75 lines
2.8 KiB
C++
75 lines
2.8 KiB
C++
// Copyright 2010-2011 Google
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// Licensed under the Apache License, Version 2.0 (the "License");
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// you may not use this file except in compliance with the License.
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// You may obtain a copy of the License at
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//
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// http://www.apache.org/licenses/LICENSE-2.0
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//
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// Unless required by applicable law or agreed to in writing, software
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// distributed under the License is distributed on an "AS IS" BASIS,
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// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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// See the License for the specific language governing permissions and
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// limitations under the License.
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#include "base/commandlineflags.h"
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#include "base/logging.h"
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#include "linear_solver/linear_solver.h"
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namespace operations_research {
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void BuildLinearProgrammingMaxExample(MPSolver::OptimizationProblemType type) {
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MPSolver solver("Max_Example", type);
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const double infinity = solver.infinity();
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MPVariable* const x1 = solver.MakeNumVar(0.0, infinity, "x1");
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MPVariable* const x2 = solver.MakeNumVar(0.0, infinity, "x2");
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MPVariable* const x3 = solver.MakeNumVar(0.0, infinity, "x3");
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solver.AddObjectiveTerm(x1, 10);
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solver.AddObjectiveTerm(x2, 6);
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solver.AddObjectiveTerm(x3, 4);
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solver.SetMaximization();
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MPConstraint* const c0 = solver.MakeRowConstraint(-infinity, 100.0);
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c0->AddTerm(x1, 1);
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c0->AddTerm(x2, 1);
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c0->AddTerm(x3, 1);
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MPConstraint* const c1 = solver.MakeRowConstraint(-infinity, 600.0);
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c1->AddTerm(x1, 10);
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c1->AddTerm(x2, 4);
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c1->AddTerm(x3, 5);
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MPConstraint* const c2 = solver.MakeRowConstraint(-infinity, 300.0);
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c2->AddTerm(x1, 2);
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c2->AddTerm(x2, 2);
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c2->AddTerm(x3, 6);
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// The problem has an optimal solution.
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CHECK_EQ(MPSolver::OPTIMAL, solver.Solve());
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LOG(INFO) << "objective = " << solver.objective_value();
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LOG(INFO) << "x1 = " << x1->solution_value()
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<< ", reduced cost = " << x1->reduced_cost();
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LOG(INFO) << "x2 = " << x2->solution_value()
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<< ", reduced cost = " << x2->reduced_cost();
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LOG(INFO) << "x3 = " << x3->solution_value()
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<< ", reduced cost = " << x3->reduced_cost();
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LOG(INFO) << "c0 dual value = " << c0->dual_value()
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<< " activity = " << c0->activity();
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LOG(INFO) << "c1 dual value = " << c1->dual_value()
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<< " activity = " << c1->activity();
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LOG(INFO) << "c2 dual value = " << c2->dual_value()
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<< " activity = " << c2->activity();
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}
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void RunAllExamples() {
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LOG(INFO) << "----- Running Max Example with GLPK -----";
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BuildLinearProgrammingMaxExample(MPSolver::GLPK_LINEAR_PROGRAMMING);
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LOG(INFO) << "----- Running Max Example with Coin LP -----";
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BuildLinearProgrammingMaxExample(MPSolver::CLP_LINEAR_PROGRAMMING);
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}
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} // namespace operations_research
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int main(int argc, char **argv) {
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google::ParseCommandLineFlags(&argc, &argv, true);
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operations_research::RunAllExamples();
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return 0;
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}
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