share1b and share2b

The Application

The Formulation

The Problems

Just one AMPL model file serves for all four problems. In fact, we provide two models:

• struc.pl , corresponding to the natural piecewise linear formulation; and
• struc.mod , corresponding to the equivalent linear formulation which splits the variables into positive and negative parts.

If you use struc.pl and specify a linear programming solver, AMPL automatically converts your piecewise-linear program to a linear program, and converts the results back.

There is one AMPL data file for each problem, which can be used with either of the two models:

• share1b.dat
• share2b.dat

The following MPS files are for the equivalent linear formulation with the split variables:

• share1b.mps
• share2b.mps

In the MPS formulation, the sizes of the problems are:

• share1b: 118 rows, 225 columns, 1182 nonzeros.
• share2b: 97 rows, 79 columns, 730 nonzeros.

Results

The optimal objective function values as determined by CPLEX 3.0 are

• share1b: -.76589318579(+5)
• share2b: -.41573224074(+3)

Click on any entry above to see the complete list of primal and dual values obtained from the NEOS LP solver.

Further reading

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