Constraints AMPL约束语法

我正在一个计算优化类的项目中工作，在为我的混合整数程序编写特定约束时遇到了一个问题

该项目本质上是一个贷款组合优化问题，我试图最大限度地提高对贫困的影响，同时满足对风险、回报和支付的限制。我几乎所有的限制都按预期的那样发挥作用，但这是最后一个给我带来问题的限制

这是布景

#SETS
set REGION;                                 #Set of regions
set COUNTRY;                                #Set of countries
set LOAN_DURATION;                          #Set of loans
set GROUP within {COUNTRY,REGION};          #Set of countries within regions

决策变量

#VARIABLES

var x{COUNTRY,LOAN_DURATION}>=0;            #Amount of money that can be loaned     #to each country c by loan type l
var y{COUNTRY,LOAN_DURATION} binary;        #decision of whether to use loan type #l for each country c 

这是给我一个问题的约束

subject to WITHIN_REGION{r in REGION, (c,r) in GROUP, l in LOAN_DURATION}:
x[c,l] <= QUOTA[r]*sum{c in COUNTRY, l in LOAN_DURATION} x[c,l];

所以我想知道是否有任何ampl专家可以帮助我实现最后一个约束

谢谢

---

Josh

问题在于，在两个不同的索引表达式中使用相同的索引

c

名称，范围重叠，

（c，r）在组中

和

c在国家/地区

。您可以重命名第二个索引以避免错误：

subject to WITHIN_REGION{r in REGION, (c,r) in GROUP, l in LOAN_DURATION}:
x[c,l] <= QUOTA[r]*sum{c2 in COUNTRY, l in LOAN_DURATION} x[c2,l];

---

谢谢你的帮助。当我把你的建议应用到c和l时，它起到了预期的作用。对，我没有注意到

l

也需要重命名。

subject to WITHIN_REGION{r in REGION, (c,r) in GROUP, l in LOAN_DURATION}:
x[c,l] <= QUOTA[r]*sum{c2 in COUNTRY, l in LOAN_DURATION} x[c2,l];

subject to WITHIN_REGION{r in REGION, (c,r) in GROUP, l in LOAN_DURATION}:
x[c,l] <= QUOTA[r]*sum{(c2,r) in GROUP, l in LOAN_DURATION} x[c2,l];