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multiscenario_vb.vb
' Copyright 2024, Gurobi Optimization, LLC ' Facility location: a company currently ships its product from 5 plants ' to 4 warehouses. It is considering closing some plants to reduce ' costs. What plant(s) should the company close, in order to minimize ' transportation and fixed costs? ' ' Since the plant fixed costs and the warehouse demands are uncertain, a ' scenario approach is chosen. ' ' Note that this example is similar to the facility_vb.vb example. Here we ' added scenarios in order to illustrate the multi-scenario feature. ' ' Based on an example from Frontline Systems: ' http://www.solver.com/disfacility.htm ' Used with permission. Imports System Imports Gurobi Class multiscenario_vb Shared Sub Main() Try ' Warehouse demand in thousands of units Dim Demand As Double() = New Double() {15, 18, 14, 20} ' Plant capacity in thousands of units Dim Capacity As Double() = New Double() {20, 22, 17, 19, 18} ' Fixed costs for each plant Dim FixedCosts As Double() = New Double() {12000, 15000, 17000, 13000, 16000} ' Transportation costs per thousand units Dim TransCosts As Double(,) = New Double(,) { {4000, 2000, 3000, 2500, 4500}, _ {2500, 2600, 3400, 3000, 4000}, _ {1200, 1800, 2600, 4100, 3000}, _ {2200, 2600, 3100, 3700, 3200}} ' Number of plants and warehouses Dim nPlants As Integer = Capacity.Length Dim nWarehouses As Integer = Demand.Length Dim maxFixed As Double = -GRB.INFINITY Dim minFixed As Double = GRB.INFINITY For p As Integer = 0 To nPlants - 1 If FixedCosts(p) > maxFixed Then maxFixed = FixedCosts(p) If FixedCosts(p) < minFixed Then minFixed = FixedCosts(p) Next ' Model Dim env As GRBEnv = New GRBEnv() Dim model As GRBModel = New GRBModel(env) model.ModelName = "multiscenario" ' Plant open decision variables: open(p) == 1 if plant p is open. Dim open As GRBVar() = New GRBVar(nPlants - 1) {} For p As Integer = 0 To nPlants - 1 open(p) = model.AddVar(0, 1, FixedCosts(p), GRB.BINARY, "Open" & p) Next ' Transportation decision variables: how much to transport from a plant ' p to a warehouse w Dim transport As GRBVar(,) = New GRBVar(nWarehouses - 1, nPlants - 1) {} For w As Integer = 0 To nWarehouses - 1 For p As Integer = 0 To nPlants - 1 transport(w, p) = model.AddVar(0, GRB.INFINITY, TransCosts(w, p), _ GRB.CONTINUOUS, "Trans" & p & "." & w) Next Next ' The objective is to minimize the total fixed and variable costs model.ModelSense = GRB.MINIMIZE ' Production constraints ' Note that the right-hand limit sets the production to zero if ' the plant is closed For p As Integer = 0 To nPlants - 1 Dim ptot As GRBLinExpr = 0.0 For w As Integer = 0 To nWarehouses - 1 ptot.AddTerm(1.0, transport(w, p)) Next model.AddConstr(ptot <= Capacity(p) * open(p), "Capacity" & p) Next ' Demand constraints Dim demandConstr As GRBConstr() = New GRBConstr(nWarehouses - 1) {} For w As Integer = 0 To nWarehouses - 1 Dim dtot As GRBLinExpr = 0.0 For p As Integer = 0 To nPlants - 1 dtot.AddTerm(1.0, transport(w, p)) Next demandConstr(w) = model.AddConstr(dtot = Demand(w), "Demand" & w) Next ' We constructed the base model, now we add 7 scenarios ' ' Scenario 0: Represents the base model, hence, no manipulations. ' Scenario 1: Manipulate the warehouses demands slightly (constraint right ' hand sides). ' Scenario 2: Double the warehouses demands (constraint right hand sides). ' Scenario 3: Manipulate the plant fixed costs (objective coefficients). ' Scenario 4: Manipulate the warehouses demands and fixed costs. ' Scenario 5: Force the plant with the largest fixed cost to stay open ' (variable bounds). ' Scenario 6: Force the plant with the smallest fixed cost to be closed ' (variable bounds). model.NumScenarios = 7 ' Scenario 0: Base model, hence, nothing to do except giving the ' scenario a name model.Parameters.ScenarioNumber = 0 model.ScenNName = "Base model" ' Scenario 1: Increase the warehouse demands by 10% model.Parameters.ScenarioNumber = 1 model.ScenNName = "Increased warehouse demands" For w As Integer = 0 To nWarehouses - 1 demandConstr(w).ScenNRHS = Demand(w) * 1.1 Next ' Scenario 2: Double the warehouse demands model.Parameters.ScenarioNumber = 2 model.ScenNName = "Double the warehouse demands" For w As Integer = 0 To nWarehouses - 1 demandConstr(w).ScenNRHS = Demand(w) * 2.0 Next ' Scenario 3: Decrease the plant fixed costs by 5% model.Parameters.ScenarioNumber = 3 model.ScenNName = "Decreased plant fixed costs" For p As Integer = 0 To nPlants - 1 open(p).ScenNObj = FixedCosts(p) * 0.95 Next ' Scenario 4: Combine scenario 1 and scenario 3 */ model.Parameters.ScenarioNumber = 4 model.ScenNName = "Increased warehouse demands and decreased plant fixed costs" For w As Integer = 0 To nWarehouses - 1 demandConstr(w).ScenNRHS = Demand(w) * 1.1 Next For p As Integer = 0 To nPlants - 1 open(p).ScenNObj = FixedCosts(p) * 0.95 Next ' Scenario 5: Force the plant with the largest fixed cost to stay ' open model.Parameters.ScenarioNumber = 5 model.ScenNName = "Force plant with largest fixed cost to stay open" For p As Integer = 0 To nPlants - 1 If FixedCosts(p) = maxFixed Then open(p).ScenNLB = 1.0 Exit For End If Next ' Scenario 6: Force the plant with the smallest fixed cost to be ' closed model.Parameters.ScenarioNumber = 6 model.ScenNName = "Force plant with smallest fixed cost to be closed" For p As Integer = 0 To nPlants - 1 If FixedCosts(p) = minFixed Then open(p).ScenNUB = 0.0 Exit For End If Next ' Guess at the starting point: close the plant with the highest fixed ' costs; open all others ' First, open all plants For p As Integer = 0 To nPlants - 1 open(p).Start = 1.0 Next ' Now close the plant with the highest fixed cost Console.WriteLine("Initial guess:") For p As Integer = 0 To nPlants - 1 If FixedCosts(p) = maxFixed Then open(p).Start = 0.0 Console.WriteLine("Closing plant " & p & vbLf) Exit For End If Next ' Use barrier to solve root relaxation model.Parameters.Method = GRB.METHOD_BARRIER ' Solve multi-scenario model model.Optimize() Dim nScenarios As Integer = model.NumScenarios For s As Integer = 0 To nScenarios - 1 Dim modelSense As Integer = GRB.MINIMIZE ' Set the scenario number to query the information for this scenario model.Parameters.ScenarioNumber = s ' collect result for the scenario Dim scenNObjBound As Double = model.ScenNObjBound Dim scenNObjVal As Double = model.ScenNObjVal Console.WriteLine(vbLf & vbLf & "------ Scenario " & s & " (" & model.ScenNName & ")") ' Check if we found a feasible solution for this scenario If modelSense * scenNObjVal >= GRB.INFINITY Then If modelSense * scenNObjBound >= GRB.INFINITY Then ' Scenario was proven to be infeasible Console.WriteLine(vbLf & "INFEASIBLE") Else ' We did not find any feasible solution - should not happen in ' this case, because we did not set any limit (like a time ' limit) on the optimization process Console.WriteLine(vbLf & "NO SOLUTION") End If Else Console.WriteLine(vbLf & "TOTAL COSTS: " & scenNObjVal) Console.WriteLine("SOLUTION:") For p As Integer = 0 To nPlants - 1 Dim scenNX As Double = open(p).ScenNX If scenNX > 0.5 Then Console.WriteLine("Plant " & p & " open") For w As Integer = 0 To nWarehouses - 1 scenNX = transport(w, p).ScenNX If scenNX > 0.0001 Then Console.WriteLine(" Transport " & scenNX & " units to warehouse " & w) Next Else Console.WriteLine("Plant " & p & " closed!") End If Next End If Next ' Print a summary table: for each scenario we add a single summary line Console.WriteLine(vbLf & vbLf & "Summary: Closed plants depending on scenario" & vbLf) Console.WriteLine("{0,8} | {1,17} {2,13}", "", "Plant", "|") Console.Write("{0,8} |", "Scenario") For p As Integer = 0 To nPlants - 1 Console.Write("{0,6}", p) Next Console.WriteLine(" | {0,6} Name", "Costs") For s As Integer = 0 To nScenarios - 1 Dim modelSense As Integer = GRB.MINIMIZE ' Set the scenario number to query the information for this scenario model.Parameters.ScenarioNumber = s ' Collect result for the scenario Dim scenNObjBound As Double = model.ScenNObjBound Dim scenNObjVal As Double = model.ScenNObjVal Console.Write("{0,-8} |", s) ' Check if we found a feasible solution for this scenario If modelSense * scenNObjVal >= GRB.INFINITY Then If modelSense * scenNObjBound >= GRB.INFINITY Then ' Scenario was proven to be infeasible Console.WriteLine(" {0,-30}| {1,6} " & model.ScenNName, "infeasible", "-") Else ' We did not find any feasible solution - should not happen in ' this case, because we did not set any limit (like a Time ' limit) on the optimization process Console.WriteLine(" {0,-30}| {1,6} " & model.ScenNName, "no solution found", "-") End If Else For p As Integer = 0 To nPlants - 1 Dim scenNX As Double = open(p).ScenNX If scenNX > 0.5 Then Console.Write("{0,6}", " ") Else Console.Write("{0,6}", "x") End If Next Console.WriteLine(" | {0,6} " & model.ScenNName, scenNObjVal) End If Next model.Dispose() env.Dispose() Catch e As GRBException Console.WriteLine("Error code: " & e.ErrorCode & ". " + e.Message) End Try End Sub End Class