线性规划的C#代码示例

using System;
using MathNet.Numerics.LinearAlgebra;
using MathNet.Numerics.LinearProgramming;
public class LinearProgrammingHelper
{
    public static void SolveLinearProgram(double[] objectiveCoefficients, Matrix<double> constraintCoefficients, double[] lowerBounds, double[] upperBounds, double[] constraintLowerBounds, double[] constraintUpperBounds)
    {
        int numVariables = objectiveCoefficients.Length;
        int numConstraints = constraintCoefficients.RowCount;
        // 创建线性规划求解器
        var solver = new SimplexSolver();
        // 添加决策变量
        for (int i = 0; i < numVariables; i++)
        {
            solver.AddVariable(lowerBounds[i], upperBounds[i]);
        }
        // 添加约束条件
        for (int i = 0; i < numConstraints; i++)
        {
            ConstraintType constraintType = GetConstraintType(constraintLowerBounds[i], constraintUpperBounds[i]);
            
            solver.AddConstraint(constraintCoefficients.Row(i), constraintType, constraintLowerBounds[i], constraintUpperBounds[i]);
        }
        // 设置目标函数
        solver.Objective = new ObjectiveFunction(objectiveCoefficients, Vector<double>.Build.Dense(numVariables, 0));
        // 求解线性规划问题
        Solution solution = solver.Solve(SolverParameters.Empty);
        // 输出结果
        if (solution.Status == SolutionStatus.Optimal)
        {
            Console.WriteLine("最优解为:");
            for (int i = 0; i < numVariables; i++)
            {
                Console.WriteLine("x" + (i + 1) + " = " + solution.GetVariableSolution(i));
            }
            
            Console.WriteLine("目标函数最大值为: " + solution.ObjectiveValue);
        }
        else
        {
            Console.WriteLine("求解失败.");
        }
    }
    private static ConstraintType GetConstraintType(double lowerBound, double upperBound)
    {
        if (double.IsNegativeInfinity(lowerBound) && double.IsPositiveInfinity(upperBound))
        {
            return ConstraintType.EqualTo;
        }
        else if (!double.IsNegativeInfinity(lowerBound) && double.IsPositiveInfinity(upperBound))
        {
            return ConstraintType.GreaterThanOrEqualTo;
        }
        else if (double.IsNegativeInfinity(lowerBound) && !double.IsPositiveInfinity(upperBound))
        {
            return ConstraintType.LessThanOrEqualTo;
        }
        else
        {
            return ConstraintType.InRange;
        }
    }
}

class Program
{
    static void Main(string[] args)
    {
        double[] objectiveCoefficients = { 3, 4 };
        Matrix<double> constraintCoefficients = Matrix<double>.Build.DenseOfArray(new double[,]
        {
            { 1, 2 },
            { 3, -2 },
            { 1, -1 }
        });
        double[] lowerBounds = { 0, 0 };
        double[] upperBounds = { double.PositiveInfinity, double.PositiveInfinity };
        double[] constraintLowerBounds = { 0, 0, 0 };
        double[] constraintUpperBounds = { 14, 10, 15 };
        LinearProgrammingHelper.SolveLinearProgram(objectiveCoefficients, constraintCoefficients, lowerBounds, upperBounds, constraintLowerBounds, constraintUpperBounds);
    }
}