以下は、MSF を使用した典型的な最適化の定式化です。
using Microsoft.SolverFoundation.Services;
SolverContext context = SolverContext.GetContext();
Model model = context.CreateModel();
//decisions
Decision xs = new Decision(Domain.Real, "Number_of_small_chess_boards");
Decision xl = new Decision(Domain.Real, "Number_of_large_chess_boards");
model.AddDecisions(xs, xl);
//constraints
model.AddConstraints("limits", 0 <= xs, 0 <= xl);
model.AddConstraint("BoxWood", 1 * xs + 3 * xl <= 200);
model.AddConstraint("Lathe", 3 * xs + 2 * xl <= 160);
//Goals
model.AddGoal("Profit", GoalKind.Maximize, 5 * xs + 20 * xl);
// This doesn't work!
// model.AddGoal("Profit", GoalKind.Maximize, objfunc(xs, xl));
Solution sol = context.Solve(new SimplexDirective());
Report report = sol.GetReport();
Console.WriteLine(report);
目標関数として「5 * xs + 20 * xl」のようなステートメントの代わりに別の方法を使用することは可能ですか? 例えば以下のような方法でしょうか。どのように?
// this method doesn't work!
static double objfunc(Decision x, Decision y)
{
return 5 * x.ToDouble() + 20 * y.ToDouble();
}