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							411 lines
						
					
					
						
							20 KiB
						
					
					
				
								/* STIGLER, original Stigler's 1939 diet problem */
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								/* The Stigler Diet is an optimization problem named for George Stigler,
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								   a 1982 Nobel Laureate in economics, who posed the following problem:
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								   For a moderately active man weighing 154 pounds, how much of each of
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								   77 foods should be eaten on a daily basis so that the man's intake of
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								   nine nutrients will be at least equal to the recommended dietary
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								   allowances (RDSs) suggested by the National Research Council in 1943,
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								   with the cost of the diet being minimal?
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								   The nutrient RDAs required to be met in Stigler's experiment were
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								   calories, protein, calcium, iron, vitamin A, thiamine, riboflavin,
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								   niacin, and ascorbic acid. The result was an annual budget allocated
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								   to foods such as evaporated milk, cabbage, dried navy beans, and beef
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								   liver at a cost of approximately $0.11 a day in 1939 U.S. dollars.
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								   While the name "Stigler Diet" was applied after the experiment by
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								   outsiders, according to Stigler, "No one recommends these diets for
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								   anyone, let alone everyone." The Stigler diet has been much ridiculed
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								   for its lack of variety and palatability, however his methodology has
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								   received praise and is considered to be some of the earliest work in
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								   linear programming.
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								   The Stigler diet question is a linear programming problem. Lacking
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								   any sophisticated method of solving such a problem, Stigler was
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								   forced to utilize heuristic methods in order to find a solution. The
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								   diet question originally asked in which quantities a 154 pound male
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								   would have to consume 77 different foods in order to fulfill the
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								   recommended intake of 9 different nutrients while keeping expense at
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								   a minimum. Through "trial and error, mathematical insight and
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								   agility," Stigler was able to eliminate 62 of the foods from the
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								   original 77 (these foods were removed based because they lacked
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								   nutrients in comparison to the remaining 15). From the reduced list,
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								   Stigler calculated the required amounts of each of the remaining 15
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								   foods to arrive at a cost-minimizing solution to his question.
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								   According to Stigler's calculations, the annual cost of his solution
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								   was $39.93 in 1939 dollars. When corrected for inflation using the
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								   consumer price index, the cost of the diet in 2005 dollars is
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								   $561.43. The specific combination of foods and quantities is as
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								   follows:
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								   Stigler's 1939 Diet
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								   Food             Annual Quantities Annual Cost
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								   ---------------- ----------------- -----------
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								   Wheat Flour           370 lb.         $13.33
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								   Evaporated Milk        57 cans          3.84
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								   Cabbage               111 lb.           4.11
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								   Spinach                23 lb.           1.85
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								   Dried Navy Beans      285 lb.          16.80
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								   ----------------------------------------------
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								   Total Annual Cost                     $39.93
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								   The 9 nutrients that Stigler's diet took into consideration and their
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								   respective recommended daily amounts were:
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								   Table of nutrients considered in Stigler's diet
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								   Nutrient                  Daily Recommended Intake
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								   ------------------------- ------------------------
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								   Calories                       3,000 Calories
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								   Protein                           70 grams
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								   Calcium                           .8 grams
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								   Iron                              12 milligrams
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								   Vitamin A                      5,000 IU
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								   Thiamine (Vitamin B1)            1.8 milligrams
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								   Riboflavin (Vitamin B2)          2.7 milligrams
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								   Niacin                            18 milligrams
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								   Ascorbic Acid (Vitamin C)         75 milligrams
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								   Seven years after Stigler made his initial estimates, the development
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								   of George Dantzig's Simplex algorithm made it possible to solve the
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								   problem without relying on heuristic methods. The exact value was
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								   determined to be $39.69 (using the original 1939 data). Dantzig's
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								   algorithm describes a method of traversing the vertices of a polytope
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								   of N+1 dimensions in order to find the optimal solution to a specific
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								   situation.
