stigler_diet.cc

// Licensed under the Apache License, Version 2.0 (the "License");
// you may not use this file except in compliance with the License.
// You may obtain a copy of the License at
//
//     http://www.apache.org/licenses/LICENSE-2.0
//
// Unless required by applicable law or agreed to in writing, software
// distributed under the License is distributed on an "AS IS" BASIS,
// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
// See the License for the specific language governing permissions and
// limitations under the License.

#include "ortools/base/logging.h"
#include "ortools/linear_solver/linear_solver.h"
#include "ortools/linear_solver/linear_solver.pb.h"

namespace operations_research {
void RunStiglerDietExample() {
  // Nutrient minimums.
  std::vector<std::pair<std::string, double>> nutrients = {
      {"Calories (kcal)", 3.0},
      {"Protein (g)", 70.0},
      {"Calcium (g)", 0.8},
      {"Iron (mg)", 12.0},
      {"Vitamin A (kIU)", 5.0},
      {"Thiamine (Vitamin B1) (mg)", 1.8},
      {"Riboflavin (Vitamin B2) (mg)", 2.7},
      {"Niacin (mg)", 18.0},
      {"Ascorbic Acid (Vitamin C) (mg)", 75.0}};

  struct Commodity {
    // Commodity name
    std::string name;
    // Unit
    std::string unit;
    // 1939 price per unit (cents)
    double price;
    // Calories (kcal)
    // Protein (g)
    // Calcium (g)
    // Iron (mg)
    // Vitamin A (kIU)
    // Vitamin B1 (mg)
    // Vitamin B2 (mg)
    // Niacin (mg)
    // Vitamin C (mg)
    std::vector<double> nutrients;
  };

