Lindo Systems
! Traveling Salesman Problem. Find the shortest tour that
visits each city exactly once.
In terms of a communication network, a TSP solution is a ring network.
It is the simplest network that can tolerate the failure of one arc
and still allow all nodes to communicate.
! The Miller, Tucker, Zemlin, 1960, J. ACM, single commodity formulation;
! Keywords: Network Design, TSP, Traveling sales person, Routing, Tour, Sequencing,
Great circle distance, Chart, Graph;
SETS:
CITY : LATI, LNGT, LVL;
CXC( CITY, CITY): DIST, Z;
CXCSUB( CXC): DCITY, ACITY, ARROHD;
ENDSETS
DATA:
! Data can be pulled from a spreadsheet
by using CITY, LATI, LNGT = @OLE(), with
correspondingly named ranges in the
open spreadsheet;
CITY, LATI, LNGT=
! Calgary 51.0486 -114.0708
Edmonton 53.5444 -113.4909
Halifax 44.6488 -63.5752
Montreal 45.5017 -73.5673
Ottawa 45.4215 -75.6972
QuebecCity 46.8139 -71.2080
StJohns 47.5605 -52.7128
Saskatoon 52.1297 -106.6557
Toronto 43.6532 -79.3832
Vancouver 49.2827 -123.1207
Winnipeg 49.8998 -97.1375
;
CapeTown -33.9249 18.4241
Johannesburg -26.2041 28.0473
Durban -29.8587 31.0218
Pretoria -25.7479 28.2293
PortElizabeth -33.7139 25.5207
Bloemfontein -29.0852 26.1596
Nelspruit -25.4714 30.9865
Kimberley -28.7282 24.7499
;! Beijing 39.9042 116.4074
Chengdu 30.5728 104.0668
Chongqing 29.5630 106.5516
Guangzhou 23.1291 113.2644
Guilin 25.2345 110.1800
Harbin 45.8038 126.5350
Shanghai 31.2304 121.4757
Shenzhen 22.5431 114.0579
Xian 34.3416 108.9398
HongKong 22.3964 114.1095
Tianjin 39.0842 117.2010
;
! Hiroshima 34.3852 132.4553
Kobe 34.6901 135.1955
Kyoto 35.0116 135.7680
Tokyo 35.6895 139.6917
Nagasaki 32.7503 129.8777
Nagoya 35.1814 136.9064
Osaka 34.6937 135.5022
Sapporo 43.0621 141.3544
Sendai 38.2682 140.8694
Lyon 45.7640 4.8357
Marseille 43.2965 5.3698
Montpellier 43.6108 3.8767
Nantes 47.2184 1.5536
Nice 43.7102 7.2620
Paris 48.8566 2.3522
Strasbourg 48.5734 7.7521
Toulouse 43.6047 1.4442
Bellingham 48.8000 -122.3833
BrownsvilleTX 25.9000 -97.4333
CaribouME 46.9000 -68.0167
Chicago 41.8781 -87.6298
Dallas 32.7767 -96.7970
DelRio 29.3667 -100.7833
Denver 39.7392 -104.9903
Detroit 42.4167 -83.0167
ElPaso 31.8000 -106.4000
Fresno 36.7700 -119.7200
Galveston 29.3000 -94.8000
Houston 29.7604 -95.3698
Internat_Falls 48.5667 -93.3833
KansasCity 39.3197 -94.7200
KeyLargo 24.9333 -80.2833
LasVegas 36.1667 -115.2000
LongBeach 33.8197 -118.1500
Los_Angeles 34.0522 -118.2428
Miami 25.7617 -80.1918
Minneapolis 44.9800 -93.2519
NewYorkCity 40.7128 -74.0059
Oakland 37.7297 -122.2200
Peoria 40.6697 -89.6800
Philadelphia 39.9526 -75.1652
Phoenix 33.4833 -112.0667
Pittsburgh 40.4406 -79.9959
Portland 45.5997 -122.5997
Salt_Lake_City 40.7500 -111.8833
SanAntnnio 29.4241 -98.4936
SanDiego 32.7333 -117.1667
SanFran 37.6167 -122.3833
Seattle 47.6062 -122.3321
StLouis 38.6270 -90.1994
Tucson 32.2217 -110.9258
SStMarie 46.4667 -84.3667
NEWPTVT 45.0000 -73.1500
Tallahassee 30.3833 -84.3667
Mumbai 19.0760 72.8777
Kolkata 22.5726 88.3639
Delhi 28.6139 77.2090
Chennai 13.0827 80.2707
Bangalore 12.9716 77.5946
Hyderabad 17.3850 78.4867
Ahmedabad 23.0225 72.5714
Jaipur 26.9124 75.7873
Lucknow 26.8467 80.9462
Nagpur 21.1458 79.0882
Patna 25.5941 85.1376
Indore 22.7196 75.8577
Vadodara 22.3072 73.1812
Bhopal 23.2599 77.4126
Thoothukudi 8.7642 78.1348
Pune 18.5204 73.8567
Surat 21.1702 72.8311
Kanpur 26.4499 80.3319
;
! Cairo 30.0444 31.2357
Alexandria 31.2001 29.9187
Port_Said 31.2653 32.3019
Suez 29.9668 32.5498
Luxor 25.6872 32.6396
Mansoura 31.0409 31.3785
Tanta 30.7865 31.0004
Sidi_Barrani 31.6111 25.9257
Aswan 24.0889 32.8998
Wadi_Halfa 21.7991 31.3713;
! El_Mahalla 30.9781 31.1624
Giza 30.0131 31.2089
Shubra_El_Kh 30.1217 31.2452;
ENDDATA
SUBMODEL TSPROB:! Warning: May take long to solve cases with N >> 12;
! Variables:
Z(i,j) = 1 if vehicle tour includes link from i to j, else 0,
LVL(i) = sequence number of stop i on the tour, or also
load on vehicle upon departing stop i. One unit of
load is picked up at each stop. Starts empty at stop 1;
! Minimize total distance traveled;
MIN = OBJV;
OBJV= @SUM( CXC(i,j): DIST(i,j) * Z(i,j));
@FOR( CITY( k):
! It must be entered exactly once;
@SUM( CITY( i)| i #NE# k: Z( i, k)) = 1;
! It must be departed exactly once;
@SUM( CITY( j)| j #NE# k: Z( k, j)) = 1;
Z( k, k) = 0; ! Cannot go from k to k;
);
! A weak but simple form of the subtour breaking constraints,
see Desrochers & Laporte, OR Letters, Feb. 91.