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								   (From Wikipedia, the free encyclopedia.) */
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								/* Translated from GAMS by Andrew Makhorin <mao@gnu.org>.
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								   For the original GAMS model stigler1939.gms see [3].
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								   References:
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								   1. George J. Stigler, "The Cost of Subsistence," J. Farm Econ. 27,
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								      1945, pp. 303-14.
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								   2. National Research Council, "Recommended Daily Allowances," Reprint
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								      and Circular Series No. 115, January, 1943.
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								   3. Erwin Kalvelagen, "Model building with GAMS," Chapter 2, "Building
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								      linear programming models," pp. 128-34. */
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								set C;
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								/* commodities */
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								check card(C) = 77;
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								/* there must be 77 commodities */
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								set N;
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								/* nutrients */
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								param data{c in C, {"price", "weight"} union N};
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								/* nutritive values per dollar of expenditure */
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								param allowance{n in N};
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								/* recommended daily allowance for a moderately active man */
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								var x{c in C}, >= 0;
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								/* dollars of food to be purchased daily */
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								s.t. nb{n in N}: sum{c in C} data[c,n] * x[c] >= allowance[n];
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								/* nutrient balance */
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								minimize cost: sum{c in C} x[c];
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								/* total food bill */
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								solve;
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								param days := 365.25;
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								/* days in a year */
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								param commodity{c in C}, symbolic;
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								param unit{c in C}, symbolic;
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								printf "\n";
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								printf "MINIMUM COST ANNUAL DIET\n";
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								printf "\n";
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								printf "        Commodity            Unit     Quantity     Cost   \n";
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								printf "------------------------- ---------- ---------- ----------\n";
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								printf{c in C: x[c] != 0} "%-25s %10s %10.2f   $%7.2f\n", commodity[c],
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								   unit[c], 100 * days * x[c] / data[c,"price"], days * x[c];
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								printf "                                         -----------------\n";
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								printf "                                         Total:   $%7.2f\n",
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								   days * sum{c in C} x[c];
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								printf "\n";
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								data;
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								param : C :    commodity                   unit :=
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								flour          "Wheat Flour (Enriched)"    "10 lb."
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								macaroni       "Macaroni"                  "1 lb."
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								cereal         "Wheat Cereal (Enriched)"   "28 oz."
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								cornflakes     "Corn Flakes"               "8 oz."
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								cornmeal       "Corn Meal"                 "1 lb."
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								grits          "Hominy Grits"              "24 oz."
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								rice           "Rice"                      "1 lb."
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								oats           "Rolled Oats"               "1 lb."
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								whitebread     "White Bread (Enriched)"    "1 lb."
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								wheatbread     "Whole Wheat Bread"         "1 lb."
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								ryebread       "Rye Bread"                 "1 lb."
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								poundcake      "Pound Cake"                "1 lb."
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								crackers       "Soda Crackers"             "1 lb."
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								milk           "Milk"                      "1 qt."
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								evapmild       "Evaporated Milk (can)"     "14.5 oz."
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								butter         "Butter"                    "1 lb."
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								margarine      "Oleomargarine"             "1 lb."
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								eggs           "Eggs"                      "1 doz."
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								cheese         "Cheese (Cheddar)"          "1 lb."
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								cream          "Cream"                     "1/2 pt."
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								peanutbutter   "Peanut Butter"             "1 lb."
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								mayonnaise     "Mayonnaise"                "1/2 pt."
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								crisco         "Crisco"                    "1 lb."
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								lard           "Lard"                      "1 lb."
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								sirloinsteak   "Sirloin Steak"             "1 lb."
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								roundsteak     "Round Steak"               "1 lb."
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								ribroast       "Rib Roast"                 "1 lb."
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								chuckroast     "Chuck Roast"               "1 lb."
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								plate          "Plate"                     "1 lb."
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								liver          "Liver (Beef)"              "1 lb."
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								lambleg        "Leg of Lamb"               "1 lb."
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								lambchops      "Lamb Chops (Rib)"          "1 lb."
