95 lines
3.4 KiB
Forth
95 lines
3.4 KiB
Forth
// Copyright 2010-2017 Google
|
|
// 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.
|
|
|
|
open System
|
|
open Google.OrTools.FSharp
|
|
open Google.OrTools.LinearSolver
|
|
|
|
let solver solverType =
|
|
let svr = Solver.CreateSolver("IntegerProgramming", solverType.ToString())
|
|
|
|
// x1, x2 and x3 are continuous non-negative variables.
|
|
let x1 = svr.MakeNumVar(0.0, Double.PositiveInfinity, "x1")
|
|
let x2 = svr.MakeNumVar(0.0, Double.PositiveInfinity, "x2")
|
|
let x3 = svr.MakeNumVar(0.0, Double.PositiveInfinity, "x3")
|
|
|
|
// Maximize 10 * x1 + 6 * x2 + 4 * x3.
|
|
let objective = svr.Objective()
|
|
objective.SetCoefficient(x1, 10.0)
|
|
objective.SetCoefficient(x2, 6.0)
|
|
objective.SetCoefficient(x3, 4.0)
|
|
objective.SetMaximization()
|
|
|
|
// x1 + x2 + x3 <= 100.
|
|
let c0 = svr.MakeConstraint(Double.NegativeInfinity, 100.0)
|
|
c0.SetCoefficient(x1, 1.0)
|
|
c0.SetCoefficient(x2, 1.0)
|
|
c0.SetCoefficient(x3, 1.0)
|
|
|
|
// 10 * x1 + 4 * x2 + 5 * x3 <= 600.
|
|
let c1 = svr.MakeConstraint(Double.NegativeInfinity, 600.0)
|
|
c1.SetCoefficient(x1, 10.0)
|
|
c1.SetCoefficient(x2, 4.0)
|
|
c1.SetCoefficient(x3, 5.0)
|
|
|
|
// 2 * x1 + 2 * x2 + 6 * x3 <= 300.
|
|
let c2 = svr.MakeConstraint(Double.NegativeInfinity, 300.0)
|
|
c2.SetCoefficient(x1, 2.0)
|
|
c2.SetCoefficient(x2, 2.0)
|
|
c2.SetCoefficient(x3, 6.0)
|
|
|
|
printfn "Number of variables = %i" (svr.NumVariables())
|
|
printfn "Number of constraints = %i" (svr.NumConstraints())
|
|
|
|
let resultStatus = svr.Solve()
|
|
|
|
// Check that the problem has an optimal solution.
|
|
match resultStatus with
|
|
| status when status <> Solver.OPTIMAL ->
|
|
printfn "The problem does not have an optimal solution!"
|
|
exit 0
|
|
| _ ->
|
|
printfn "Problem solved in %i milliseconds" (svr.WallTime())
|
|
|
|
// The objective value of the solution.
|
|
printfn "Optimal objective value = %f" (svr.Objective().Value())
|
|
|
|
// The value of each variable in the solution.
|
|
printfn "x1 = %f" (x1.SolutionValue())
|
|
printfn "x2 = %f" (x2.SolutionValue())
|
|
printfn "x3 = %f" (x3.SolutionValue())
|
|
|
|
printfn "Advanced usage:"
|
|
let activities = svr.ComputeConstraintActivities();
|
|
|
|
printfn "Problem solved in %i iterations" (svr.Iterations())
|
|
printfn "x1: reduced cost = %f" (x1.ReducedCost())
|
|
printfn "x2: reduced cost = %f" (x2.ReducedCost())
|
|
printfn "x3: reduced cost = %f" (x3.ReducedCost())
|
|
printfn "c0: dual value = %f" (c0.DualValue())
|
|
printfn " activity = %f" (activities.[c0.Index()])
|
|
printfn "c1: dual value = %f" (c1.DualValue())
|
|
printfn " activity = %f" (activities.[c1.Index()])
|
|
printfn "c2: dual value = %f" (c2.DualValue())
|
|
printfn " activity = %f" (activities.[c2.Index()])
|
|
|
|
|
|
printfn "---- Linear programming example with %A ----" LinearProgramming.GLOP
|
|
solver LinearProgramming.GLOP
|
|
|
|
// printfn "---- Linear programming example with %A ----" LinearProgramming.GLPK
|
|
// solver LinearProgramming.GLPK
|
|
|
|
printfn "---- Linear programming example with %A ----" LinearProgramming.CLP
|
|
solver LinearProgramming.CLP
|