LP_fsharp_solve.fs

module test

(*
#r "Microsoft.Solver.Foundation.dll";;
#load "test.fs";;
test.computeProblem;;
*)

open Microsoft.SolverFoundation.Common
open Microsoft.SolverFoundation.Services

let k (x : float) = Term.op_Implicit(x)
let (>=) (t : Term) (x : float) = Model.LessEqual([|k x; t|])
let (<=) (t : Term) (x : float) = Model.LessEqual([|t; k x|])
let (.*) (x: float) (t : Term) = k x * t

let computeProblem =
    let context = SolverContext.GetContext()
    let model = context.CreateModel()
    let vz = new Decision(Domain.RealNonnegative, "barrels_venezuela")
    let sa = new Decision(Domain.RealNonnegative, "barrels_saudiarabia")
    do model.AddDecisions(vz, sa)

    let limits = model.AddConstraints("limits", vz >= 0.0
                                              , vz <= 9000.0
                                              , sa >= 0.0
                                              , sa <= 6000.0)

    let production = model.AddConstraints("production", 0.3 .* sa + 0.4 .* vz >= 2000.0
                                                      , 0.4 .* sa + 0.2 .* vz >= 1500.0
                                                      , 0.2 .* sa + 0.3 .* vz >=  500.0)

    let goal = model.AddGoal("cost", GoalKind.Minimize, 20.0 .* sa + 15.0 .* vz)

    let solution = context.Solve(new SimplexDirective())
    let report = solution.GetReport()
    report