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								porkchops      "Pork Chops"                "1 lb."
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								porkroast      "Pork Loin Roast"           "1 lb."
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								bacon          "Bacon"                     "1 lb."
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								ham            "Ham - smoked"              "1 lb."
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								saltpork       "Salt Pork"                 "1 lb."
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								chicken        "Roasting Chicken"          "1 lb."
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								veal           "Veal Cutlets"              "1 lb."
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								salmon         "Salmon, Pink (can)"        "16 oz."
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								apples         "Apples"                    "1 lb."
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								bananas        "Bananas"                   "1 lb."
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								lemons         "Lemons"                    "1 doz."
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								oranges        "Oranges"                   "1 doz."
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								greenbeans     "Green Beans"               "1 lb."
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								cabbage        "Cabbage"                   "1 lb."
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								carrots        "Carrots"                   "1 bunch"
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								celery         "Celery"                    "1 stalk"
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								lettuce        "Lettuce"                   "1 head"
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								onions         "Onions"                    "1 lb."
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								potatoes       "Potatoes"                  "15 lb."
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								spinach        "Spinach"                   "1 lb."
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								sweetpotato    "Sweet Potatoes"            "1 lb."
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								peaches        "Peaches (can)"             "No. 2 1/2"
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								pears          "Pears (can)"               "No. 2 1/2"
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								pineapple      "Pineapple (can)"           "No. 2 1/2"
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								asparagus      "Asparagus (can)"           "No. 2"
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								cannedgrbn     "Grean Beans (can)"         "No. 2"
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								porkbeans      "Pork and Beans (can)"      "16 oz."
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								corn           "Corn (can)"                "No. 2"
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								peas           "Peas (can)"                "No. 2"
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								tomatoes       "Tomatoes (can)"            "No. 2"
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								tomatosoup     "Tomato Soup (can)"         "10 1/2 oz."
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								driedpeach     "Peaches, Dried"            "1 lb."
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								prunes         "Prunes, Dried"             "1 lb."
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								raisins        "Raisins, Dried"            "15 oz."
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								driedpeas      "Peas, Dried"               "1 lb."
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								limabeans      "Lima Beans, Dried"         "1 lb."
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								navybeans      "Navy Beans, Dried"         "1 lb."
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								coffee         "Coffee"                    "1 lb."
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								tea            "Tea"                       "1/4 lb."
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								cocoa          "Cocoa"                     "8 oz."
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								chocolate      "Chocolate"                 "8 oz."
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								sugar          "Sugar"                     "10 lb."
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								cornsirup      "Corn Sirup"                "24 oz."
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								molasses       "Molasses"                  "18 oz."
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								strawberry     "Strawberry Preserve"       "1 lb."
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								;
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								set N :=
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								calories       /* Calories, unit = 1000 */
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								protein        /* Protein, unit = grams */
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								calcium        /* Calcium, unit = grams */
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								iron           /* Iron, unit = milligrams */
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								vitaminA       /* Vitamin A, unit = 1000 International Units */
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								thiamine       /* Thiamine, Vit. B1, unit = milligrams */
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								riboflavin     /* Riboflavin, Vit. B2, unit = milligrams */
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								niacin         /* Niacin (Nicotinic Acid), unit = milligrams */
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								ascorbicAcid   /* Ascorbic Acid, Vit. C, unit = milligrams */
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								;
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								param data
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								:             price   weight calories protein  calcium   iron :=
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								#            aug. 15  edible
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								#             1939    per $1
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								#           (cents)   (grams) (1000)  (grams)  (grams)   (mg.)
