The transportation problem

Originally contributed by: Louis Luangkesorn

This tutorial is an adaptation of the transportation problem described in AMPL: A Modeling Language for Mathematical Programming, by R. Fourer, D.M. Gay and B.W. Kernighan.

The purpose of this tutorial is to demonstrate how to create a JuMP model from an ad-hoc structured text file.

Required packages

This tutorial uses the following packages:

using JuMP
import DelimitedFiles
import HiGHS

Formulation

Suppose that we have a set of factories that produce pogo sticks, and a set of retail stores in which to sell them. Each factory has a maximum number of pogo sticks that it can produce, and each retail store has a demand of pogo sticks that it can sell.

In the transportation problem, we want to choose the number of pogo sticks to make and ship from each factory to each retail store that minimizes the total shipping cost.

Mathematically, we represent our set of factories by a set of origins $i \in O$ and our retail stores by a set of destinations $j \in D$. The maximum supply at each factory is $s_i$ and the demand from each retail store is $d_j$. The cost of shipping one pogo stick from $i$ to $j$ is $c_{i,j}$.

With a little effort, we can model the transportation problem as the following linear program:

\[\begin{aligned} \min && \sum_{i \in O, j \in D} c_{i,j} x_{i,j} \\ s.t. && \sum_{j \in D} x_{i, j} \le s_i && \forall i \in O \\ && \sum_{i \in O} x_{i, j} = d_j && \forall j \in D \\ && x_{i, j} \ge 0 && \forall i \in O, j \in D \end{aligned}\]

Data

We assume our data is in the form of a text file that has the following form. In practice, we would obtain this text file from the user as input, but for the purpose of this tutorial we're going to create it from Julia.

open(joinpath(@__DIR__, "transp.txt"), "w") do io
    print(
        io,
        """
             . FRA  DET LAN WIN  STL  FRE  LAF SUPPLY
          GARY  39   14  11  14   16   82    8   1400
          CLEV  27    .  12   .   26   95   17   2600
          PITT  24   14  17  13   28   99   20   2900
        DEMAND 900 1200 600 400 1700 1100 1000      0
        """,
    )
    return
end

Here the rows are the origins, the columns are the destinations, and the values are the cost of shipping one pogo stick from the origin to the destination. If pogo stick cannot be transported from a source to a destination, then the value is .. The final row and final column are the demand and supply of each location respectively.

We didn't account for arcs which do not exist in our formulation, but we can make a small change and fix $x_{i,j} = 0$ if $c_{i,j} = "."$.

Our first step is to convert this text format into an appropriate Julia datastructure that we can work with. Since our data is tabular with named rows and columns, one option is JuMP's Containers.DenseAxisArray object:

function read_data(filename::String)
    data = DelimitedFiles.readdlm(filename)
    rows, columns = data[2:end, 1], data[1, 2:end]
    return Containers.DenseAxisArray(data[2:end, 2:end], rows, columns)
end

data = read_data(joinpath(@__DIR__, "transp.txt"))
2-dimensional DenseAxisArray{Any,2,...} with index sets:
    Dimension 1, Any["GARY", "CLEV", "PITT", "DEMAND"]
    Dimension 2, Any["FRA", "DET", "LAN", "WIN", "STL", "FRE", "LAF", "SUPPLY"]
And data, a 4×8 Matrix{Any}:
  39    14      11   14       16    82     8  1400
  27      "."   12     "."    26    95    17  2600
  24    14      17   13       28    99    20  2900
 900  1200     600  400     1700  1100  1000     0

JuMP formulation

Following Design patterns for larger models, we code our JuMP model as a function which takes in an input. In this example, we print the output to stdout:

function solve_transportation_problem(data::Containers.DenseAxisArray)
    # Get the set of supplies and demands
    O, D = axes(data)
    # Drop the SUPPLY and DEMAND nodes from our sets
    O, D = setdiff(O, ["DEMAND"]), setdiff(D, ["SUPPLY"])
    model = Model(HiGHS.Optimizer)
    set_silent(model)
    @variable(model, x[o in O, d in D] >= 0)
    # Remove arcs with "." cost by fixing them to 0.0.
    for o in O, d in D
        if data[o, d] == "."
            fix(x[o, d], 0.0; force = true)
        end
    end
    @objective(
        model,
        Min,
        sum(data[o, d] * x[o, d] for o in O, d in D if data[o, d] != "."),
    )
    @constraint(model, [o in O], sum(x[o, :]) <= data[o, "SUPPLY"])
    @constraint(model, [d in D], sum(x[:, d]) == data["DEMAND", d])
    optimize!(model)
    # Pretty print the solution in the format of the input
    print("    ", join(lpad.(D, 7, ' ')))
    for o in O
        print("\n", o)
        for d in D
            if isapprox(value(x[o, d]), 0.0; atol = 1e-6)
                print("      .")
            else
                print(" ", lpad(value(x[o, d]), 6, ' '))
            end
        end
    end
    return
end
solve_transportation_problem (generic function with 1 method)

Solution

Let's solve and view the solution:

solve_transportation_problem(data)
        FRA    DET    LAN    WIN    STL    FRE    LAF
GARY      .      .      .      .  300.0 1100.0      .
CLEV      .      .  600.0      . 1000.0      . 1000.0
PITT  900.0 1200.0      .  400.0  400.0      .      .

Tip

This tutorial was generated using Literate.jl. View the source .jl file on GitHub.