// Copyright 2010-2021 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/logging.h" #include "ortools/linear_solver/linear_solver.h" #include "ortools/linear_solver/linear_solver.pb.h" namespace operations_research { void SolveAndPrint(MPSolver& solver, std::vector variables, std::vector constraints, bool is_continuous) { 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) << "Solution:"; for (const auto& i : variables) { LOG(INFO) << i->name() << " = " << i->solution_value(); } LOG(INFO) << "Optimal objective value = " << solver.Objective().Value(); LOG(INFO) << ""; LOG(INFO) << "Advanced usage:"; LOG(INFO) << "Problem solved in " << solver.wall_time() << " milliseconds"; if (solver.ProblemType() != MPSolver::BOP_INTEGER_PROGRAMMING) LOG(INFO) << "Problem solved in " << solver.iterations() << " iterations"; if (is_continuous) { for (const auto& i : variables) { LOG(INFO) << i->name() << ": reduced cost " << i->reduced_cost(); } const std::vector activities = solver.ComputeConstraintActivities(); for (const auto& i : constraints) { LOG(INFO) << i->name() << ": dual value = " << i->dual_value() << " activity = " << activities[i->index()]; } } } void RunLinearProgrammingExample( MPSolver::OptimizationProblemType optimization_problem_type) { MPSolver solver("LinearProgrammingExample", optimization_problem_type); const double infinity = solver.infinity(); // x and y are continuous non-negative variables. MPVariable* const x = solver.MakeNumVar(0.0, infinity, "x"); MPVariable* const y = solver.MakeNumVar(0.0, infinity, "y"); // Objectif function: Maximize 3x + 4y. MPObjective* const objective = solver.MutableObjective(); objective->SetCoefficient(x, 3); objective->SetCoefficient(y, 4); objective->SetMaximization(); // x + 2y <= 14. MPConstraint* const c0 = solver.MakeRowConstraint(-infinity, 14.0, "c0"); c0->SetCoefficient(x, 1); c0->SetCoefficient(y, 2); // 3x - y >= 0. MPConstraint* const c1 = solver.MakeRowConstraint(0.0, infinity, "c1"); c1->SetCoefficient(x, 3); c1->SetCoefficient(y, -1); // x - y <= 2. MPConstraint* const c2 = solver.MakeRowConstraint(-infinity, 2.0, "c2"); c2->SetCoefficient(x, 1); c2->SetCoefficient(y, -1); SolveAndPrint(solver, {x, y}, {c0, c1, c2}, true); } void RunMixedIntegerProgrammingExample( MPSolver::OptimizationProblemType optimization_problem_type) { MPSolver solver("MixedIntegerProgrammingExample", optimization_problem_type); const double infinity = solver.infinity(); // x and y are integers non-negative variables. MPVariable* const x = solver.MakeIntVar(0.0, infinity, "x"); MPVariable* const y = solver.MakeIntVar(0.0, infinity, "y"); // Objective function: Maximize x + 10 * y. MPObjective* const objective = solver.MutableObjective(); objective->SetCoefficient(x, 1); objective->SetCoefficient(y, 10); objective->SetMaximization(); // x + 7 * y <= 17.5 MPConstraint* const c0 = solver.MakeRowConstraint(-infinity, 17.5, "c0"); c0->SetCoefficient(x, 1); c0->SetCoefficient(y, 7); // x <= 3.5 MPConstraint* const c1 = solver.MakeRowConstraint(-infinity, 3.5, "c1"); c1->SetCoefficient(x, 1); c1->SetCoefficient(y, 0); SolveAndPrint(solver, {x, y}, {c0, c1}, false); } void RunBooleanProgrammingExample( MPSolver::OptimizationProblemType optimization_problem_type) { MPSolver solver("BooleanProgrammingExample", optimization_problem_type); const double infinity = solver.infinity(); // x and y are boolean variables. MPVariable* const x = solver.MakeBoolVar("x"); MPVariable* const y = solver.MakeBoolVar("y"); // Objective function: Minimize 2 * x + y. MPObjective* const objective = solver.MutableObjective(); objective->SetCoefficient(x, 2); objective->SetCoefficient(y, 1); objective->SetMinimization(); // 