Here is my complete problem:
information:
* Max. total investment: $ 125
* Payout is the sum of units purchased x pay-off / unit
* Investment cost: purchase price + cost / unit x number of units if you buy at least one unit
* Cost is the sum of investment costs
Limitations:
* You cannot invest in 2 and 5.
* You can invest in 1 only if you invest at least one of 2 and 3.
* You must invest at least two out of 3,4,5.
* You may not invest more than the maximum number of units.
Problem: Maximize Profit: Payback -
xi:
yi=1 if xi>0 else yi=0
cost = sum{i in I} buyInCost_i * yi + cost-unit_i*xi
pay-off = sum{i in I} (pay-off/unit)_i*xi
profit = pay-off - cost
Maximize profit
Subject to
y2+y5 <= 1
y1<= y2+y3
y3+y4+y5 >= 2
x1<=5, x2<=4, x3<=5, x4<=7, x5<=3
cost<=125
Here is my question:
For example, I have this binary variable y
yi=1 if xi>0 else yi=0 and i ∈ {1,2,3,4,5}
I declared I as a data set
set I;
data;
set I := 1 2 3 4 5;
, if else y glpk. ?
:
set I;
/*if x[i]>0 y[i]=1 else y[i]=0 ?????*/
var y{i in I}, binary;
param a{i in I};
/* buy-in cost of investment i */
param b{i in I};
/* cost per unit of investment i */
param c{i in I};
/* pay-off per unit of investment i */
param d{i in I};
/* max number of units of investment i */
var x{i in I} >=0;
/* Number of units that is bought of investment i */
var po := sum{i in I} c[i]*x[i];
var cost := sum{i in I} a[i]*y[i] + b[i]*x[i];
maximize profit: po-cost;
s.t. c1: y[2]+y[5]<=1;
s.t. c2: y[1]<y[2]+y[3];
s.t. c3: y[3]+y[4]+y[5]>=2;
s.t. c4: x[1]<=5
x[2]<=4
x[3]<=5
x[4]<=7
x[5]<=3;
s.t. c5: cost <=125;
s.t. c6{i in I}: M * y[i] > x[i]; // if condition of y[i]
set I := 1 2 3 4 5;
param a :=
1 25
2 35
3 28
4 20
5 40;
param b :=
1 5
2 7
3 6
4 4
5 8;
param c :=
1 15
2 25
3 17
4 13
5 18;
param d :=
1 5
2 4
3 5
4 7
5 3;
param M := 10000;
:
problem.mod:21: syntax error in variable statement
Context: ...I } ; param d { i in I } ; var x { i in I } >= 0 ; var po :=
MathProg model processing error