解決到達網頁問題

以下各節提供 LP 問題的範例，並示範如何解決。問題如下：

盡可能提高 3x + 4y 並遵循下列限制：

1. x + 2y ≤ 14
2. 3x - y ≥ 0
3. x - y ≤ 2

目標函式、3x + 4y 和限制都是透過線性運算式指定，因此這會造成線性問題。

限制條件定義了可行的區域，如下所示的三角形，包括內部值。

解決 LP 問題的基本步驟

如要解決 LP 問題，您的程式應包含以下步驟：

1. 匯入線性求解工具包裝函式。
2. 宣告 LP 解題工具
3. 您必須定義變數
4. 定義限制
5. 定義目標
6. 呼叫 LP 解題工具。
7. 顯示解決方案

使用 MP 解題工具的解決方案

下一節展示了使用 MPSolver 包裝函式和 LP 解譯器解決問題的程式。

注意：如要執行以下程式，您必須安裝 OR-Tools。

主要的 OR-Tools 線性最佳化解題工具是 Glop，這是 Google 的內部線性程式設計解決工具。執行速度快、節省記憶體，且可穩定地運作。

匯入線性解題工具包裝函式

匯入 (或加入) OR-Tools 線性解析器包裝函式，這是 MIP 解答器和線性解題工具的介面，如下所示。

Python

from ortools.linear_solver import pywraplp

C++

#include <iostream>
#include <memory>

#include "ortools/linear_solver/linear_solver.h"

Java

import com.google.ortools.Loader;
import com.google.ortools.linearsolver.MPConstraint;
import com.google.ortools.linearsolver.MPObjective;
import com.google.ortools.linearsolver.MPSolver;
import com.google.ortools.linearsolver.MPVariable;

C#

using System;
using Google.OrTools.LinearSolver;

宣告到達網頁解題工具

MPsolver 是多種不同解析器 (包括 Glop) 的包裝函式。以下程式碼會宣告 GLOP 解析器。

Python

solver = pywraplp.Solver.CreateSolver("GLOP")
if not solver:
    return

C++

std::unique_ptr<MPSolver> solver(MPSolver::CreateSolver("SCIP"));
if (!solver) {
  LOG(WARNING) << "SCIP solver unavailable.";
  return;
}

Java

MPSolver solver = MPSolver.createSolver("GLOP");

C#

Solver solver = Solver.CreateSolver("GLOP");
if (solver is null)
{
    return;
}

注意：將 GLOP 換成 PDLP，即可使用替代的 LP 解析工具。如要進一步瞭解如何選擇解題工具，請參閱進階 LP 解決方式一文；如要安裝第三方解題工具，請參閱安裝指南。

建立變數

首先，建立值介於 0 到 Infinity 之間的變數 x 和 y。

Python

x = solver.NumVar(0, solver.infinity(), "x")
y = solver.NumVar(0, solver.infinity(), "y")

print("Number of variables =", solver.NumVariables())

C++

const double infinity = solver->infinity();
// x and y are non-negative variables.
MPVariable* const x = solver->MakeNumVar(0.0, infinity, "x");
MPVariable* const y = solver->MakeNumVar(0.0, infinity, "y");
LOG(INFO) << "Number of variables = " << solver->NumVariables();

Java

double infinity = java.lang.Double.POSITIVE_INFINITY;
// x and y are continuous non-negative variables.
MPVariable x = solver.makeNumVar(0.0, infinity, "x");
MPVariable y = solver.makeNumVar(0.0, infinity, "y");
System.out.println("Number of variables = " + solver.numVariables());

C#

Variable x = solver.MakeNumVar(0.0, double.PositiveInfinity, "x");
Variable y = solver.MakeNumVar(0.0, double.PositiveInfinity, "y");

Console.WriteLine("Number of variables = " + solver.NumVariables());

定義限制條件

接著，定義變數的限制。為每項限制指定不重複的名稱 (例如 constraint0)，然後定義限制的係數。

Python

# Constraint 0: x + 2y <= 14.
solver.Add(x + 2 * y <= 14.0)

# Constraint 1: 3x - y >= 0.
solver.Add(3 * x - y >= 0.0)

# Constraint 2: x - y <= 2.
solver.Add(x - y <= 2.0)

print("Number of constraints =", solver.NumConstraints())

