Stochastic-Inventory/piecewise.lp at master · RobinChen121/Stochastic-Inventory · GitHub

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\ LP format - for model browsing. Use MPS format to capture full model detail.
Minimize
  10 y_0 + 80 u_0 + 20 x_0 + 100 z_0 - 10 S
Subject To
 R0: z_0 = 0
 R1: S = 64
 R2: y_0 - S >= 0
 R3: y_0 - 6000 z_0 - S <= 0
 R4: P_0_0 = 1
 R5: - z_0 + P_0_0 >= 0
 R6: - 0.5 y_0 + x_0 - 6000 P_0_0 >= -6000
 R7: - 0.5 y_0 + x_0 + 6000 P_0_0 <= 6000
 R8: 0.5 y_0 + u_0 - 6000 P_0_0 >= -5960
 R9: 0.4428999436616733 y_0 + u_0 - 6000 P_0_0 >= -5963.76432406046
 R10: 0.3793028607889882 y_0 + u_0 - 6000 P_0_0 >= -5968.319703950147
 R11: 0.3172477794443457 y_0 + u_0 - 6000 P_0_0 >= -5972.975823246213
 R12: 0.25 y_0 + u_0 - 6000 P_0_0 >= -5978.221442424521
 R13: 0.1851632103364633 y_0 + u_0 - 6000 P_0_0 >= -5983.471905511014
 R14: 0.1288564329709744 y_0 + u_0 - 6000 P_0_0 >= -5988.199287777029
 R15: 0.072274020174009 y_0 + u_0 - 6000 P_0_0 >= -5993.143337611585
 R16: 0.0205482671392362 y_0 + u_0 - 6000 P_0_0 >= -5997.924612342546
 R17: 0.0205482671392362 y_0 + u_0 - 6000 P_0_0 >= -6000
Bounds
Binaries
 z_0 P_0_0
End