Originally posted by: samia_tn

qui peut m'aidez svp , j'ai deux questions comment traduire cette fonction objective en cplex 
min E(TC) avec E : esperance ou la moyenne , TC variable de Decision 

comment traduire cette contrainte probabiliste en cplex 

Pr(TC>= E(TC)) <= K avec TC variable de decision, k variable

Hi,

you should have a look at the example

opl\examples\opl\models\YieldStochastic

You will see a maximize expected revenue

Then about the probability constraint you could write

dexpr float revenue1perSenario[s1 in scenarios]=
sum(c in classes, o in options) Revenue1[s1][c][o];

and then in the subject to block

sum (s1 in scenarios) probaScenarios[s1]*(revenue1perSenario[s1]>=revenue1)<=0.1;

You may also have a look at

http://www.research.ibm.com/labs/ireland/research_areas/uncertainty.html

and

https://www.linkedin.com/pulse/low-barrier-entry-optimization-through-cplex-alex-fleischer

regards

Originally posted by: samia_tn

tank you Alex  but i want more explication, who can help me  please

 i want to convert this objective function to  cplex 
min E(TC) with  E : expectancy  or  the average of   TC  for one week(6 days) , TC Decision  variable

and this  constraint    

Pr(TC>= E(TC)) <= K    with TC  decision  variable, k variable

other question ,how we execute a program cplex in order to obtain  detailled resutts

thanks a lot

Hi,

in the example I mentioned

maximize revenue1 + revenue2 + revenue3 - planeCost;

is

min E(TC)

sum (s1 in scenarios) probaScenarios[s1]*(revenue1perSenario[s1]>=revenue1)<=0.1;

is

Pr(TC>= E(TC)) <= K

To see the results you may either run in the IDE or with oplrun (command line)

In the documentation you should have a look at IDE and OPL > CPLEX Studio IDE > Getting Started with the IDE

regards

Originally posted by: jodjo

Bonsoir;

je suis un débutant  en opl et  je voudrais résoudre un problème d'affectation des camions citerne au deux groupes des clients(station) en minimisant  les coûts de transports des carburants. Mais dans la foction objectif me signale error  si quelqu'un peut m'aider

int n=...; // indice des clients de 1 à 12
int v=...; // indice des camions 
//dvar int C[1..n]; // le vecteurs des couts des produits transportés par rapport au prix des carburants
float p=...; //prix du produit en litre
int s=...;
int NbTotal=...;
int NbStation=...;
int NbVehicule=...;
int prix=...;
int Nbquais=...;
range station= 1..NbStation;
range quais=1..Nbquais;
range cout= 1..NbTotal;
range V=1..NbVehicule;
range P=1..prix;

int Q[V]=...;
dvar boolean X[s][k];
minimize sum(s in station,k in V)(Q[s][k]*P[s][k]*X[s][k]-w*sum(k in V)X[s][k] ; // fonction objectif   un message d'erreur 
 subject to
 {
forall(k in V)contrainte1:
sum(s in station)X[s][k]<= NbStation;
forall(s in station)contrainte2:
sum(k in V)X[p][k]==1;
forall(k in V)contrainte3:
sum(s in station)X[p][k]==1;

}

Hi,

first

int Q[V]=...;

is a 1D array

but then in the objective you have

Q[s][k]

which is a 2D array

regards

Originally posted by: jodjo

Ok  Merci, je vais regarder