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scenarioset Sc:=1..NS; … random param d{Prod,Deal,Time,Scen} >=0; …

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#model file scenarioset scen = 1..4; random param dem{t,scen}; … #data file random param dem:= 1 1 2 1 2 3 3 1 3 2 3 3 3 4

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scenarioset Sc:=1..NS; random param d{Prod,Deal,Time, Scen} >=0 param beta := 0.9;

#demand

satisfy_demand{j in Prod, k in Deal, t in Time, s in Scen}: sum{i in Fact} z[j,i,k,t,s] >=d[j,k,t,s]; chance{j in Prod, k in Deal, t in Time,s in Scen} satisfy_demand[j,k,t,s]>=beta;

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#distribution model clo2s.mod param NT; param NK; param NP; param NF; param NS; set set set set set

Fact:= Prod:= Deal:= Time:= Scen:=

param param param param param param param

1..NF; 1..NP; 1..NK; 1..NT; 1..NS;

q{ Prod, Fact }; c{ Fact,Deal}; v{ Prod, Fact }; a{ Prod, Fact }; l{Prod,Fact}; n{Prod,Fact}; p{Prod,Deal};

param d{Prod,Deal,Time,Scen}; param Pr{Scen}:=1/card(Scen);

#unit prod cost #unit transportation cost #prod capacity #inventory cost #Initial inventory #Inventory capacity #Shortage penalty #demand #Probability of the scenarios

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var var var var

x{Prod,Fact,Time,Scen} y{Prod,Fact,Time, Scen } z{Prod,Fact,Deal,Time, Scen} w{Prod,Deal,Time, Scen }

>=0; >=0; >=0; >=0;

#production #inventory #shipment #shortage

minimize cost: sum(s in Scen} Pr[s]* (sum{j in Prod, i in Fact, t in Time} sum{j in Prod, i in Fact, k in Deal, t in Time} sum{j in Prod, i in Fact, t in Time} sum{j in Prod, k in Deal, t in Time}

q[j,i]*x[j,i,t] + c[i,k]*z[j,i,k,t] + v[j,i]*y[j,i,t] + p[j,k]*w[j,k,t]);

subject to satisfy_demand{j in Prod, k in Deal, t in Time, s in Scen}: sum{i in Fact} z[j,i,k,t,s] + w[j,k,t,s]=d[j,k,t,s]; inv_balance_init{j in Prod, i in Fact, s in Scen }: x[j,i,1]+l[j,i]=y[j,i,1]+sum{k in Deal} z[j,i,k,1,s]; inv_balance{j in Prod, i in Fact, t in 2..NT, s in Scen }: x[j,i,t,s]+l[j,i]=y[j,i,t,s]+sum{k in Deal} z[j,i,k,t,s]; inv_capacity{j in Prod, i in Fact, t in Time, s in Scen }: y[j,i,t,s]=0; >=0; >=0; >=0;

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