Example

TITLE TESTMP

INDEX

I=1..2;

J=1..2;

DATA

A[I,J]=(1,2,3,2);

B[J]=(15,15);

D[J]=(10,10);

C[J,T]=(10,15,11,14);

DECISION

Y[J,T];

MODEL

MAX SUM(J,T:C*Y);

SUBJECT TO

FIRSTAGE[I,T=1]:

SUM(J:A*Y)<=H[T];

SECSTAGE[T=2]:

SUM(J:B*Y[T-1])+SUM(J:D*Y[T])<=H[T];

SECSTAGE2[T=2]:

SUM(J:B*Y[T-1])>=SUM(J:D*Y[T]);

RANDOM DATA

H[T,S]= EXPANDED ((50, 50, 50),

(190, 150, 90));

TIME

T = 1..2;

SCENARIO

S = 1..3;

STAGES

DEFAULT;

TREE

TWOSTAGE;

PROBABILITIES

p[S]=UNIFORM;

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