// Copyright 2012 Hakan Kjellerstrand // // 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:LinearProgramming) = let svr = new Solver( "Volsay3", enum(solverType.Id)); let products = ["Gas"; "Chloride"] let components = ["nitrogen"; "hydrogen"; "chlorine"] let demand = [[1.0;3.0;0.0]; [1.0;4.0;1.0]] // column vectors let stock = [50.0;180.0;40.0] // upper bound constraints for each component let profit = [30.0;40.0] // Variables let production = [ for i in 0 .. (products.Length-1) -> svr.MakeNumVar(0.0, 10000.0, products.[i]) ] // Constraints // generate column index selectors let cols = [ for i in 0 .. (demand.Length-1) -> i ] for row = 0 to (components.Length-1) do // generate constraint operands based on indices let constraintOperands = List.map (fun c -> production.[c] * demand.[c].[row]) cols let linearExp = List.reduce (+) constraintOperands // create the constraint let rc = RangeConstraint(linearExp, Double.NegativeInfinity, stock.[row]) svr.Add(rc) |> ignore // Objective let objectiveOperands = List.map (fun c -> profit.[c] * production.[c]) cols let objectiveExp = List.reduce (+) objectiveOperands svr.Maximize(objectiveExp) let resultStatus = svr.Solve(); match resultStatus with | status when status <> Solver.ResultStatus.OPTIMAL -> printfn "The problem does not have an optimal solution!" exit 0 | _ -> printfn "\nProblem solved in %d milliseconds" (svr.WallTime()) printfn "Iterations: %i\n" (svr.Iterations()) printfn "Objective: %f" (svr.Objective().Value()) products |> List.iteri (fun i x -> printfn "%-10s: %f ReducedCost: %f" x ((production.[i]).SolutionValue()) ((production.[i]).ReducedCost()) ) solver LinearProgramming.CLP