TomSym Aircraft allocation under uncertain demand.

This page is part of the TomSym Manual. See TomSym Manual.

TomSym implementation of GAMS Example (AIRCRAF,SEQ=8)

The objective of this model is to allocate aircrafts to routes to maximize the expected profit when traffic demand is uncertain. Two different formulations are used, the delta and the lambda formulation.

Dantzig, G B, Chapter 28. In Linear Programming and Extensions. Princeton University Press, Princeton, New Jersey, 1963.

i: aircraft types and unassigned passengers (a, b, c, d)

j: assigned and unassigned routes (1,2,3,4,5)

h: demand states (1,2,3,4,5)

% Parameters

% Demand distribution. Row correspond to route (j), columns to demand
% states (h)
dd = [200     220    250    270    300;
    50     150      0      0      0;
    140     160    180    200    220;
    10      50     80    100    340;
    580     600    620      0      0];

% Probability of demand state (h) for each route (j)
lambda = [.2     .05    .35    .2     .2;
    .3     .7      0      0      0;
    .1     .2     .4     .2     .1;
    .2     .2     .3     .2     .1;
    .1     .8     .1      0      0];

% Aircraft costs (in thousands). The rows are aircraft types and unassigned
% passengers (i). The columns are assigned and unassigned routes (j).
c = [18         21         18          16           10;
    0         15         16          14            9;
    0         10          0           9            6;
    17         16         17          15           10];

% Passenger capacity of aircraft i on route j
p = [16         15          28          23          81;
    0         10          14          15          57;
    0          5           0           7          29;
    9         11          22          17          55];

% Aircraft availability on i
aa = [10;19;25;15];

% Revenue lost (1000 per 100  bumped)
k = [13;13;7;7;1];

% Expected demand
ed = sum(lambda.*dd,2);

% Probability of exceeding demand increment h on route j
g = zeros(size(lambda));
for j = 1:5
    g(:,j) = sum(lambda(:,j:end),2);
end

% Incremental passenger load in demand states
deltb = zeros(size(dd));
for i=1:5
    for j=1:5
        if j > 1
            if dd(i,j)-dd(i,j-1) >= 0
                deltb(i,j) = dd(i,j)-dd(i,j-1);
            end
        else
            deltb(i,j) = dd(i,j);
        end
    end
end

% Variables (positive)

% Number of aircraft type i assigned to route j
toms 4x5 x

% y = passengers actually carried
% b = passengers bumped
toms 5x5 y b

% All variables have to be non-zero.
cbnd = {x >= 0; y >= 0; b >= 0};

% Certain variables have to be zero
cbnd = {cbnd; b(2,3:5) <= 0; b(5,4:5) <= 0}; %From matrix dd
cbnd = {cbnd; y(2,3:5) <= 0; y(5,4:5) <= 0}; %From matrix dd
cbnd = {cbnd; x(2:3,1) <= 0; x(3,3) <= 0};   %From matrix c

% Aircraft balance
eq1 = {sum(x,2) <= aa};

% Demand balance
eq2 = {sum(p.*x,1) >= sum(y,2)'};

% Definition of boarded passengers
eq3 = {y <= repmat(sum(p.*x)',1,5)};

% Definition of bumped passengers
eq4 = {b == dd - y};

% Operating cost definition
oc = sum(sum(c.*x));

% Bumping cost definition: version 1
bc1 = sum(k.*ed) - sum(k.*sum(g.*y,2));

% Bumping cost definition: version 2
bc2 = sum(sum(repmat(k,1,5).*lambda.*b));

% Objective functions (versions 1 and 2)
obj1 = oc+bc1;
obj2 = oc+bc2;

% Version 1 requires upper bounds on y
cbnd1 = {y <= deltb};

% Model 1
solution1 = ezsolve(obj1,{cbnd; cbnd1; eq1; eq2});

% Model 2
solution2 = ezsolve(obj2,{cbnd; eq1; eq3; eq4});

Problem type appears to be: lp
Time for symbolic processing: 0.05567 seconds
Starting numeric solver
===== * * * =================================================================== * * *
TOMLAB - TOMLAB Development license  999007. Valid to 2011-12-31
=====================================================================================
Problem: ---  1:                                f_k    1566.042189132706900000
                                              f(x_0)      0.000000000000000000

Solver: CPLEX.  EXIT=0.  INFORM=1.
CPLEX Dual Simplex LP solver
Optimal solution found

FuncEv   13 Iter   13 
Elapsed time: 0.003000 sec. 
Problem type appears to be: lp
Time for symbolic processing: 0.05849 seconds
Starting numeric solver
===== * * * =================================================================== * * *
TOMLAB - TOMLAB Development license  999007. Valid to 2011-12-31
=====================================================================================
Problem: ---  1:                                f_k    1566.042189132706400000
                                              f(x_0)      0.000000000000000000

Solver: CPLEX.  EXIT=0.  INFORM=1.
CPLEX Dual Simplex LP solver
Optimal solution found

FuncEv   20 Iter   20 
Elapsed time: 0.002000 sec.