Add a glop sample

ortools/glop/samples/simple_glop_program.cc

@@ -0,0 +1,54 @@
+#include <iostream>
+#include "ortools/glop/lp_solver.h"
+#include "ortools/lp_data/lp_data.h"
+#include "ortools/lp_data/lp_types.h"
+
+namespace operations_research::glop {
+  int RunLinearExample() {
+    LinearProgram linear_program;
+    // Create the variables x and y.
+    ColIndex col_x = linear_program.FindOrCreateVariable("x");
+    linear_program.SetVariableBounds(col_x, 0.0, 1.0);
+    ColIndex col_y = linear_program.FindOrCreateVariable("y");
+    linear_program.SetVariableBounds(col_y, 0.0, 2.0);
+
+    // Create linear constraint: 0 <= x + y <= 2.
+    RowIndex row_r1 = linear_program.FindOrCreateConstraint("r1");
+    linear_program.SetConstraintBounds(row_r1, 0.0, 2.0);
+    linear_program.SetCoefficient(row_r1, col_x, 1);
+    linear_program.SetCoefficient(row_r1, col_y, 1);
+
+    // Create objective function: 3 * x + y.
+    linear_program.SetObjectiveCoefficient(col_x, 3);
+    linear_program.SetObjectiveCoefficient(col_y, 1);
+    linear_program.SetMaximizationProblem(true);
+
+    linear_program.CleanUp();
+
+    std::cout << "Number of variables = " << linear_program.num_variables() << std::endl;
+    std::cout << "Number of constraints = " << linear_program.num_constraints() << std::endl;
+
+    LPSolver solver;
+    GlopParameters parameters;
+    parameters.set_provide_strong_optimal_guarantee(true);
+    solver.SetParameters(parameters);
+
+    ProblemStatus status = solver.Solve(linear_program);
+    if (status == ProblemStatus::OPTIMAL) {
+      std::cout << "Optimal solution found !" << std::endl;
+      // The objective value of the solution.
+      std::cout << "Optimal objective value = " << solver.GetObjectiveValue() << std::endl;
+      // The value of each variable in the solution.
+      const DenseRow& values = solver.variable_values();
+      std::cout << "Solution:" << std::endl
+        << "x = " << values[col_x] << std::endl
+        << ", y = " << values[col_y] << std::endl;
+      return 0;
+    } else
+      return 1;
+  }
+}  // namespace operations_research::glop
+
+int main(int argc, char** argv) {
+  return operations_research::glop::RunLinearExample();
+}