  std::vector<Commodity> data = {
      {"Wheat Flour (Enriched)",
       "10 lb.",
       36,
       {44.7, 1411, 2, 365, 0, 55.4, 33.3, 441, 0}},
      {"Macaroni", "1 lb.", 14.1, {11.6, 418, 0.7, 54, 0, 3.2, 1.9, 68, 0}},
      {"Wheat Cereal (Enriched)",
       "28 oz.",
       24.2,
       {11.8, 377, 14.4, 175, 0, 14.4, 8.8, 114, 0}},
      {"Corn Flakes", "8 oz.", 7.1, {11.4, 252, 0.1, 56, 0, 13.5, 2.3, 68, 0}},
      {"Corn Meal",
       "1 lb.",
       4.6,
       {36.0, 897, 1.7, 99, 30.9, 17.4, 7.9, 106, 0}},
      {"Hominy Grits",
       "24 oz.",
       8.5,
       {28.6, 680, 0.8, 80, 0, 10.6, 1.6, 110, 0}},
      {"Rice", "1 lb.", 7.5, {21.2, 460, 0.6, 41, 0, 2, 4.8, 60, 0}},
      {"Rolled Oats", "1 lb.", 7.1, {25.3, 907, 5.1, 341, 0, 37.1, 8.9, 64, 0}},
      {"White Bread (Enriched)",
       "1 lb.",
       7.9,
       {15.0, 488, 2.5, 115, 0, 13.8, 8.5, 126, 0}},
      {"Whole Wheat Bread",
       "1 lb.",
       9.1,
       {12.2, 484, 2.7, 125, 0, 13.9, 6.4, 160, 0}},
      {"Rye Bread", "1 lb.", 9.1, {12.4, 439, 1.1, 82, 0, 9.9, 3, 66, 0}},
      {"Pound Cake", "1 lb.", 24.8, {8.0, 130, 0.4, 31, 18.9, 2.8, 3, 17, 0}},
      {"Soda Crackers", "1 lb.", 15.1, {12.5, 288, 0.5, 50, 0, 0, 0, 0, 0}},
      {"Milk", "1 qt.", 11, {6.1, 310, 10.5, 18, 16.8, 4, 16, 7, 177}},
      {"Evaporated Milk (can)",
       "14.5 oz.",
       6.7,
       {8.4, 422, 15.1, 9, 26, 3, 23.5, 11, 60}},
      {"Butter", "1 lb.", 30.8, {10.8, 9, 0.2, 3, 44.2, 0, 0.2, 2, 0}},
      {"Oleomargarine", "1 lb.", 16.1, {20.6, 17, 0.6, 6, 55.8, 0.2, 0, 0, 0}},
      {"Eggs", "1 doz.", 32.6, {2.9, 238, 1.0, 52, 18.6, 2.8, 6.5, 1, 0}},
      {"Cheese (Cheddar)",
       "1 lb.",
       24.2,
       {7.4, 448, 16.4, 19, 28.1, 0.8, 10.3, 4, 0}},
      {"Cream", "1/2 pt.", 14.1, {3.5, 49, 1.7, 3, 16.9, 0.6, 2.5, 0, 17}},
      {"Peanut Butter",
       "1 lb.",
       17.9,
       {15.7, 661, 1.0, 48, 0, 9.6, 8.1, 471, 0}},
      {"Mayonnaise", "1/2 pt.", 16.7, {8.6, 18, 0.2, 8, 2.7, 0.4, 0.5, 0, 0}},
      {"Crisco", "1 lb.", 20.3, {20.1, 0, 0, 0, 0, 0, 0, 0, 0}},
      {"Lard", "1 lb.", 9.8, {41.7, 0, 0, 0, 0.2, 0, 0.5, 5, 0}},
      {"Sirloin Steak",
       "1 lb.",
       39.6,
       {2.9, 166, 0.1, 34, 0.2, 2.1, 2.9, 69, 0}},
      {"Round Steak", "1 lb.", 36.4, {2.2, 214, 0.1, 32, 0.4, 2.5, 2.4, 87, 0}},
      {"Rib Roast", "1 lb.", 29.2, {3.4, 213, 0.1, 33, 0, 0, 2, 0, 0}},
      {"Chuck Roast", "1 lb.", 22.6, {3.6, 309, 0.2, 46, 0.4, 1, 4, 120, 0}},
      {"Plate", "1 lb.", 14.6, {8.5, 404, 0.2, 62, 0, 0.9, 0, 0, 0}},
      {"Liver (Beef)",
       "1 lb.",
       26.8,
       {2.2, 333, 0.2, 139, 169.2, 6.4, 50.8, 316, 525}},
      {"Leg of Lamb", "1 lb.", 27.6, {3.1, 245, 0.1, 20, 0, 2.8, 3.9, 86, 0}},
      {"Lamb Chops (Rib)",
       "1 lb.",
       36.6,
       {3.3, 140, 0.1, 15, 0, 1.7, 2.7, 54, 0}},
      {"Pork Chops", "1 lb.", 30.7, {3.5, 196, 0.2, 30, 0, 17.4, 2.7, 60, 0}},
      {"Pork Loin Roast",
       "1 lb.",
       24.2,
       {4.4, 249, 0.3, 37, 0, 18.2, 3.6, 79, 0}},
      {"Bacon", "1 lb.", 25.6, {10.4, 152, 0.2, 23, 0, 1.8, 1.8, 71, 0}},
      {"Ham, smoked", "1 lb.", 27.4, {6.7, 212, 0.2, 31, 0, 9.9, 3.3, 50, 0}},
      {"Salt Pork", "1 lb.", 16, {18.8, 164, 0.1, 26, 0, 1.4, 1.8, 0, 0}},
      {"Roasting Chicken",
       "1 lb.",
       30.3,
       {1.8, 184, 0.1, 30, 0.1, 0.9, 1.8, 68, 46}},
      {"Veal Cutlets", "1 lb.", 42.3, {1.7, 156, 0.1, 24, 0, 1.4, 2.4, 57, 0}},
      {"Salmon, Pink (can)",
