Handle Integer Program. Compare to Linear Program.

examples/fsharp/README.md

@@ -2,8 +2,13 @@
 
 Examples from the or-tools library utilizing F#
 
+## SolverOptions and lpSolve
+This function and parameter object are a wrapper around the standard or-tools functions. It is designed
+to enter the Linear/Integer program as matrices & vectors. Two input formats are allowed: Canonical Form; Standard Form.
 
-# Execution
+*__ALL Matrices & Vectors are entered as columns__*
+
+## Execution
 Be sure to compile the or-tools before executing following
 ```shell
 fsharpc --target:exe --out:bin/<example_file>.exe --platform:anycpu --lib:bin -r:Google.OrTools.dll examples/fsharp/<example_file>.fsx

examples/fsharp/equality-inequality.fsx

@@ -0,0 +1,41 @@
+(*
+  Minimize:     -3 * x[0] + 1 * x[1] + 1 * x[2]
+
+  Subject to:   1 * x[0] - 2 * x[1] + 1 * x[2]   <= 11
+               -4 * x[0] + 1 * x[1] + 2 * x[2]   >= 3
+               -2 * x[0] + 0 * x[1] - 1 * x[2]   = -1
+
+  And           x[0] >= 0, x[1] >= 0, x[2] >= 0
+
+
+  Answer:
+    Objective: -2.000000
+    var[0]    : 4.000000
+    var[1]    : 1.000000
+    var[2]    : 9.000000
+    var[3]    : 0.000000
+    var[4]    : 0.000000
+
+  Note: When entering the matrix, it is reduced to standard form with appropriate slack variables.
+
+*)
+
+#I "./lib"
+#load "Google.OrTools.FSharp.fsx"
+
+open System
+open Google.OrTools.FSharp
+open Google.OrTools.LinearSolver
+
+let opts = SolverOpts.Default
+            .Name("Equality/Inequality Constraints")
+            .Goal(Minimize)
+            .Objective([-3.0;1.0;1.0;0.0;0.0])
+            .MatrixEq([[1.0;-4.0;-2.0]; [-2.0;1.0;0.0]; [1.0;2.0;1.0]; [1.0;0.0;0.0]; [0.0;-1.0;0.0]])
+            .VectorEq([11.0; 3.0; 1.0])
+            .Lower([0.0; 0.0; 0.0; 0.0; 0.0])
+            .Upper([Double.PositiveInfinity; Double.PositiveInfinity; Double.PositiveInfinity; Double.PositiveInfinity; Double.PositiveInfinity])
+
+let slvrCLP = opts.Algorithm(LP CLP) |> lpSolve |> SolverSummary
+let slvrGLOP = opts.Algorithm(LP GLOP) |> lpSolve |> SolverSummary
+

examples/fsharp/integer-linear-program.fsx

@@ -0,0 +1,61 @@
+(*
+  Minimize:     6 * x[0] + 3 * x[1] + 1 * x[2] + 2 * x[3]
+
+  Subject to:   1 * x[0] + 1 * x[1] + 1 * x[2] + 1 * x[3]  <= 8
+                2 * x[0] + 1 * x[1] + 3 * x[2] + 0 * x[3]  <= 12
+                0 * x[0] + 5 * x[1] + 1 * x[2] + 3 * x[3]  <= 6
+
+  And           x[0] <= 1, x[1] <= 1, x[2] <= 4, x[3] <= 2
+
+
+  Answer:
+    Integer Program Solution
+
+    Problem solved in 51 milliseconds
+    Iterations: 1
+
+    Objective: 11.000000
+    var[0]    : 1.000000
+    var[1]    : 0.000000
+    var[2]    : 3.000000
+    var[3]    : 1.000000
+    Advanced usage:
+    Problem solved in 0 branch-and-bound nodes
+
+
+    Linear Program Solution
+
+    Problem solved in 2 milliseconds
+    Iterations: 2
+
+    Objective: 11.111111
+    var[0]    : 1.000000
+    var[1]    : 0.000000
+    var[2]    : 3.333333
+    var[3]    : 0.888889
+*)
+
+#I "./lib"
+#load "Google.OrTools.FSharp.fsx"
+
+open System
+open Google.OrTools.FSharp
+open Google.OrTools.LinearSolver
+
+let opts = SolverOpts.Default
+            .Goal(Maximize)
+            .Objective([6.;3.;1.;2.])
+            .MatrixIneq([[1.;2.;0.]; [1.;1.;5.]; [1.;3.;1.]; [1.;0.;3.]])
+            .VectorIneq([8.; 12.; 6.])
+            .Lower([0.; 0.; 0.; 0.])
+            .Upper([1.; 1.; 4.; 2.])
+
+
+printfn "\n\nInteger Program Solution"
+let slvrIP = opts.Name("IP Solution").Algorithm(IP CBC) |> lpSolve |> SolverSummary
+printfn "Advanced usage:"
+printfn "Problem solved in %i branch-and-bound nodes" (slvrIP.Nodes())
+
+printfn "\n\nLinear Program Solution"
+let slvrLP = opts.Name("LP Solution").Algorithm(LP CLP) |> lpSolve |> SolverSummary
+

examples/fsharp/lib/Google.OrTools.FSharp.fsx

@@ -142,7 +142,12 @@ module FSharp =
     | _ -> ()
 
     // Variables
-    let vars = [ for i in 0 .. (solverOptions.LowerBound.Length-1) -> solver.MakeNumVar(solverOptions.LowerBound.[i], solverOptions.UpperBound.[i], (sprintf "var[%i]" i ) ) ]
+    let vars =
+      match solverOptions.SolverAlgorithm with
+        | LP lp ->
+            [ for i in 0 .. (solverOptions.LowerBound.Length-1) -> solver.MakeNumVar(solverOptions.LowerBound.[i], solverOptions.UpperBound.[i], (sprintf "var[%i]" i ) ) ]
+        | IP ip ->
+            [ for i in 0 .. (solverOptions.LowerBound.Length-1) -> solver.MakeIntVar(solverOptions.LowerBound.[i], solverOptions.UpperBound.[i], (sprintf "var[%i]" i ) ) ]
 
     // Constraints
     let cols = [ for i in 0 .. (solverOptions.LowerBound.Length-1) -> i ]   // generate column index selectors