C++

// x + 2*y <= 14.
MPConstraint* const c0 = solver->MakeRowConstraint(-infinity, 14.0);
c0->SetCoefficient(x, 1);
c0->SetCoefficient(y, 2);

// 3*x - y >= 0.
MPConstraint* const c1 = solver->MakeRowConstraint(0.0, infinity);
c1->SetCoefficient(x, 3);
c1->SetCoefficient(y, -1);

// x - y <= 2.
MPConstraint* const c2 = solver->MakeRowConstraint(-infinity, 2.0);
c2->SetCoefficient(x, 1);
c2->SetCoefficient(y, -1);
LOG(INFO) << "Number of constraints = " << solver->NumConstraints();

Java

// x + 2*y <= 14.
MPConstraint c0 = solver.makeConstraint(-infinity, 14.0, "c0");
c0.setCoefficient(x, 1);
c0.setCoefficient(y, 2);

// 3*x - y >= 0.
MPConstraint c1 = solver.makeConstraint(0.0, infinity, "c1");
c1.setCoefficient(x, 3);
c1.setCoefficient(y, -1);

// x - y <= 2.
MPConstraint c2 = solver.makeConstraint(-infinity, 2.0, "c2");
c2.setCoefficient(x, 1);
c2.setCoefficient(y, -1);
System.out.println("Number of constraints = " + solver.numConstraints());

C#

// x + 2y <= 14.
solver.Add(x + 2 * y <= 14.0);

// 3x - y >= 0.
solver.Add(3 * x - y >= 0.0);

// x - y <= 2.
solver.Add(x - y <= 2.0);

Console.WriteLine("Number of constraints = " + solver.NumConstraints());

定義目標函式

以下程式碼定義了目標函式 3x + 4y，並指出這是最大化問題。

Python

# Objective function: 3x + 4y.
solver.Maximize(3 * x + 4 * y)

C++

// Objective function: 3x + 4y.
MPObjective* const objective = solver->MutableObjective();
objective->SetCoefficient(x, 3);
objective->SetCoefficient(y, 4);
objective->SetMaximization();

Java

// Maximize 3 * x + 4 * y.
MPObjective objective = solver.objective();
objective.setCoefficient(x, 3);
objective.setCoefficient(y, 4);
objective.setMaximization();

C#

// Objective function: 3x + 4y.
solver.Maximize(3 * x + 4 * y);

叫用求解工具

下列程式碼會叫用解題工具。

Python

print(f"Solving with {solver.SolverVersion()}")
status = solver.Solve()

C++

const MPSolver::ResultStatus result_status = solver->Solve();
// Check that the problem has an optimal solution.
if (result_status != MPSolver::OPTIMAL) {
  LOG(FATAL) << "The problem does not have an optimal solution!";
}

Java

final MPSolver.ResultStatus resultStatus = solver.solve();

C#

Solver.ResultStatus resultStatus = solver.Solve();

顯示解決方案

下列程式碼顯示解決方案。

Python

if status == pywraplp.Solver.OPTIMAL:
    print("Solution:")
    print(f"Objective value = {solver.Objective().Value():0.1f}")
    print(f"x = {x.solution_value():0.1f}")
    print(f"y = {y.solution_value():0.1f}")
else:
    print("The problem does not have an optimal solution.")

C++

LOG(INFO) << "Solution:";
LOG(INFO) << "Optimal objective value = " << objective->Value();
LOG(INFO) << x->name() << " = " << x->solution_value();
LOG(INFO) << y->name() << " = " << y->solution_value();

Java

if (resultStatus == MPSolver.ResultStatus.OPTIMAL) {
  System.out.println("Solution:");
  System.out.println("Objective value = " + objective.value());
  System.out.println("x = " + x.solutionValue());
  System.out.println("y = " + y.solutionValue());
} else {
  System.err.println("The problem does not have an optimal solution!");
}

C#

// Check that the problem has an optimal solution.
if (resultStatus != Solver.ResultStatus.OPTIMAL)
{
    Console.WriteLine("The problem does not have an optimal solution!");
    return;
}
Console.WriteLine("Solution:");
Console.WriteLine("Objective value = " + solver.Objective().Value());
Console.WriteLine("x = " + x.SolutionValue());
Console.WriteLine("y = " + y.SolutionValue());