1 <= x + 2 * y <= 3. MPConstraint* const c0 = solver.MakeRowConstraint(1, 3, "c0"); c0->SetCoefficient(x, 1); c0->SetCoefficient(y, 2); SolveAndPrint(solver, {x, y}, {c0}, false); } void MutableObjectiveCrash() { LOG(INFO) << "MutableObjectiveCrash"; // Create the linear solver with the GLOP backend. std::unique_ptr solver(MPSolver::CreateSolver("GLOP")); // Create the variables x and y. MPVariable* const x = solver->MakeNumVar(0.0, 1, "x"); MPVariable* const y = solver->MakeNumVar(0.0, 2, "y"); LOG(INFO) << "Number of variables = " << solver->NumVariables(); // Create a linear constraint, 0 <= x + y <= 2. MPConstraint* const ct = solver->MakeRowConstraint(0.0, 2.0, "ct"); ct->SetCoefficient(x, 1); ct->SetCoefficient(y, 1); LOG(INFO) << "Number of constraints = " << solver->NumConstraints(); // Create the objective function, 3 * x + y. MPObjective* const objective = solver->MutableObjective(); objective->SetCoefficient(x, 3); objective->SetCoefficient(y, 1); objective->SetMaximization(); solver->Solve(); LOG(INFO) << "Solution:" << std::endl; LOG(INFO) << "Objective value = " << objective->Value(); LOG(INFO) << "x = " << x->solution_value(); LOG(INFO) << "y = " << y->solution_value(); } void RunAllExamples() { // Linear programming problems #if defined(USE_CLP) LOG(INFO) << "---- Linear programming example with CLP ----"; RunLinearProgrammingExample(MPSolver::CLP_LINEAR_PROGRAMMING); #endif // USE_CLP #if defined(USE_GLPK) LOG(INFO) << "---- Linear programming example with GLPK ----"; RunLinearProgrammingExample(MPSolver::GLPK_LINEAR_PROGRAMMING); #endif // USE_GLPK #if defined(USE_GLOP) LOG(INFO) << "---- Linear programming example with GLOP ----"; RunLinearProgrammingExample(MPSolver::GLOP_LINEAR_PROGRAMMING); #endif // USE_GLOP #if defined(USE_PDLP) LOG(INFO) << "---- Linear programming example with PDLP ----"; RunLinearProgrammingExample(MPSolver::PDLP_LINEAR_PROGRAMMING); #endif // USE_PDLP #if defined(USE_GUROBI) LOG(INFO) << "---- Linear programming example with Gurobi ----"; RunLinearProgrammingExample(MPSolver::GUROBI_LINEAR_PROGRAMMING); #endif // USE_GUROBI #if defined(USE_CPLEX) LOG(INFO) << "---- Linear programming example with CPLEX ----"; RunLinearProgrammingExample(MPSolver::CPLEX_LINEAR_PROGRAMMING); #endif // USE_CPLEX // Integer programming problems #if defined(USE_SCIP) LOG(INFO) << "---- Mixed Integer programming example with SCIP ----"; RunMixedIntegerProgrammingExample(MPSolver::SCIP_MIXED_INTEGER_PROGRAMMING); #endif // USE_SCIP #if defined(USE_GLPK) LOG(INFO) << "---- Mixed Integer programming example with GLPK ----"; RunMixedIntegerProgrammingExample(MPSolver::GLPK_MIXED_INTEGER_PROGRAMMING); #endif // USE_GLPK #if defined(USE_CBC) LOG(INFO) << "---- Mixed Integer programming example with CBC ----"; RunMixedIntegerProgrammingExample(MPSolver::CBC_MIXED_INTEGER_PROGRAMMING); #endif // USE_CBC #if defined(USE_GUROBI) LOG(INFO) << "---- Mixed Integer programming example with GUROBI ----"; RunMixedIntegerProgrammingExample(MPSolver::GUROBI_MIXED_INTEGER_PROGRAMMING); #endif // USE_GUROBI #if defined(USE_CPLEX) LOG(INFO) << "---- Mixed Integer programming example with CPLEX ----"; RunMixedIntegerProgrammingExample(MPSolver::CPLEX_MIXED_INTEGER_PROGRAMMING); #endif // USE_CPLEX // Boolean integer programming problems #if defined(USE_BOP) LOG(INFO) << "---- Boolean Integer programming example with BOP ----"; RunBooleanProgrammingExample(MPSolver::BOP_INTEGER_PROGRAMMING); #endif // USE_BOP MutableObjectiveCrash(); } } // namespace operations_research int main(int argc, char** argv) { google::InitGoogleLogging(argv[0]); absl::SetFlag(&FLAGS_logtostderr, 1); operations_research::RunAllExamples(); return 0; }