       "16 oz.",
       13,
       {5.8, 705, 6.8, 45, 3.5, 1, 4.9, 209, 0}},
      {"Apples", "1 lb.", 4.4, {5.8, 27, 0.5, 36, 7.3, 3.6, 2.7, 5, 544}},
      {"Bananas", "1 lb.", 6.1, {4.9, 60, 0.4, 30, 17.4, 2.5, 3.5, 28, 498}},
      {"Lemons", "1 doz.", 26, {1.0, 21, 0.5, 14, 0, 0.5, 0, 4, 952}},
      {"Oranges", "1 doz.", 30.9, {2.2, 40, 1.1, 18, 11.1, 3.6, 1.3, 10, 1998}},
      {"Green Beans", "1 lb.", 7.1, {2.4, 138, 3.7, 80, 69, 4.3, 5.8, 37, 862}},
      {"Cabbage", "1 lb.", 3.7, {2.6, 125, 4.0, 36, 7.2, 9, 4.5, 26, 5369}},
      {"Carrots", "1 bunch", 4.7, {2.7, 73, 2.8, 43, 188.5, 6.1, 4.3, 89, 608}},
      {"Celery", "1 stalk", 7.3, {0.9, 51, 3.0, 23, 0.9, 1.4, 1.4, 9, 313}},
      {"Lettuce", "1 head", 8.2, {0.4, 27, 1.1, 22, 112.4, 1.8, 3.4, 11, 449}},
      {"Onions", "1 lb.", 3.6, {5.8, 166, 3.8, 59, 16.6, 4.7, 5.9, 21, 1184}},
      {"Potatoes",
       "15 lb.",
       34,
       {14.3, 336, 1.8, 118, 6.7, 29.4, 7.1, 198, 2522}},
      {"Spinach", "1 lb.", 8.1, {1.1, 106, 0, 138, 918.4, 5.7, 13.8, 33, 2755}},
      {"Sweet Potatoes",
       "1 lb.",
       5.1,
       {9.6, 138, 2.7, 54, 290.7, 8.4, 5.4, 83, 1912}},
      {"Peaches (can)",
       "No. 2 1/2",
       16.8,
       {3.7, 20, 0.4, 10, 21.5, 0.5, 1, 31, 196}},
      {"Pears (can)",
       "No. 2 1/2",
       20.4,
       {3.0, 8, 0.3, 8, 0.8, 0.8, 0.8, 5, 81}},
      {"Pineapple (can)",
       "No. 2 1/2",
       21.3,
       {2.4, 16, 0.4, 8, 2, 2.8, 0.8, 7, 399}},
      {"Asparagus (can)",
       "No. 2",
       27.7,
       {0.4, 33, 0.3, 12, 16.3, 1.4, 2.1, 17, 272}},
      {"Green Beans (can)",
       "No. 2",
       10,
       {1.0, 54, 2, 65, 53.9, 1.6, 4.3, 32, 431}},
      {"Pork and Beans (can)",
       "16 oz.",
       7.1,
       {7.5, 364, 4, 134, 3.5, 8.3, 7.7, 56, 0}},
      {"Corn (can)", "No. 2", 10.4, {5.2, 136, 0.2, 16, 12, 1.6, 2.7, 42, 218}},
      {"Peas (can)",
       "No. 2",
       13.8,
       {2.3, 136, 0.6, 45, 34.9, 4.9, 2.5, 37, 370}},
      {"Tomatoes (can)",
       "No. 2",
       8.6,
       {1.3, 63, 0.7, 38, 53.2, 3.4, 2.5, 36, 1253}},
      {"Tomato Soup (can)",
       "10 1/2 oz.",
       7.6,
       {1.6, 71, 0.6, 43, 57.9, 3.5, 2.4, 67, 862}},
      {"Peaches, Dried",
       "1 lb.",
       15.7,
       {8.5, 87, 1.7, 173, 86.8, 1.2, 4.3, 55, 57}},
      {"Prunes, Dried",
       "1 lb.",
       9,
       {12.8, 99, 2.5, 154, 85.7, 3.9, 4.3, 65, 257}},
      {"Raisins, Dried",
       "15 oz.",
       9.4,
       {13.5, 104, 2.5, 136, 4.5, 6.3, 1.4, 24, 136}},
      {"Peas, Dried",
       "1 lb.",
       7.9,
       {20.0, 1367, 4.2, 345, 2.9, 28.7, 18.4, 162, 0}},
      {"Lima Beans, Dried",
       "1 lb.",
       8.9,
       {17.4, 1055, 3.7, 459, 5.1, 26.9, 38.2, 93, 0}},
      {"Navy Beans, Dried",
       "1 lb.",
       5.9,
       {26.9, 1691, 11.4, 792, 0, 38.4, 24.6, 217, 0}},
      {"Coffee", "1 lb.", 22.4, {0, 0, 0, 0, 0, 4, 5.1, 50, 0}},
      {"Tea", "1/4 lb.", 17.4, {0, 0, 0, 0, 0, 0, 2.3, 42, 0}},
      {"Cocoa", "8 oz.", 8.6, {8.7, 237, 3, 72, 0, 2, 11.9, 40, 0}},
      {"Chocolate", "8 oz.", 16.2, {8.0, 77, 1.3, 39, 0, 0.9, 3.4, 14, 0}},
      {"Sugar", "10 lb.", 51.7, {34.9, 0, 0, 0, 0, 0, 0, 0, 0}},
      {"Corn Syrup", "24 oz.", 13.7, {14.7, 0, 0.5, 74, 0, 0, 0, 5, 0}},
      {"Molasses", "18 oz.", 13.6, {9.0, 0, 10.3, 244, 0, 1.9, 7.5, 146, 0}},
      {"Strawberry Preserves",
       "1 lb.",
       20.5,
       {6.4, 11, 0.4, 7, 0.2, 0.2, 0.4, 3, 0}}};

