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