sets:
store/1..30/:u,x,m;
e/1..2/:s,n,y,r,v;
q(store,e):c;
endsets
data:
w=0.015;
to=8;t1=8;t2=0.3;
d=200;d1=720;d2=870;
h=21.12;
y=50 50;
v=6 6;
u=
31 36 22 19 22
31 36 22 19 22
31 36 22 19 22
31 36 22 19 22
31 36 22 19 22
31 36 22 19 22;
x=
6 7 5 4 9
6 7 8 4 9
8 7 8 9 6
5 6 7 9 6
4 6 9 7 8
7 8 9 5 2;
f=5000;
o=30;
p=55.2;
t=0.1;
b=3;
GSL1=0.8;
GSL2=0.98;
enddata
min=w*@sum(e(j):(s(j)-n(j)*y(j)))*d1*to
+w*(@sum(store(i):u(i))*t1
+0.5*h*@sum(e(j):r(j)*(s(j)+n(j)*y(j)))
+h*@sum(store(i):(0.5*u(i)+@sqrt(2)*m(i)*x(i)))
+f*@sum(e(j):r(j))
+o*@sum(e(j):v(j)/(s(j)-n(j)*y(j)))
+p*(1-t)+b*t*@sum(store(i):(@Sqrt(2)*m(i)-u(i)))+0.5*@sqrt(2)*x(i)*@pnormpdf(0,1,m(i))
+5*@sum(e(j):-n(j)*x(j)*(1-@psn(n(j)))+@sqrt(2)*v(j)*@pnormpdf(0,1,n(j))*v(j)/(s(j)-@sqrt(2)*n(j)*y(j));
@for (store(i):@psn(m(i))>=GSL1);
@for (e(j):@psn(n(j))>=GSL2);
@for (e(j):@sum(e(j):r(j))<=2);
@for (e(j):@sum(e(j):r(j))>=1);
@for (store(i):@sum(e(j):c(i,j))=1);
@for (store(i):e(j): r(j)>=c(i,j));
@for (q(i,j):@bin(c(i,j)));
@for (e(j):@bin(r(j)));
end