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								flour         36.0    12600    44.7     1411     2.0      365
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								macaroni      14.1     3217    11.6      418      .7       54
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								cereal        24.2     3280    11.8      377    14.4      175
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								cornflakes     7.1     3194    11.4      252      .1       56
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						|
								cornmeal       4.6     9861    36.0      897     1.7       99
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						|
								grits          8.5     8005    28.6      680      .8       80
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						|
								rice           7.5     6048    21.2      460      .6       41
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						|
								oats           7.1     6389    25.3      907     5.1      341
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								whitebread     7.9     5742    15.6      488     2.5      115
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						|
								wheatbread     9.1     4985    12.2      484     2.7      125
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						|
								ryebread       9.2     4930    12.4      439     1.1       82
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						|
								poundcake     24.8     1829     8.0      130      .4       31
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								crackers      15.1     3004    12.5      288      .5       50
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								milk          11.0     8867     6.1      310    10.5       18
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								evapmild       6.7     6035     8.4      422    15.1        9
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								butter        20.8     1473    10.8        9      .2        3
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						|
								margarine     16.1     2817    20.6       17      .6        6
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						|
								eggs          32.6     1857     2.9      238     1.0       52
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						|
								cheese        24.2     1874     7.4      448    16.4       19
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						|
								cream         14.1     1689     3.5       49     1.7        3
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						|
								peanutbutter  17.9     2534    15.7      661     1.0       48
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						|
								mayonnaise    16.7     1198     8.6       18      .2        8
							 | 
						|
								crisco        20.3     2234    20.1        0      .0        0
							 | 
						|
								lard           9.8     4628    41.7        0      .0        0
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						|
								sirloinsteak  39.6     1145     2.9      166      .1       34
							 | 
						|
								roundsteak    36.4     1246     2.2      214      .1       32
							 | 
						|
								ribroast      29.2     1553     3.4      213      .1       33
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						|
								chuckroast    22.6     2007     3.6      309      .2       46
							 | 
						|
								plate         14.6     3107     8.5      404      .2       62
							 | 
						|
								liver         26.8     1692     2.2      333      .2      139
							 | 
						|
								lambleg       27.6     1643     3.1      245      .1       20
							 | 
						|
								lambchops     36.6     1239     3.3      140      .1       15
							 | 
						|
								porkchops     30.7     1477     3.5      196      .2       80
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						|
								porkroast     24.2     1874     4.4      249      .3       37
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						|
								bacon         25.6     1772    10.4      152      .2       23
							 | 
						|
								ham           27.4     1655     6.7      212      .2       31
							 | 
						|
								saltpork      16.0     2835    18.8      164      .1       26
							 | 
						|
								chicken       30.3     1497     1.8      184      .1       30
							 | 
						|
								veal          42.3     1072     1.7      156      .1       24
							 | 
						|
								salmon        13.0     3489     5.8      705     6.8       45
							 | 
						|
								apples         4.4     9072     5.8       27      .5       36
							 | 
						|
								bananas        6.1     4982     4.9       60      .4       30
							 | 
						|
								lemons        26.0     2380     1.0       21      .5       14
							 | 
						|
								oranges       30.9     4439     2.2       40     1.1       18
							 | 
						|
								greenbeans     7.1     5750     2.4      138     3.7       80
							 | 
						|
