Getting Started

This example shows how to build, solve, and explore the results of a simple linear program (LP) using MathOpt. Information about installing OR-Tools is available in the install guide. Additional notes on how to build and run from source are deferred to the end.

Build a MathOpt model

In your source, you typically only need to add a single MathOpt dependency:

Python

from ortools.math_opt.python import mathopt

C++

#include <iostream>
#include <ostream>

#include "absl/log/check.h"
#include "absl/status/statusor.h"
#include "ortools/base/init_google.h"
#include "ortools/math_opt/cpp/math_opt.h"

The following linear programming problem is used throughout this guide, and it is solved with GLOP.

$$\begin{aligned} &\max &x + 2 \cdot y\\ &\text{subject to} &x + y &\leq 1.5 \\ &&-1 \leq x &\leq 1.5 \\ &&0 \leq y &\leq 1 \end{aligned}$$

First, build the model:

Python

# Build the model.
model = mathopt.Model(name="getting_started_lp")
x = model.add_variable(lb=-1.0, ub=1.5, name="x")
y = model.add_variable(lb=0.0, ub=1.0, name="y")
model.add_linear_constraint(x + y <= 1.5)
model.maximize(x + 2 * y)

C++

// Build the model.
namespace math_opt = ::operations_research::math_opt;
math_opt::Model lp_model("getting_started_lp");
const math_opt::Variable x = lp_model.AddContinuousVariable(-1.0, 1.5, "x");
const math_opt::Variable y = lp_model.AddContinuousVariable(0.0, 1.0, "y");
lp_model.AddLinearConstraint(x + y <= 1.5, "c");
lp_model.Maximize(x + 2 * y);

Solve and inspect the solution

Next, set the parameters for the solve. Solving optimization models with MathOpt is highly configurable. There are solver-independent parameters (e.g. enable output), solver-specific parameters (e.g. GlopParameters.optimization_rule), parameters that depend on properties of the model (e.g. branching priority), a callback for the solver logs, and a callback to monitor and control the optimization. The following code turns the solver logs on.

Python

# Set parameters, e.g. turn on logging.
params = mathopt.SolveParameters(enable_output=True)

C++

// Set parameters, e.g. turn on logging.
math_opt::SolveArguments args;
args.parameters.enable_output = true;

To solve the problem using GLOP, Google's simplex-based LP solver, use the Solve() function.

Python

# Solve and ensure an optimal solution was found with no errors.
# (mathopt.solve may raise a RuntimeError on invalid input or internal solver
# errors.)
result = mathopt.solve(model, mathopt.SolverType.GLOP, params=params)
if result.termination.reason != mathopt.TerminationReason.OPTIMAL:
    raise RuntimeError(f"model failed to solve: {result.termination}")

C++

// Solve and ensure an optimal solution was found with no errors.
const absl::StatusOr<math_opt::SolveResult> result =
    math_opt::Solve(lp_model, math_opt::SolverType::kGlop, args);
CHECK_OK(result.status());
CHECK_OK(result->termination.EnsureIsOptimal());

Last, inspect the objective value of the optimal solution and the optimal variable values. Note that because the termination reason was optimal, it is safe to assume these values exist, but for other termination reasons (for example, infeasible or unbounded) calling these methods can CHECK fail (in C++) or raise an exception (in Python).

Python

# Print some information from the result.
print("MathOpt solve succeeded")
print("Objective value:", result.objective_value())
print("x:", result.variable_values()[x])
print("y:", result.variable_values()[y])

C++

// Print some information from the result.
std::cout << "MathOpt solve succeeded" << std::endl;
std::cout << "Objective value: " << result->objective_value() << std::endl;
std::cout << "x: " << result->variable_values().at(x) << std::endl;
std::cout << "y: " << result->variable_values().at(y) << std::endl;

Notes on building and running your code with Bazel

If you are building MathOpt from source using bazel, this example needs the following dependencies in the build target:

Python

"//util/operations_research/math_opt/python:mathopt"

C++

"//util/operations_research/math_opt/cpp:math_opt"
"//util/operations_research/math_opt/solvers:glop_solver"

To run your code, the following bazel command builds and runs your target.

Python

bazel run path/to/you:target --with_scip=false --with_cp_sat=false
--with_glpk=false --with_glop=true -- --your_flags

C++

bazel run path/to/you:target -- --your_flags