Difference between revisions of "Lotka Volterra fishing problem (AMPL)"
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Revision as of 16:03, 9 July 2009
AMPL
The model in AMPL code for a fixed control discretization grid with a collocation method. We need a model file lotka_ampl.mod,
# ---------------------------------------------------------------- # Lotka Volterra fishing problem with collocation (explicit Euler) # (c) Sebastian Sager # ---------------------------------------------------------------- param T > 0; param nt > 0; param nu > 0; param ntperu > 0; param c1 > 0; param c2 > 0; param ref1 > 0; param ref2 > 0; param dt := T / (nt-1); set I:= 0..nt; set U:= 0..nu-1; param uidx {I}; var x {I, 1..2} >= 0; var w {U} >= 0, <= 1 binary; minimize Deviation: 0.5 * dt * ( (x[0,1] - ref1)*(x[0,1] - ref1) + (x[0,2] - ref2)*(x[0,2] - ref2) ) + 0.5 * dt * ( (x[nt,1] - ref1)*(x[nt,1] - ref1) + (x[nt,2] - ref2)*(x[nt,2] - ref2) ) + dt * sum {i in I diff {0,nt} } ( (x[i,1] - ref1)*(x[i,1] - ref1) + (x[i,2] - ref2)*(x[i,2] - ref2) ) ; subj to ODE_DISC_1 {i in I diff {0}}: x[i,1] = x[i-1,1] + dt * ( x[i-1,1] - x[i-1,1]*x[i-1,2] - x[i-1,1]*c1*w[uidx[i-1]] ); subj to ODE_DISC_2 {i in I diff {0}}: x[i,2] = x[i-1,2] + dt * ( - x[i-1,2] + x[i-1,1]*x[i-1,2] - x[i-1,2]*c2*w[uidx[i-1]] );
a data file lotka_ampl.dat,
# ------------------------------------ # Data: Lotka Volterra fishing problem # ------------------------------------ # Algorithmic parameters param ntperu := 1; param nu := 100; param nt := 100; # Problem parameters param T := 12.0; param c1 := 0.4; param c2 := 0.2; param ref1 := 1.0; param ref2 := 1.0; # Initial values differential states let x[0,1] := 0.5; let x[0,2] := 0.7; fix x[0,1]; fix x[0,2]; # Initial values control let {i in U} w[i] := 0.0; param mysum; # Set indices of controls corresponding to time points for {i in 0..nu-1} { for {j in 0..ntperu-1} { let uidx[i*ntperu+j] := i; } } let uidx[nt] := nu-1;
and a running script lotka_ampl.run,
# ---------------------------------------------------- # Solve Lotka Volterra fishing problem via collocation # ---------------------------------------------------- model ampl_lotka.mod; data ampl_lotka.dat; option solver bonmin; solve;
Preliminary Results
Default values for all the options are used in all the solvers under NEOS Server environment using AMPL.
The preliminary results are as follows:
- MINLP : Infeasible problem
- FilMINT : Error in MINTO
- Bonmin : (options = B-BB, B-OA, B-QG and B-Hyb) Infeasible problem
- KNITRO : problem solved with objective value 1.5847 when using Branch and Bound; the solution can be obtained around 15 seconds (CPU time) by some branching strategies without parallel features
The preliminary results are tested by Henry Kar Ming Chan