								cabbage        3.7     8949     2.6      125     4.0       36
							 | 
						|
								carrots        4.7     6080     2.7       73     2.8       43
							 | 
						|
								celery         7.3     3915      .9       51     3.0       23
							 | 
						|
								lettuce        8.2     2247      .4       27     1.1       22
							 | 
						|
								onions         3.6    11844     5.8      166     3.8       59
							 | 
						|
								potatoes      34.0    16810    14.3      336     1.8      118
							 | 
						|
								spinach        8.1     4592     1.1      106      .0      138
							 | 
						|
								sweetpotato    5.1     7649     9.6      138     2.7       54
							 | 
						|
								peaches       16.8     4894     3.7       20      .4       10
							 | 
						|
								pears         20.4     4030     3.0        8      .3        8
							 | 
						|
								pineapple     21.3     3993     2.4       16      .4        8
							 | 
						|
								asparagus     27.7     1945      .4       33      .3       12
							 | 
						|
								cannedgrbn    10.0     5386     1.0       54     2.0       65
							 | 
						|
								porkbeans      7.1     6389     7.5      364     4.0      134
							 | 
						|
								corn          10.4     5452     5.2      136      .2       16
							 | 
						|
								peas          13.8     4109     2.3      136      .6       45
							 | 
						|
								tomatoes       8.6     6263     1.3       63      .7       38
							 | 
						|
								tomatosoup     7.6     3917     1.6       71      .6       43
							 | 
						|
								driedpeach    15.7     2889     8.5       87     1.7      173
							 | 
						|
								prunes         9.0     4284    12.8       99     2.5      154
							 | 
						|
								raisins        9.4     4524    13.5      104     2.5      136
							 | 
						|
								driedpeas      7.9     5742    20.0     1367     4.2      345
							 | 
						|
								limabeans      8.9     5097    17.4     1055     3.7      459
							 | 
						|
								navybeans      5.9     7688    26.9     1691    11.4      792
							 | 
						|
								coffee        22.4     2025      .0        0      .0        0
							 | 
						|
								tea           17.4      652      .0        0      .0        0
							 | 
						|
								cocoa          8.6     2637     8.7      237     3.0       72
							 | 
						|
								chocolate     16.2     1400     8.0       77     1.3       39
							 | 
						|
								sugar         51.7     8773    34.9        0      .0        0
							 | 
						|
								cornsirup     13.7     4996    14.7        0      .5       74
							 | 
						|
								molasses      13.6     3752     9.0        0    10.3      244
							 | 
						|
								strawberry    20.5     2213     6.4       11      .4        7
							 | 
						|
								
							 | 
						|
								:           vitaminA thiamine riboflavin  niacin  ascorbicAcid :=
							 | 
						|
								#          (1000 IU)  (mg.)      (mg.)     (mg.)     (mg.)
							 | 
						|
								flour           .0    55.4       33.3       441         0
							 | 
						|
								macaroni        .0     3.2        1.9        68         0
							 | 
						|
								cereal          .0    14.4        8.8       114         0
							 | 
						|
								cornflakes      .0    13.5        2.3        68         0
							 | 
						|
								cornmeal      30.9    17.4        7.9       106         0
							 | 
						|
								grits           .0    10.6        1.6       110         0
							 | 
						|
								rice            .0     2.0        4.8        60         0
							 | 
						|
								oats            .0    37.1        8.9        64         0
							 | 
						|
								whitebread      .0    13.8        8.5       126         0
							 | 
						|
								wheatbread      .0    13.9        6.4       160         0
							 | 
						|
								ryebread        .0     9.9        3.0        66         0
							 | 
						|
								poundcake     18.9     2.8        3.0        17         0
							 | 
						|
								crackers        .0      .0         .0         0         0
							 | 
						|
								milk          16.8     4.0       16.0         7       177
							 | 
						|
								evapmild      26.0     3.0       23.5        11        60
							 | 
						|
								butter        44.2      .0         .2         2         0
							 | 
						|
								margarine     55.8      .2         .0         0         0
							 | 
						|
								eggs          18.6     2.8        6.5         1         0
							 | 
						|
								cheese        28.1      .8       10.3         4         0
							 | 
						|
								cream         16.9      .6        2.5         0        17
							 | 
						|
								peanutbutter    .0     9.6        8.1       471         0
							 | 
						|
								mayonnaise     2.7      .4         .5         0         0
							 | 
						|
								crisco          .0      .0         .0         0         0
							 | 
						|
								lard            .2      .0         .5         5         0
							 | 
						|
