The factory schedule example
This is a Julia translation of part 5 from "Introduction to Linear Programming with Python" available at https://github.com/benalexkeen/Introduction-to-linear-programming
For 2 factories (A, B), minimize the cost of production over the course of 12 months while meeting monthly demand. Factory B has a planned outage during month 5.
It was originally contributed by @Crghilardi.
using JuMP
import HiGHS
import Test
function example_factory_schedule()
# Sets in the problem:
months, factories = 1:12, [:A, :B]
# This function takes a matrix and converts it to a JuMP container so we can
# refer to elements such as `d_max_cap[1, :A]`.
containerize(A::Matrix) = Containers.DenseAxisArray(A, months, factories)
# Maximum production capacity in (month, factory) [units/month]:
d_max_cap = containerize(
[
100000 50000
110000 55000
120000 60000
145000 100000
160000 0
140000 70000
155000 60000
200000 100000
210000 100000
197000 100000
80000 120000
150000 150000
],
)
# Minimum production capacity in (month, factory) [units/month]:
d_min_cap = containerize(
[
20000 20000
20000 20000
20000 20000
20000 20000
20000 0
20000 20000
20000 20000
20000 20000
20000 20000
20000 20000
20000 20000
20000 20000
],
)
# Variable cost of production in (month, factory) [$/unit]:
d_var_cost = containerize([
10 5
11 4
12 3
9 5
8 0
8 6
5 4
7 6
9 8
10 11
8 10
8 12
])
# Fixed cost of production in (month, factory) # [$/month]:
d_fixed_cost = containerize(
[
500 600
500 600
500 600
500 600
500 0
500 600
500 600
500 600
500 600
500 600
500 600
500 600
],
)
# Demand in each month [units/month]:
d_demand = [
120_000,
100_000,
130_000,
130_000,
140_000,
130_000,
150_000,
170_000,
200_000,
190_000,
140_000,
100_000,
]
# The model!
model = Model(HiGHS.Optimizer)
# Decision variables
@variables(model, begin
status[m in months, f in factories], Bin
production[m in months, f in factories], Int
end)
# The production cannot be less than minimum capacity.
@constraint(
model,
[m in months, f in factories],
production[m, f] >= d_min_cap[m, f] * status[m, f],
)
# The production cannot be more that maximum capacity.
@constraint(
model,
[m in months, f in factories],
production[m, f] <= d_max_cap[m, f] * status[m, f],
)
# The production must equal demand in a given month.
@constraint(model, [m in months], sum(production[m, :]) == d_demand[m])
# Factory B is shut down during month 5, so production and status are both
# zero.
fix(status[5, :B], 0.0)
fix(production[5, :B], 0.0)
# The objective is to minimize the cost of production across all time
##periods.
@objective(
model,
Min,
sum(
d_fixed_cost[m, f] * status[m, f] +
d_var_cost[m, f] * production[m, f] for m in months, f in factories
)
)
# Optimize the problem
optimize!(model)
# Check the solution!
Test.@testset "Check the solution against known optimal" begin
Test.@test termination_status(model) == OPTIMAL
Test.@test objective_value(model) == 12_906_400.0
Test.@test value.(production)[1, :A] == 70_000
Test.@test value.(status)[1, :A] == 1
Test.@test value.(status)[5, :B] == 0
Test.@test value.(production)[5, :B] == 0
end
println("The production schedule is:")
println(value.(production))
return
end
example_factory_schedule()
Presolving model
44 rows, 30 cols, 82 nonzeros
4 rows, 10 cols, 8 nonzeros
4 rows, 3 cols, 8 nonzeros
Objective function is integral with scale 0.25
Solving MIP model with:
4 rows
3 cols (2 binary, 1 integer, 0 implied int., 0 continuous)
8 nonzeros
( 0.0s) Starting symmetry detection
( 0.0s) No symmetry present
Nodes | B&B Tree | Objective Bounds | Dynamic Constraints | Work
Proc. InQueue | Leaves Expl. | BestBound BestSol Gap | Cuts InLp Confl. | LpIters Time
0 0 0 0.00% 12906400 inf inf 0 0 0 0 0.0s
Solving report
Status Optimal
Primal bound 12906400
Dual bound 12906400
Gap 0% (tolerance: 0.01%)
Solution status feasible
12906400 (objective)
0 (bound viol.)
0 (int. viol.)
0 (row viol.)
Timing 0.00 (total)
0.00 (presolve)
0.00 (postsolve)
Nodes 1
LP iterations 1 (total)
0 (strong br.)
0 (separation)
0 (heuristics)
Test Summary: | Pass Total
Check the solution against known optimal | 6 6
The production schedule is:
2-dimensional DenseAxisArray{Float64,2,...} with index sets:
Dimension 1, 1:12
Dimension 2, [:A, :B]
And data, a 12×2 Matrix{Float64}:
70000.0 50000.0
45000.0 55000.0
70000.0 60000.0
30000.0 100000.0
140000.0 0.0
60000.0 70000.0
90000.0 60000.0
70000.0 100000.0
100000.0 100000.0
190000.0 0.0
80000.0 60000.0
100000.0 -0.0
This tutorial was generated using Literate.jl. View the source .jl
file on GitHub.