A.55 library(simplex): Solve linear programming problems
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  • Documentation
    • Reference manual
      • The SWI-Prolog library
        • library(simplex): Solve linear programming problems
          • Introduction
          • Delayed column generation
          • Solving LPs with special structure
          • Examples
            • Example 1
            • Example 2
            • Example 3
    • Packages

A.55.4 Examples

We include a few examples for solving LPs with this library.

A.55.4.1 Example 1

This is the "radiation therapy" example, taken from Introduction to Operations Research by Hillier and Lieberman.

Prolog DCG notation is used to implicitly thread the state through posting the constraints:

:- use_module(library(simplex)).

radiation(S) :-
        gen_state(S0),
        post_constraints(S0, S1),
        minimize([0.4*x1, 0.5*x2], S1, S).

post_constraints -->
        constraint([0.3*x1, 0.1*x2] =< 2.7),
        constraint([0.5*x1, 0.5*x2] = 6),
        constraint([0.6*x1, 0.4*x2] >= 6),
        constraint([x1] >= 0),
        constraint([x2] >= 0).

An example query:

?- radiation(S), variable_value(S, x1, Val1),
                 variable_value(S, x2, Val2).
Val1 = 15 rdiv 2,
Val2 = 9 rdiv 2.

A.55.4.2 Example 2

Here is an instance of the knapsack problem described above, where C = 8, and we have two types of items: One item with value 7 and size 6, and 2 items each having size 4 and value 4. We introduce two variables, x(1) and x(2) that denote how many items to take of each type.

:- use_module(library(simplex)).

knapsack(S) :-
        knapsack_constraints(S0),
        maximize([7*x(1), 4*x(2)], S0, S).

knapsack_constraints(S) :-
        gen_state(S0),
        constraint([6*x(1), 4*x(2)] =< 8, S0, S1),
        constraint([x(1)] =< 1, S1, S2),
        constraint([x(2)] =< 2, S2, S).

An example query yields:

?- knapsack(S), variable_value(S, x(1), X1),
                variable_value(S, x(2), X2).
X1 = 1
X2 = 1 rdiv 2.

That is, we are to take the one item of the first type, and half of one of the items of the other type to maximize the total value of items in the knapsack.

If items can not be split, integrality constraints have to be imposed:

knapsack_integral(S) :-
        knapsack_constraints(S0),
        constraint(integral(x(1)), S0, S1),
        constraint(integral(x(2)), S1, S2),
        maximize([7*x(1), 4*x(2)], S2, S).

Now the result is different:

?- knapsack_integral(S), variable_value(S, x(1), X1),
                         variable_value(S, x(2), X2).

X1 = 0
X2 = 2

That is, we are to take only the two items of the second type. Notice in particular that always choosing the remaining item with best performance (ratio of value to size) that still fits in the knapsack does not necessarily yield an optimal solution in the presence of integrality constraints.

A.55.4.3 Example 3

We are given:

  • 3 coins each worth 1 unit
  • 20 coins each worth 5 units and
  • 10 coins each worth 20 units.

The task is to find a minimal number of these coins that amount to 111 units in total. We introduce variables c(1), c(5) and c(20) denoting how many coins to take of the respective type:

:- use_module(library(simplex)).

coins(S) :-
        gen_state(S0),
        coins(S0, S).

coins -->
        constraint([c(1), 5*c(5), 20*c(20)] = 111),
        constraint([c(1)] =< 3),
        constraint([c(5)] =< 20),
        constraint([c(20)] =< 10),
        constraint([c(1)] >= 0),
        constraint([c(5)] >= 0),
        constraint([c(20)] >= 0),
        constraint(integral(c(1))),
        constraint(integral(c(5))),
        constraint(integral(c(20))),
        minimize([c(1), c(5), c(20)]).

An example query:

?- coins(S), variable_value(S, c(1), C1),
             variable_value(S, c(5), C5),
             variable_value(S, c(20), C20).

C1 = 1,
C5 = 2,
C20 = 5.