								sirloinsteak    .2     2.1        2.9        69         0
							 | 
						|
								roundsteak      .4     2.5        2.4        87         0
							 | 
						|
								ribroast        .0      .0        2.0         0         0
							 | 
						|
								chuckroast      .4     1.0        4.0       120         0
							 | 
						|
								plate           .0      .9         .0         0         0
							 | 
						|
								liver        169.2     6.4       50.8       316       525
							 | 
						|
								lambleg         .0     2.8        3.0        86         0
							 | 
						|
								lambchops       .0     1.7        2.7        54         0
							 | 
						|
								porkchops       .0    17.4        2.7        60         0
							 | 
						|
								porkroast       .0    18.2        3.6        79         0
							 | 
						|
								bacon           .0     1.8        1.8        71         0
							 | 
						|
								ham             .0     9.9        3.3        50         0
							 | 
						|
								saltpork        .0     1.4        1.8         0         0
							 | 
						|
								chicken         .1      .9        1.8        68        46
							 | 
						|
								veal            .0     1.4        2.4        57         0
							 | 
						|
								salmon         3.5     1.0        4.9       209         0
							 | 
						|
								apples         7.3     3.6        2.7         5       544
							 | 
						|
								bananas       17.4     2.5        3.5        28       498
							 | 
						|
								lemons          .0      .5         .0         4       952
							 | 
						|
								oranges       11.1     3.6        1.3        10      1993
							 | 
						|
								greenbeans    69.0     4.3        5.8        37       862
							 | 
						|
								cabbage        7.2     9.0        4.5        26      5369
							 | 
						|
								carrots      188.5     6.1        4.3        89       608
							 | 
						|
								celery          .9     1.4        1.4         9       313
							 | 
						|
								lettuce      112.4     1.8        3.4        11       449
							 | 
						|
								onions        16.6     4.7        5.9        21      1184
							 | 
						|
								potatoes       6.7    29.4        7.1       198      2522
							 | 
						|
								spinach      918.4     5.7       13.8        33      2755
							 | 
						|
								sweetpotato  290.7     8.4        5.4        83      1912
							 | 
						|
								peaches       21.5      .5        1.0        31       196
							 | 
						|
								pears           .8      .8         .8         5        81
							 | 
						|
								pineapple      2.0     2.8         .8         7       399
							 | 
						|
								asparagus     16.3     1.4        2.1        17       272
							 | 
						|
								cannedgrbn    53.9     1.6        4.3        32       431
							 | 
						|
								porkbeans      3.5     8.3        7.7        56         0
							 | 
						|
								corn          12.0     1.6        2.7        42       218
							 | 
						|
								peas          34.9     4.9        2.5        37       370
							 | 
						|
								tomatoes      53.2     3.4        2.5        36      1253
							 | 
						|
								tomatosoup    57.9     3.5        2.4        67       862
							 | 
						|
								driedpeach    86.8     1.2        4.3        55        57
							 | 
						|
								prunes        85.7     3.9        4.3        65       257
							 | 
						|
								raisins        4.5     6.3        1.4        24       136
							 | 
						|
								driedpeas      2.9    28.7       18.4       162         0
							 | 
						|
								limabeans      5.1    26.9       38.2        93         0
							 | 
						|
								navybeans       .0    38.4       24.6       217         0
							 | 
						|
								coffee          .0     4.0        5.1        50         0
							 | 
						|
								tea             .0      .0        2.3        42         0
							 | 
						|
								cocoa           .0     2.0       11.9        40         0
							 | 
						|
								chocolate       .0      .9        3.4        14         0
							 | 
						|
								sugar           .0      .0         .0         0         0
							 | 
						|
								cornsirup       .0      .0         .0         5         0
							 | 
						|
								molasses        .0     1.9        7.5       146         0
							 | 
						|
								strawberry      .2      .2         .4         3         0
							 | 
						|
								;
							 | 
						|
								
							 | 
						|
								param allowance :=
							 | 
						|
								calories       3
							 | 
						|
								protein       70
							 | 
						|
								calcium         .8
							 | 
						|
								iron          12
							 | 
						|
								vitaminA       5
							 | 
						|
								thiamine       1.8
							 | 
						|
								riboflavin     2.7
							 | 
						|
								niacin        18
							 | 
						|
								ascorbicAcid  75
							 | 
						|
								;
							 | 
						|
								
							 | 
						|
								end;
							 |