle,Chicago) + + 0.162 x(Seattle,Topeka) + 0.225 x(San~Diego,New~York) + + 0.162 x(San~Diego,Chicago) + 0.126 x(San~Diego,Topeka) + +Subject To + supply(Seattle): + x(Seattle,New~York) + x(Seattle,Chicago) + + x(Seattle,Topeka) <= 350 + supply(San~Diego): + x(San~Diego,New~York) + x(San~Diego,Chicago) + + x(San~Diego,Topeka) <= 600 + demand(New~York): + x(Seattle,New~York) + x(San~Diego,New~York) >= 325 + demand(Chicago): + x(Seattle,Chicago) + x(San~Diego,Chicago) >= 300 + demand(Topeka): + x(Seattle,Topeka) + x(San~Diego,Topeka) >= 275 + +End +\end{verbatim} +\end{small} + +\subsection{Optimal LP solution} + +Below here is the optimal solution of the generated LP problem instance +found by the solver \verb|glpsol| and written in plain text format +with the option \verb|--output|. + +\newpage + +\begin{small} +\begin{verbatim} +Problem: transp +Rows: 6 +Columns: 6 +Non-zeros: 18 +Status: OPTIMAL +Objective: cost = 153.675 (MINimum) + +No. Row name St Activity Lower bound Upper bound Marginal +--- ------------ -- ------------ ------------ ------------ ------------ + 1 cost B 153.675 + 2 supply[Seattle] + B 300 350 + 3 supply[San-Diego] + NU 600 600 < eps + 4 demand[New-York] + NL 325 325 0.225 + 5 demand[Chicago] + NL 300 300 0.153 + 6 demand[Topeka] + NL 275 275 0.126 + +No. Column name St Activity Lower bound Upper bound Marginal +--- ------------ -- ------------ ------------ ------------ ------------ + 1 x[Seattle,New-York] + B 0 0 + 2 x[Seattle,Chicago] + B 300 0 + 3 x[Seattle,Topeka] + NL 0 0 0.036 + 4 x[San-Diego,New-York] + B 325 0 + 5 x[San-Diego,Chicago] + NL 0 0 0.009 + 6 x[San-Diego,Topeka] + B 275 0 + +End of output +\end{verbatim} +\end{small} + +%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% + +\newpage + +\setcounter{secnumdepth}{-1} + +\section{Acknowledgment} + +The authors would like to thank the following people, who kindly read, +commented, and corrected the draft of this document: + +\medskip + +\noindent Juan Carlos Borras \verb|| + +\medskip + +\noindent Harley Mackenzie \verb|| + +\medskip + +\noindent Robbie Morrison \verb|| + +\end{document}