完整計畫

完整計畫如下所示。

Python

from ortools.linear_solver import pywraplp


def LinearProgrammingExample():
    """Linear programming sample."""
    # Instantiate a Glop solver, naming it LinearExample.
    solver = pywraplp.Solver.CreateSolver("GLOP")
    if not solver:
        return

    # Create the two variables and let them take on any non-negative value.
    x = solver.NumVar(0, solver.infinity(), "x")
    y = solver.NumVar(0, solver.infinity(), "y")

    print("Number of variables =", solver.NumVariables())

    # Constraint 0: x + 2y <= 14.
    solver.Add(x + 2 * y <= 14.0)

    # Constraint 1: 3x - y >= 0.
    solver.Add(3 * x - y >= 0.0)

    # Constraint 2: x - y <= 2.
    solver.Add(x - y <= 2.0)

    print("Number of constraints =", solver.NumConstraints())

    # Objective function: 3x + 4y.
    solver.Maximize(3 * x + 4 * y)

    # Solve the system.
    print(f"Solving with {solver.SolverVersion()}")
    status = solver.Solve()

    if status == pywraplp.Solver.OPTIMAL:
        print("Solution:")
        print(f"Objective value = {solver.Objective().Value():0.1f}")
        print(f"x = {x.solution_value():0.1f}")
        print(f"y = {y.solution_value():0.1f}")
    else:
        print("The problem does not have an optimal solution.")

    print("\nAdvanced usage:")
    print(f"Problem solved in {solver.wall_time():d} milliseconds")
    print(f"Problem solved in {solver.iterations():d} iterations")


LinearProgrammingExample()

C++

#include <iostream>
#include <memory>

#include "ortools/linear_solver/linear_solver.h"

namespace operations_research {
void LinearProgrammingExample() {
  std::unique_ptr<MPSolver> solver(MPSolver::CreateSolver("SCIP"));
  if (!solver) {
    LOG(WARNING) << "SCIP solver unavailable.";
    return;
  }

  const double infinity = solver->infinity();
  // x and y are non-negative variables.
  MPVariable* const x = solver->MakeNumVar(0.0, infinity, "x");
  MPVariable* const y = solver->MakeNumVar(0.0, infinity, "y");
  LOG(INFO) << "Number of variables = " << solver->NumVariables();

  // x + 2*y <= 14.
  MPConstraint* const c0 = solver->MakeRowConstraint(-infinity, 14.0);
  c0->SetCoefficient(x, 1);
  c0->SetCoefficient(y, 2);

  // 3*x - y >= 0.
  MPConstraint* const c1 = solver->MakeRowConstraint(0.0, infinity);
  c1->SetCoefficient(x, 3);
  c1->SetCoefficient(y, -1);

  // x - y <= 2.
  MPConstraint* const c2 = solver->MakeRowConstraint(-infinity, 2.0);
  c2->SetCoefficient(x, 1);
  c2->SetCoefficient(y, -1);
  LOG(INFO) << "Number of constraints = " << solver->NumConstraints();

  // Objective function: 3x + 4y.
  MPObjective* const objective = solver->MutableObjective();
  objective->SetCoefficient(x, 3);
  objective->SetCoefficient(y, 4);
  objective->SetMaximization();

  const MPSolver::ResultStatus result_status = solver->Solve();
  // Check that the problem has an optimal solution.
  if (result_status != MPSolver::OPTIMAL) {
    LOG(FATAL) << "The problem does not have an optimal solution!";
  }

  LOG(INFO) << "Solution:";
  LOG(INFO) << "Optimal objective value = " << objective->Value();
  LOG(INFO) << x->name() << " = " << x->solution_value();
  LOG(INFO) << y->name() << " = " << y->solution_value();
}
}  // namespace operations_research

int main(int argc, char** argv) {
  operations_research::LinearProgrammingExample();
  return EXIT_SUCCESS;
}

Java

package com.google.ortools.linearsolver.samples;
import com.google.ortools.Loader;
import com.google.ortools.linearsolver.MPConstraint;
import com.google.ortools.linearsolver.MPObjective;
import com.google.ortools.linearsolver.MPSolver;
import com.google.ortools.linearsolver.MPVariable;