Not very powerful for large(N>12) problems.
For large problems need to use more complicated
subtour elimination methods;
! Enforce:
If Z(i,j) = 1 then u(j) - LVL(i) = 1,
If Z(j,i) = 1 then LVL(j) - LVL(i) = -1,
If Z(i,j) + Z(j,i) = 0, and i,j > 1,
then LVL(j) - LVL(i) >= -(N - 2);
LVL(1) = 0; ! Start empty;
! The case either i or j = 1;
@FOR( CITY(i) | i #GT# 1:
LVL(i) >= 2 - Z(1,i) + (N-3)*Z(i,1);
LVL(i) <= (N-2) + Z(i,1) - (N-3)*Z(1,i);
);
! The case i,j > 1,
! This constraint, plus its "mirror", when i and j are switched,
forces LVL(j) - LVL(i) = 1 if Z(i,j) = 1;
@FOR( CXC(i,j)| i #GT# 1 #AND# j #GT# 1 #AND# i #NE# j:
LVL( j) >= LVL( i) + Z(i,j)
- Z(j,i)
- (N-2)*(1 - Z(i,j) - Z(j,i));
);
! Make the Z's 0/1;
@FOR( CXC(i,j): @BIN( Z(i,j)););
! Some optional cuts, which may or may not help;
! We know the sum of the stop numbers;
@SUM( CITY( i): LVL( i)) = ( N-1)*N/2;
! Two-city subtour breaking cuts;
! @FOR( CXC( i,j) | i #LT# j:
Z(i,j) + Z(j,i) <= 1
);
ENDSUBMODEL
CALC:
@SET( 'TERSEO',2); ! Output level (0:verb, 1:terse, 2:only errors, 3:none);
! This portion calculates the distance matrix DIST(i,j);
D2R=@PI()/180; ! Degrees to radians conversion factor;
! Compute Great Circle Distances. Radius of earth = 6371 km.
Notice this simplifies if LATI(i) = LATI(j) or LNGT(i) = LNGT(j);
@FOR( CXC(i,j):
@IFC( i #EQ# j: DIST(i,j) = 0;! Get rid of trivial roundoff;
@ELSE
DIST( i,j) = 6371*@acos(@sin(D2R*LATI(i))*@sin(D2R*LATI(j))+@cos(D2R*LATI(i))*@cos(D2R*LATI(j))
*@cos(@ABS(D2R*(LNGT(i)-LNGT(j)))));
);
);
! Display the distance matrix;
! @SET( 'LINLEN', 150); ! Terminal page width (0:none);
! @TABLE( DIST);
!The model size: Warning, may be slow for N > 10;
N = @SIZE( CITY);
! @GEN( TSPROB);
@SOLVE( TSPROB);
! Construct the subset, CXCSUB(i,j), of arcs selected;
@FOR( CXC( i,j) | Z(i,j) #GT# 0.5:
@INSERT( CXCSUB, i, j);
DCITY(i,j) = i; ! Departure city;
ACITY(i,j) = j; ! Arrival city;
ARROHD(i,j) = 1; ! No arrowheads on this arc;
);
! @CHARTNETNODE(
' Least Cost Ring (1 Arc redundant, TSP) Network, KM= ' + @FORMAT(OBJV,'8.2f') ! Title of chart;
! , 'Longitude', 'Latitude' ! Labels for horizontal and vertical;
! , 'Cities' ! Legend for arc set 1;
! , LNGT, LATI ! Coordinates of the nodes;
! , DCITY, ACITY); ! Node pairs of arcs actually used;
! Use feature (LINGO 16 and later) that you can optionally specify direction of arrowheads on arcs;
@CHARTNETNODE(
' Least Cost Ring (1 Arc redundant, TSP) Network, KM= ' + @FORMAT(OBJV,'8.2f') ! Title of chart;
, 'Longitude', 'Latitude' ! Labels for horizontal and vertical;
, 'Cities' ! Legend for arc set 1;
, LNGT, LATI ! Coordinates of the nodes;
, DCITY, ACITY ! Node pairs of arcs actually used;
, ARROHD); ! Specify, optionally, where to put arrowhead;
ENDCALC