Problem is unbounded

Problems with modeling
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Lourenço
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Problem is unbounded

Post by Lourenço » 6 months ago

Hello,

I'm making a problem to maximize the production in a certain refinery (college studies).
The software gives me the information that my problem is unbounded (badly scaled), what is the reason?
And the optimal solution is not correct.
The code is in attachment to this post.

Thank you in advance.


Model:
Set
a declaration of type of fuels /FO, G95, G98/
;
Parameters
costs(a) costs of production for each type of fuel in € per liter
revenue(a) revenue of selling each type of fuel in € per liter
mindemandgasoline minimum anticipated demand of gasoline (per day)
maxdemandfueloil production limit of fuel oil (per day)
;

*Import of the numerical data of the problem (input data file must be in project directory):
$call GDXXRW.exe i=data_input.xlsx o=data_input.gdx par=costs rng=Refinery!B2:C5 rdim=1 par=revenue rng=Refinery!B7:C10 rdim=1 par=maxdemandfueloil rng=Refinery!B13 dim=0 par=mindemandgasoline rng=Refinery!B16 dim=0
$GDXIN data_input.gdx
$LOAD costs, revenue, maxdemandfueloil, mindemandgasoline
$GDXIN

Positive Variables

totalrevenue total revenue in €
totalcosts total costs in €
;

Free Variables

totalprofit total profit in €
z(a) decision variable in kg per each paper type
;

Equations

objfunction objective function
totalrevenuecalc revenue calculation
totalcostscalc costs calculation
restriction1 restricting the minimum demand of gasoline per day
restriction2 restricting the maximum demand of fuel oil production per day
restriction3 restricting two parts of fuel oil for units of gasoline;

totalrevenuecalc
..totalrevenue =e=(sum(a,revenue(a)*z(a)));

totalcostscalc
..totalcosts =e=(sum(a,costs(a)*z(a)));

objfunction
..totalprofit=e=((sum(a,revenue(a)*z(a)))-((sum(a,costs(a)*z(a)))));
*Profit equals revenue minus costs

restriction1..((z("G95"))+(z("G98")))=g= mindemandgasoline;
*restricts the production of gasoline to a minimum demand value given

restriction2..(z("FO"))=l= maxdemandfueloil;
*restricts the maximum production of fuel oil

restriction3..(z("FO"))=g=(2*(z("G95")+z("G98")));
*restricts the amount of gasoline to at least half the amount
*fuel oil

Model
Refinery /all/
;
* Chosing of the minos solver for this solution
Option lp=minos; File opt 'Minos option file' /minos.opt/;

*Output file configuration in following code:

putclose opt 'Iteration limit 10000'/ 'Feasibility tolerance 1.0E-5'/;

File Dispatch this is the internal .doc /refinery_outputdata.doc/;

puttl Dispatch, "Economical evaluation of production refinery"///;

puthd "Products are the following:"/;
put
@10,"Fuel oil - FO"/
@10,"Gasoline 95 - G95"/
@10,"Gasoline 98 - G98"//
;
Solve
Refinery using lp maximizing totalprofit
Attachments
TP2.gms
(4.42 KiB) Downloaded 28 times

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bussieck
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Re: Problem is unbounded

Post by bussieck » 6 months ago

It's hard to run this without the data. You might want to attach data_input.xlsx.

-Michael

Lourenço
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Re: Problem is unbounded

Post by Lourenço » 6 months ago

The input data file in attachment:
Attachments
data_input.xlsx
(9.73 KiB) Downloaded 14 times

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bussieck
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Re: Problem is unbounded

Post by bussieck » 6 months ago

When I run this it solves to optimality:

Code: Select all

               S O L V E      S U M M A R Y

     MODEL   Refinery            OBJECTIVE  totalprofit
     TYPE    LP                  DIRECTION  MAXIMIZE
     SOLVER  MINOS               FROM LINE  121

**** SOLVER STATUS     1 Normal Completion         
**** MODEL STATUS      1 Optimal                   
**** OBJECTIVE VALUE        255000000.0000

 RESOURCE USAGE, LIMIT          0.015      1000.000
 ITERATION COUNT, LIMIT         2    2000000000
Your numbers are awfully big. Solvers (especially NLP solvers) do not like this. Instead of unit Euro do millions of Euro or something like this. Read about proper scaling of your model here: https://www.gams.com/latest/docs/S_CONO ... PT_SCALING

-Michael

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