static void Main(string[] args)
{
double[] Demand = new double[] { 15, 18, 14, 20 };
double[] Capacity = new double[] { 20, 22, 17, 19, 18 };
double[,] ShipCosts =
new double[,] { { 4000, 2500, 1200, 2200 },
{ 2000, 2600, 1800, 2600 },
{ 3000, 3400, 2600, 3100 },
{ 2500, 3000, 4100, 3700 },
{ 4500, 4000, 3000, 3200 } };
int nWarehouses = Capacity.Length;
int nCustomers = Demand.Length;
Cplex m = new Cplex();
INumVar[,] Ship = new INumVar[nWarehouses, nCustomers];
for (int i = 0; i < nWarehouses; ++i)
for (int j = 0; j < nCustomers; ++j)
Ship[i, j] = m.NumVar(0, System.Double.MaxValue, NumVarType.Float, "ship." + i + "." + j);
INumVar[] Shortage = new INumVar[nCustomers];
for (int j = 0; j < nCustomers; ++j)
Shortage[j] = m.NumVar(0, System.Double.MaxValue, NumVarType.Float, "shortage." + j);
INumVar TotalShortage = m.NumVar(0, System.Double.MaxValue, NumVarType.Float, "TotalShortage");
INumVar TotalShippingCost = m.NumVar(0, System.Double.MaxValue, NumVarType.Float, "TotalShippingCost");
IObjective obj = m.AddMinimize(TotalShippingCost);
IConstraint[] DemandCon = new IConstraint[nCustomers];
for (int j = 0; j < nCustomers; ++j)
{
INumExpr lhs = m.LinearNumExpr(0.0);
INumExpr rhs = m.LinearNumExpr(Demand[j]);
for (int i = 0; i < nWarehouses; ++i)
lhs = m.Sum(lhs, Ship[i, j]);
lhs = m.Sum(lhs, Shortage[j]);
DemandCon[j] = m.AddEq(lhs, rhs, "demand." + j);
}
IConstraint[] CapacityCon = new IConstraint[nWarehouses];
for (int i = 0; i < nWarehouses; ++i)
{
INumExpr lhs = m.LinearNumExpr(0.0);
for (int j = 0; j < nCustomers; ++j)
lhs = m.Sum(lhs, Ship[i, j]);
CapacityCon[i] = m.AddLe(lhs, Capacity[i], "capacity." + i);
}
INumExpr expr = m.Sum(Shortage);
IConstraint TotalShortageCon = m.AddEq(expr, TotalShortage, "total_shortage");
expr = m.LinearNumExpr(0.0);
for (int i = 0; i < nWarehouses; ++i)
for (int j = 0; j < nCustomers; ++j)
expr = m.Sum(expr, m.Prod(ShipCosts[i, j], Ship[i, j]));
IConstraint TotalShippingCon = m.AddEq(expr, TotalShippingCost, "total_shipping");
m.ExportModel("Facility.lp");
while (true)
{
Console.WriteLine("\nSolver Output:");
m.Solve();
double OptShortage = m.GetValue(TotalShortage);
double OptShipping = m.GetValue(TotalShippingCost);
Console.WriteLine("\nFacility Program Output:");
Console.WriteLine("\nTotalShortage = {0}", OptShortage);
Console.WriteLine("TotalShippingCost= {0}\n", OptShipping);
if (OptShortage < EPS) break;
INumVar[] varArr = new INumVar[26];
double[] ubs = new double[26];
double[] lbs = new double[26];
varArr[0] = TotalShortage;
varArr[1] = TotalShippingCost;
for (int i = 0; i < nWarehouses; ++i)
for (int j = 0; j < nCustomers; ++j)
varArr[4 * i + j + 2] = Ship[i, j];
for (int j = 0; j < nCustomers; ++j)
varArr[j + 22] = Shortage[j];
m.GetObjSA(lbs, ubs, varArr);
double ObjectiveBound = ubs[0];
m.SetLinearCoef(obj, ((1 + EPS) * ObjectiveBound), TotalShortage);
} // end while
for (int i = 0; i < nWarehouses; ++i)
for (int j = 0; j < nCustomers; ++j)
Console.WriteLine("{0} = {1}", Ship[i, j].Name, m.GetValue(Ship[i, j]));
for (int j = 0; j < nCustomers; ++j)
Console.WriteLine("{0} = {1}", Shortage[j].Name, m.GetValue(Shortage[j]));
Console.WriteLine("{0} = {1}", TotalShortage.Name, m.GetValue(TotalShortage));
Console.WriteLine("{0} = {1}", TotalShippingCost.Name, m.GetValue(TotalShippingCost));
} // end Main
