ï»¿#light namespace CenterSpace.NMath.Analysis.Examples.FSharp open System open CenterSpace.NMath.Core open CenterSpace.NMath.Analysis /// <summary> /// A .NET example in F# showing how to solve a linear system using linear programming and /// the simplex method. /// </summary> module LinearProgramming = // A farmer has 640 acres of farmland. It can be planted with wheat, barley, corn or a // combination of the three. The farmer wishes to maximize his profit subject to the // limits on land, fertilizer, and water. // Currently, wheat is $3.38/bushel. The farmer can expect a yield of 55 bushels/acre. let wheatPrice = 3.38 let wheatYield = 55.0 let wheatRevenuePerAcre = wheatPrice * wheatYield // Currently, barley is $1.98/bushel. The farmer can expect a yield of 75 bushels/acre. let barleyPrice = 1.98 let barleyYield = 75.0 let barleyRevenuePerAcre = barleyPrice * barleyYield // Currently, corn is $1.70/bushel. The farmer can expect a yield of 110 bushels/acre. let cornPrice = 1.70 let cornYield = 110.0 let cornRevenuePerAcre = cornPrice * cornYield // Therefore, the objective function is: printfn "Maximize" printfn "%Aw + %Ab + %Ac" wheatRevenuePerAcre barleyRevenuePerAcre cornRevenuePerAcre printfn "where" let revenue = new DoubleVector(wheatRevenuePerAcre, barleyRevenuePerAcre, cornRevenuePerAcre) // Make a matrix big enough for 5 constraints and 3 variables. let constraints = new DoubleMatrix(5, 3) // Make a vector of right-hand sides. let rightHandSides = new DoubleVector(constraints.Rows) // The farmer has 8,000 lbs of nitrogen fertilizer. It's known that wheat requires // 12 lb/acre, barley 5 lb/acre and corn 22 lb/acre. printfn "12w + 5b + 22c <= 8000" constraints.[0, Slice.All] <- new DoubleVector(12.0, 5.0, 22.0) rightHandSides.[0] <- 8000.0 // The farmer has 22,000 lbs of phosphate fertilizer. It's known that wheat requires // 30 lb/acre, barley 8 lb/acre and corn 50 lb/acre. printfn "30w + 8b + 50c <= 22000" constraints.[1, Slice.All] <- new DoubleVector(30.0, 8.0, 50.0) rightHandSides.[1] <- 22000.0 // The farmer has a permit for 1,000 acre-feet of water. Wheat requires 1.5 ft of water, // barley requires 0.7 and corn 2.2. printfn "1.5w + 0.7b + 2.2c <= 1200" constraints.[2, Slice.All] <- new DoubleVector(1.5, 0.7, 2.2) rightHandSides.[2] <- 1200.0 // The farmer has a maximum of 640 acres for planting. printfn "w + b + c <= 640" constraints.[3, Slice.All] <- new DoubleVector(1.0, 1.0, 1.0) rightHandSides.[3] <- 640.0 // Create an LP solver with an error tolerance of 0.001. let solver = new SimplexLPSolver(0.001) // Solve solver.Solve(revenue, constraints, rightHandSides, 5, 0, 0) |> ignore // Was a finite solution found? printfn "" if solver.IsGood = true then printfn "solution: %s" (solver.Solution.ToString("f0")) printfn "optimal value: %s" (solver.OptimalValue.ToString("f0")) printfn "" // Let's say the farmer is also contractually obligated to farm at least 50 acres of barley. printfn "Add variable bound: b >= 10" printfn "" let lowerBounds = new DoubleVector(0.0, 10.0, 0.0) let upperBounds = new DoubleVector(640.0, 640.0, 640.0) // Solve again solver.Solve(revenue, constraints, rightHandSides, 5, 0, 0, lowerBounds, upperBounds) |> ignore // Good? if solver.IsGood = true then printfn "solution: %s" (solver.Solution.ToString("f0")) printfn "optimal value: %s" (solver.OptimalValue.ToString("f0")) printfn "" printfn "Press Enter Key" Console.Read() |> ignore← All NMath Code Examples