// Copyright 2010-2018 Google LLC // 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. // Linear programming example that shows how to use the API. #include "ortools/base/commandlineflags.h" #include "ortools/base/logging.h" #include "ortools/linear_solver/linear_solver.h" #include "ortools/linear_solver/linear_solver.pb.h" namespace operations_research { void RunLinearProgrammingExample(const std::string& optimization_problem_type) { LOG(INFO) << "---- Linear programming example with " << optimization_problem_type << " ----"; if (!MPSolver::ParseAndCheckSupportForProblemType( optimization_problem_type)) { LOG(INFO) << " support for solver not linked in."; return; } MPSolver solver("IntegerProgrammingExample", MPSolver::ParseSolverTypeOrDie(optimization_problem_type)); const double infinity = solver.infinity(); // x1, x2 and x3 are continuous non-negative variables. MPVariable* const x1 = solver.MakeNumVar(0.0, infinity, "x1"); MPVariable* const x2 = solver.MakeNumVar(0.0, infinity, "x2"); MPVariable* const x3 = solver.MakeNumVar(0.0, infinity, "x3"); // Maximize 10 * x1 + 6 * x2 + 4 * x3. MPObjective* const objective = solver.MutableObjective(); objective->SetCoefficient(x1, 10); objective->SetCoefficient(x2, 6); objective->SetCoefficient(x3, 4); objective->SetMaximization(); // x1 + x2 + x3 <= 100. MPConstraint* const c0 = solver.MakeRowConstraint(-infinity, 100.0); c0->SetCoefficient(x1, 1); c0->SetCoefficient(x2, 1); c0->SetCoefficient(x3, 1); // 10 * x1 + 4 * x2 + 5 * x3 <= 600. MPConstraint* const c1 = solver.MakeRowConstraint(-infinity, 600.0); c1->SetCoefficient(x1, 10); c1->SetCoefficient(x2, 4); c1->SetCoefficient(x3, 5); // 2 * x1 + 2 * x2 + 6 * x3 <= 300. MPConstraint* const c2 = solver.MakeRowConstraint(-infinity, 300.0); c2->SetCoefficient(x1, 2); c2->SetCoefficient(x2, 2); c2->SetCoefficient(x3, 6); // TODO(user): Change example to show = and >= constraints. LOG(INFO) << "Number of variables = " << solver.NumVariables(); LOG(INFO) << "Number of constraints = " << solver.NumConstraints(); const MPSolver::ResultStatus result_status = solver.Solve(); // Check that the problem has an optimal solution. if (result_status != MPSolver::OPTIMAL) { LOG(FATAL) << "The problem does not have an optimal solution!"; } LOG(INFO) << "Problem solved in " << solver.wall_time() << " milliseconds"; // The objective value of the solution. LOG(INFO) << "Optimal objective value = " << objective->Value(); // The value of each variable in the solution. LOG(INFO) << "x1 = " << x1->solution_value(); LOG(INFO) << "x2 = " << x2->solution_value(); LOG(INFO) << "x3 = " << x3->solution_value(); LOG(INFO) << "Advanced usage:"; LOG(INFO) << "Problem solved in " << solver.iterations() << " iterations"; LOG(INFO) << "x1: reduced cost = " << x1->reduced_cost(); LOG(INFO) << "x2: reduced cost = " << x2->reduced_cost(); LOG(INFO) << "x3: reduced cost = " << x3->reduced_cost(); const std::vector activities = solver.ComputeConstraintActivities(); LOG(INFO) << "c0: dual value = " << c0->dual_value() << " activity = " << activities[c0->index()]; LOG(INFO) << "c1: dual value = " << c1->dual_value() << " activity = " << activities[c1->index()]; LOG(INFO) << "c2: dual value = " << c2->dual_value() << " activity = " << activities[c2->index()]; } void RunAllExamples() { RunLinearProgrammingExample("GLOP"); RunLinearProgrammingExample("CLP"); RunLinearProgrammingExample("GUROBI_LP"); RunLinearProgrammingExample("CPLEX_LP"); RunLinearProgrammingExample("GLPK_LP"); RunLinearProgrammingExample("XPRESS_LP"); } } // namespace operations_research int main(int argc, char** argv) { google::InitGoogleLogging(argv[0]); absl::SetFlag(&FLAGS_logtostderr, true); absl::SetFlag(&FLAGS_log_prefix, false); gflags::ParseCommandLineFlags(&argc, &argv, true); operations_research::RunAllExamples(); return EXIT_SUCCESS; }