// Copyright 2010-2017 Google // Licensed under the Apache License, Version 2.0 (the "License"); // you may not use this file except in compliance with the License. // You may obtain a copy of the License at // // http://www.apache.org/licenses/LICENSE-2.0 // // Unless required by applicable law or agreed to in writing, software // distributed under the License is distributed on an "AS IS" BASIS, // WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. // See the License for the specific language governing permissions and // limitations under the License. open System open Google.OrTools.FSharp open Google.OrTools.LinearSolver let solver solverType = let svr = Solver.CreateSolver("IntegerProgramming", solverType.ToString()) // x1, x2 and x3 are continuous non-negative variables. let x1 = svr.MakeNumVar(0.0, Double.PositiveInfinity, "x1") let x2 = svr.MakeNumVar(0.0, Double.PositiveInfinity, "x2") let x3 = svr.MakeNumVar(0.0, Double.PositiveInfinity, "x3") // Maximize 10 * x1 + 6 * x2 + 4 * x3. let objective = svr.Objective() objective.SetCoefficient(x1, 10.0) objective.SetCoefficient(x2, 6.0) objective.SetCoefficient(x3, 4.0) objective.SetMaximization() // x1 + x2 + x3 <= 100. let c0 = svr.MakeConstraint(Double.NegativeInfinity, 100.0) c0.SetCoefficient(x1, 1.0) c0.SetCoefficient(x2, 1.0) c0.SetCoefficient(x3, 1.0) // 10 * x1 + 4 * x2 + 5 * x3 <= 600. let c1 = svr.MakeConstraint(Double.NegativeInfinity, 600.0) c1.SetCoefficient(x1, 10.0) c1.SetCoefficient(x2, 4.0) c1.SetCoefficient(x3, 5.0) // 2 * x1 + 2 * x2 + 6 * x3 <= 300. let c2 = svr.MakeConstraint(Double.NegativeInfinity, 300.0) c2.SetCoefficient(x1, 2.0) c2.SetCoefficient(x2, 2.0) c2.SetCoefficient(x3, 6.0) printfn "Number of variables = %i" (svr.NumVariables()) printfn "Number of constraints = %i" (svr.NumConstraints()) let resultStatus = svr.Solve() // Check that the problem has an optimal solution. match resultStatus with | status when status <> Solver.ResultStatus.OPTIMAL -> printfn "The problem does not have an optimal solution!" exit 0 | _ -> printfn "Problem solved in %i milliseconds" (svr.WallTime()) // The objective value of the solution. printfn "Optimal objective value = %f" (svr.Objective().Value()) // The value of each variable in the solution. printfn "x1 = %f" (x1.SolutionValue()) printfn "x2 = %f" (x2.SolutionValue()) printfn "x3 = %f" (x3.SolutionValue()) printfn "Advanced usage:" let activities = svr.ComputeConstraintActivities(); printfn "Problem solved in %i iterations" (svr.Iterations()) printfn "x1: reduced cost = %f" (x1.ReducedCost()) printfn "x2: reduced cost = %f" (x2.ReducedCost()) printfn "x3: reduced cost = %f" (x3.ReducedCost()) printfn "c0: dual value = %f" (c0.DualValue()) printfn " activity = %f" (activities.[c0.Index()]) printfn "c1: dual value = %f" (c1.DualValue()) printfn " activity = %f" (activities.[c1.Index()]) printfn "c2: dual value = %f" (c2.DualValue()) printfn " activity = %f" (activities.[c2.Index()]) printfn "---- Linear programming example with %A ----" LinearProgramming.GLOP solver LinearProgramming.GLOP // printfn "---- Linear programming example with %A ----" LinearProgramming.GLPK // solver LinearProgramming.GLPK printfn "---- Linear programming example with %A ----" LinearProgramming.CLP solver LinearProgramming.CLP