[AMPL 1858] Re: Defining declarations on subscripted variables

> -----Original Message-----
> From: ampl@... [mailto:ampl@...] On Behalf Of
> Rodolfo Carboni Borrase
> Sent: Monday, June 23, 2008 3:27 PM
> To: ampl@...
> Subject: [AMPL 1856] Re: Defining declarations on subscripted variables
>
>
> Hello Robert, I was wondering why the substout option isn't set to 1 by
> default, is there some kind of "adverse" effect of allowing substitution of
> variables by their defining constraints? or will it always allow for a
> simpler/less complicated model formulation passed to the solver?  Thanks!
>
> Rodolfo
>
> -----Mensaje original-----
> De: ampl@... [mailto:ampl@...]En nombre de
> Robert Fourer
> Enviado el: viernes, 20 de junio de 2008 19:42
> Para: ampl@...; 'Jacob JKW'
> Asunto: [AMPL 1848] Re: Defining declarations on subscripted variables
>
>
>
>
> See "Automatic substitution of variables" on pages 399-400 of the AMPL book.
> This feature is more general than writing "var y {i in OUTCOMES} = ... ;".
> To
> use it, try setting "option substout 1;" before solving.
>
> As an example, consider your simple problem with some objective function
> added:
>
>   set OUTCOMES;
>   set SOME_SET;
>
>   data;
>   set OUTCOMES := foo bar;
>   set SOME_SET := wilma fred;
>
>   model;
>
>   var x {SOME_SET};
>   var y {OUTCOMES};
>
>   minimize obj: sum {i in OUTCOMES} (y[i]-1) ^ 2;
>
>   subj to Some_Constraint_1:
>     y["foo"] = 21*x["wilma"] - 11*x["fred"];
>
>   subj to Some_Constraint_2:
>     y["bar"] = -9*x["wilma"] - 28 *x["fred"];
>
> Solving with option substout 0, four variables are send to the solver:
>
>   ampl: option substout 0;
>   ampl: solve;
>
>   4 variables:
> 2 nonlinear variables
> 2 linear variables
>   2 constraints, all linear; 6 nonzeros
>   1 nonlinear objective; 2 nonzeros.
>
>   MINOS 5.5: optimal solution found.
>   4 iterations, objective 0
>   Nonlin evals: obj = 8, grad = 7.
>
>   ampl: display x; display y;
>   x [*] :=
>    fred  -0.0436681
>   wilma   0.0247453
>   ;
>
>   y [*] :=
>   bar  1
>   foo  1
>   ;
>
> Solving with option substout 1, only two variables (the x-variables) are sent
> to the solver:
>
>   ampl: option substout 1;
>   ampl: solve;
>
>   Substitution eliminates 2 variables.
>   Adjusted problem:
>   2 variables, all nonlinear
>   0 constraints
>   1 nonlinear objective; 2 nonzeros.
>
>   MINOS 5.5: optimal solution found.
>   4 iterations, objective 1.972152263e-31
>   Nonlin evals: obj = 9, grad = 8.
>
>   ampl: display x; display y;
>   x [*] :=
>    fred  -0.0436681
>   wilma   0.0247453
>   ;
>
>   y [*] :=
>   bar  1
>   foo  1
>   ;
>
> Similar results are achieved when some of the expressions for the y-variables
> are nonlinear.
>
> Bob Fourer
> 4er@...
>
>
> > -----Original Message-----
> > From: ampl@... [mailto:ampl@...] On Behalf Of
> Jacob
> > JKW
> > Sent: Thursday, June 19, 2008 6:36 AM
> > To: AMPL Modeling Language
> > Subject: [AMPL 1841] Defining declarations on subscripted variables
> >
> >
> > So this this is a simplified version of what I have:
> >
> > ###########START###########
> > model;
> > reset;
> >
> > set OUTCOMES;
> > set SOME_SET;
> >
> > data;
> > set OUTCOMES := foo bar;
> > set SOME_SET := wilma fred;
> >
> > model;
> >
> > var x (SOME_SET}
> > var y {OUTCOMES};
> >
> > subj to Some_Constraint_1:
> >   y["foo"] = 21*x["wilma"] - 11*x["fred"];
> >
> > subj to Some_Constraint_2:
> >   y["bar"] = -9*x["wilma"] - 28 *x["fred"];
> >
> > /* more stuff follows */
> >
> > ###########END###########
> >
> > Now what I'd like to do is get rid of the two constraints and just add
> > them to the declaration of y, but I just can't figure out the proper
> > format for doing so.
> >
> > Obviously if y weren't subscripted I could just write something like
> >
> > var y = 21*x["wilma"] - 11*x["fred"]
> >
> > but because of the subscripts I just don't know how to handle it.
> >
> > As always, my apologies if I've missed this in either the FAQ or the
> > AMPL book.
> >
> >
> > Thanks in advance,
> > J.
> >
>
>
>
>