/** Simple linear programming example. */
public final class LinearProgrammingExample {
  public static void main(String[] args) {
    Loader.loadNativeLibraries();
    MPSolver solver = MPSolver.createSolver("GLOP");

    double infinity = java.lang.Double.POSITIVE_INFINITY;
    // x and y are continuous non-negative variables.
    MPVariable x = solver.makeNumVar(0.0, infinity, "x");
    MPVariable y = solver.makeNumVar(0.0, infinity, "y");
    System.out.println("Number of variables = " + solver.numVariables());

    // x + 2*y <= 14.
    MPConstraint c0 = solver.makeConstraint(-infinity, 14.0, "c0");
    c0.setCoefficient(x, 1);
    c0.setCoefficient(y, 2);

    // 3*x - y >= 0.
    MPConstraint c1 = solver.makeConstraint(0.0, infinity, "c1");
    c1.setCoefficient(x, 3);
    c1.setCoefficient(y, -1);

    // x - y <= 2.
    MPConstraint c2 = solver.makeConstraint(-infinity, 2.0, "c2");
    c2.setCoefficient(x, 1);
    c2.setCoefficient(y, -1);
    System.out.println("Number of constraints = " + solver.numConstraints());

    // Maximize 3 * x + 4 * y.
    MPObjective objective = solver.objective();
    objective.setCoefficient(x, 3);
    objective.setCoefficient(y, 4);
    objective.setMaximization();

    final MPSolver.ResultStatus resultStatus = solver.solve();

    if (resultStatus == MPSolver.ResultStatus.OPTIMAL) {
      System.out.println("Solution:");
      System.out.println("Objective value = " + objective.value());
      System.out.println("x = " + x.solutionValue());
      System.out.println("y = " + y.solutionValue());
    } else {
      System.err.println("The problem does not have an optimal solution!");
    }

    System.out.println("\nAdvanced usage:");
    System.out.println("Problem solved in " + solver.wallTime() + " milliseconds");
    System.out.println("Problem solved in " + solver.iterations() + " iterations");
  }

  private LinearProgrammingExample() {}
}

C#

using System;
using Google.OrTools.LinearSolver;

public class LinearProgrammingExample
{
    static void Main()
    {
        Solver solver = Solver.CreateSolver("GLOP");
        if (solver is null)
        {
            return;
        }
        // x and y are continuous non-negative variables.
        Variable x = solver.MakeNumVar(0.0, double.PositiveInfinity, "x");
        Variable y = solver.MakeNumVar(0.0, double.PositiveInfinity, "y");

        Console.WriteLine("Number of variables = " + solver.NumVariables());

        // x + 2y <= 14.
        solver.Add(x + 2 * y <= 14.0);

        // 3x - y >= 0.
        solver.Add(3 * x - y >= 0.0);

        // x - y <= 2.
        solver.Add(x - y <= 2.0);

        Console.WriteLine("Number of constraints = " + solver.NumConstraints());

        // Objective function: 3x + 4y.
        solver.Maximize(3 * x + 4 * y);

        Solver.ResultStatus resultStatus = solver.Solve();

        // Check that the problem has an optimal solution.
        if (resultStatus != Solver.ResultStatus.OPTIMAL)
        {
            Console.WriteLine("The problem does not have an optimal solution!");
            return;
        }
        Console.WriteLine("Solution:");
        Console.WriteLine("Objective value = " + solver.Objective().Value());
        Console.WriteLine("x = " + x.SolutionValue());
        Console.WriteLine("y = " + y.SolutionValue());

        Console.WriteLine("\nAdvanced usage:");
        Console.WriteLine("Problem solved in " + solver.WallTime() + " milliseconds");
        Console.WriteLine("Problem solved in " + solver.Iterations() + " iterations");
    }
}

最佳解決方案

程式會傳回問題的最佳解決方案，如下所示。

Number of variables = 2
Number of constraints = 3
Solution:
x = 6.0
y = 4.0
Optimal objective value = 34.0

下圖顯示這項解決方案：

綠色虛線的定義方式，是將目標函式設為最佳值 34。任何方程式的格式為 3x + 4y = c 與虛線平行，而 34 是 c 的最大值，其中線條與可行區域相交。

如要進一步瞭解如何解決線性最佳化問題，請參閱進階 LP 解決問題。