C# Mixed Int Linear Programming Example

using System;

using CenterSpace.NMath.Core;


namespace CenterSpace.NMath.Examples.CSharp
{
  /// <summary>
  /// Maximize 5*x0 + 3*x1
  /// Subject to:
  /// x0 - x1 &lt;= 5
  /// 0 &lt;= 2*x0 + x1 &lt;= 25
  /// x0 &gt;= 0
  /// x1 &lt;= 10
  /// </summary>
  public class MixedIntLinearProgrammingExample
  {
    static void Main( string[] args )
    {
      // Create the mixed integer programming problem for maximizing the
      // objective function 5*x0 + 3*x1. The objective function is specified
      // by a vector of coefficients.
      var objectiveCoefficients = new DoubleVector( 5.0, 3.0 );
      var problem = new MixedIntegerLinearProgrammingProblem( objectiveCoefficients );

      // Add the constraints. The linear constraints are specified by the vector
      // of the their coefficients.

      // x0 -x1 <= 5
      problem.AddUpperBoundConstraint( new DoubleVector( 1.0, -1.0 ), 5.0 );

      // 0 <= 2*x0 + x1 <= 25
      problem.AddConstraint( new DoubleVector( 2.0, 1.0 ), 0.0, 25.0 );

      // Add the variable bounds. The index of the variable is specified in
      // the first argument and the bound in the second.

      // x0 >= 0
      problem.AddLowerBound( 0, 0.0 );

      // x1 <= 10
      problem.AddUpperBound( 1, 10.0 );

      // Finally, the first variable x0 is constrained to be integer valued.
      // x0 integral
      problem.AddIntegralConstraint( 0 );

      // Create the linear programming problem solver object with default 
      // parameters and use it so solve the problem.
      var solver = new DualSimplexSolver();
      solver.Solve( problem );

      // Write out the results.
      Console.WriteLine( "Result: " + solver.Result );
      Console.WriteLine( "Optimal X: " + solver.OptimalX );
      Console.WriteLine( "Optimal Objective Function Value: " + solver.OptimalObjectiveFunctionValue );

      Console.WriteLine();
      Console.WriteLine( "Press Enter Key" );
      Console.Read();
    }

  }
}