VB Mixed Int Linear Programming Example

Imports System

Imports CenterSpace.NMath.Core


Namespace CenterSpace.NMath.Examples.VisualBasic

  <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>
  Module MixedIntLinearProgrammingExample

    Sub Main()

      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.
      Dim ObjectiveCoefficients As New DoubleVector(5.0, 3.0)
      Dim Problem As 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.
      Dim Solver As New DualSimplexSolver()
      Solver.Solve(Problem)

      Write out the results.
      Console.WriteLine("Result: " & Solver.Result.ToString())
      Console.WriteLine()
      Console.WriteLine("Optimal X: " & Solver.OptimalX.ToString())
      Console.WriteLine()
      Console.WriteLine("Optimal Objective Function Value: " & Solver.OptimalObjectiveFunctionValue)

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

    End Sub
  End Module
End Namespace