127 lines
4.9 KiB
C++
127 lines
4.9 KiB
C++
// Copyright 2010-2017 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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//
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// Linear programming example that shows how to use the API.
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#include "ortools/base/commandlineflags.h"
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#include "ortools/base/logging.h"
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#include "ortools/linear_solver/linear_solver.h"
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#include "ortools/linear_solver/linear_solver.pb.h"
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namespace operations_research {
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void RunLinearProgrammingExample(
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MPSolver::OptimizationProblemType optimization_problem_type) {
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MPSolver solver("LinearProgrammingExample", optimization_problem_type);
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const double infinity = solver.infinity();
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// x1, x2 and x3 are continuous non-negative variables.
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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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// Maximize 10 * x1 + 6 * x2 + 4 * x3.
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MPObjective* const objective = solver.MutableObjective();
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objective->SetCoefficient(x1, 10);
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objective->SetCoefficient(x2, 6);
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objective->SetCoefficient(x3, 4);
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objective->SetMaximization();
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// x1 + x2 + x3 <= 100.
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MPConstraint* const c0 = solver.MakeRowConstraint(-infinity, 100.0);
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c0->SetCoefficient(x1, 1);
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c0->SetCoefficient(x2, 1);
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c0->SetCoefficient(x3, 1);
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// 10 * x1 + 4 * x2 + 5 * x3 <= 600.
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MPConstraint* const c1 = solver.MakeRowConstraint(-infinity, 600.0);
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c1->SetCoefficient(x1, 10);
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c1->SetCoefficient(x2, 4);
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c1->SetCoefficient(x3, 5);
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// 2 * x1 + 2 * x2 + 6 * x3 <= 300.
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MPConstraint* const c2 = solver.MakeRowConstraint(-infinity, 300.0);
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c2->SetCoefficient(x1, 2);
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c2->SetCoefficient(x2, 2);
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c2->SetCoefficient(x3, 6);
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// TODO(user): Change example to show = and >= constraints.
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LOG(INFO) << "Number of variables = " << solver.NumVariables();
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LOG(INFO) << "Number of constraints = " << solver.NumConstraints();
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const MPSolver::ResultStatus result_status = solver.Solve();
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// Check that the problem has an optimal solution.
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if (result_status != MPSolver::OPTIMAL) {
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LOG(FATAL) << "The problem does not have an optimal solution!";
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}
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LOG(INFO) << "Problem solved in " << solver.wall_time() << " milliseconds";
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// The objective value of the solution.
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LOG(INFO) << "Optimal objective value = " << objective->Value();
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// The value of each variable in the solution.
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LOG(INFO) << "x1 = " << x1->solution_value();
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LOG(INFO) << "x2 = " << x2->solution_value();
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LOG(INFO) << "x3 = " << x3->solution_value();
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LOG(INFO) << "Advanced usage:";
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LOG(INFO) << "Problem solved in " << solver.iterations() << " iterations";
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LOG(INFO) << "x1: reduced cost = " << x1->reduced_cost();
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LOG(INFO) << "x2: reduced cost = " << x2->reduced_cost();
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LOG(INFO) << "x3: reduced cost = " << x3->reduced_cost();
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const std::vector<double> activities = solver.ComputeConstraintActivities();
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LOG(INFO) << "c0: dual value = " << c0->dual_value()
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<< " activity = " << activities[c0->index()];
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LOG(INFO) << "c1: dual value = " << c1->dual_value()
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<< " activity = " << activities[c1->index()];
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LOG(INFO) << "c2: dual value = " << c2->dual_value()
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<< " activity = " << activities[c2->index()];
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}
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void RunAllExamples() {
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#if defined(USE_GLOP)
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LOG(INFO) << "---- Linear programming example with GLOP ----";
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RunLinearProgrammingExample(MPSolver::GLOP_LINEAR_PROGRAMMING);
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#endif // USE_GLOP
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#if defined(USE_GLPK)
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LOG(INFO) << "---- Linear programming example with GLPK ----";
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RunLinearProgrammingExample(MPSolver::GLPK_LINEAR_PROGRAMMING);
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#endif // USE_GLPK
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#if defined(USE_CLP)
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LOG(INFO) << "---- Linear programming example with CLP ----";
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RunLinearProgrammingExample(MPSolver::CLP_LINEAR_PROGRAMMING);
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#endif // USE_CLP
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#if defined(USE_SLM)
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LOG(INFO) << "---- Linear programming example with Sulum ----";
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RunLinearProgrammingExample(MPSolver::SULUM_LINEAR_PROGRAMMING);
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#endif // USE_SLM
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#if defined(USE_GUROBI)
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LOG(INFO) << "---- Linear programming example with Gurobi ----";
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RunLinearProgrammingExample(MPSolver::GUROBI_LINEAR_PROGRAMMING);
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#endif // USE_GUROBI
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#if defined(USE_CPLEX)
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LOG(INFO) << "---- Linear programming example with CPLEX ----";
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RunLinearProgrammingExample(MPSolver::CPLEX_LINEAR_PROGRAMMING);
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#endif // USE_CPLEX
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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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base::SetFlag(&FLAGS_alsologtostderr, true);
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gflags::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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