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Unformatted text preview: param T; # number of months p param W; # warehouse capacity param C{t in 1..T}; # purchasing cost p param P{t in 1..T}; # retail price var var var v var x{t y{t z{t w{t in in in in 1..T}; 1..T}; 0..T}; 0..T}; # # # # purchasing quantity selling quantity inventory of corn inventory of cash m maximize cashAtTheEnd: w[T]; subject to invCorn{t in 1..T}: z[t] = z[t1] + x[t]  y[t]; s subject to invCash{t in 1..T}: w[t] = w[t1]  C[t] * x[t] + P[t] * y[t]; subject to warehouse{t in 1..T}: z[t1] + x[t] <= W; s subject to cashOnHand{t in 1..T}: w[t1]  C[t] * x[t] >= 0; subject to initialCorn: z[0] = 50; s subject to initialCash: w[0] = 1000; subject subject subject s subject to to to to nonnegX{t nonnegY{t nonnegZ{t nonnegW{t in in in in 1..T}: 1..T}: 0..T}: 0..T}: x[t] y[t] z[t] w[t] >= >= >= >= 0; 0; 0; 0; ...
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This note was uploaded on 01/21/2010 for the course IEOR 162 taught by Professor Zhang during the Fall '07 term at University of California, Berkeley.
 Fall '07
 Zhang

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