  // Instantiate the solver
  MPSolver solver("StiglerDietExample", MPSolver::GLOP_LINEAR_PROGRAMMING);

  // Declare an array to hold our nutritional data.
  std::vector<MPVariable*> food;

  // Objective: minimize the sum of (price-normalized) foods.
  MPObjective* const objective = solver.MutableObjective();
  const double infinity = solver.infinity();
  for (const Commodity& commodity : data) {
    food.push_back(solver.MakeNumVar(0.0, infinity, commodity.name));
    objective->SetCoefficient(food.back(), 1);
  }
  objective->SetMinimization();

  // Create the constraints, one per nutrient.
  std::vector<MPConstraint*> constraints;
  for (std::size_t i = 0; i < nutrients.size(); ++i) {
    constraints.push_back(
        solver.MakeRowConstraint(nutrients[i].second, infinity));
    for (std::size_t j = 0; j < data.size(); ++j) {
      constraints.back()->SetCoefficient(food[j], data[j].nutrients[i]);
    }
  }

  LOG(INFO) << "Number of variables = " << solver.NumVariables();
  LOG(INFO) << "Number of constraints = " << solver.NumConstraints();

  // Solve!
  const MPSolver::ResultStatus result_status = solver.Solve();
  // Check that the problem has an optimal solution.
  if (result_status != MPSolver::OPTIMAL) {
    LOG(INFO) << "The problem does not have an optimal solution!";
    if (result_status == MPSolver::FEASIBLE) {
      LOG(INFO) << "A potentially suboptimal solution was found";
    } else {
      LOG(INFO) << "The solver could not solve the problem.";
    }
    return;
  }

  std::vector<double> nutrients_result(nutrients.size());
  LOG(INFO) << "";
  LOG(INFO) << "Annual Foods:";
  for (std::size_t i = 0; i < data.size(); ++i) {
    if (food[i]->solution_value() > 0.0) {
      LOG(INFO) << data[i].name << ": $" << 365. * food[i]->solution_value();
    }
    for (std::size_t j = 0; j < nutrients.size(); ++j) {
      nutrients_result[j] += data[i].nutrients[j] * food[i]->solution_value();
    }
  }
  LOG(INFO) << "";
  LOG(INFO) << "Optimal annual price: $" << 365. * objective->Value();
  LOG(INFO) << "";
  LOG(INFO) << "Nutrients per day:";
  for (std::size_t i = 0; i < nutrients.size(); ++i) {
    LOG(INFO) << nutrients[i].first << ": " << nutrients_result[i] << " (min "
              << nutrients[i].second << ")";
  }
  LOG(INFO) << "";
  LOG(INFO) << "Advanced usage:";
  LOG(INFO) << "Problem solved in " << solver.wall_time() << " milliseconds";
  LOG(INFO) << "Problem solved in " << solver.iterations() << " iterations";
}
}  // namespace operations_research

int main(int argc, char** argv) {
  google::InitGoogleLogging(argv[0]);
  FLAGS_logtostderr = 1;
  operations_research::RunStiglerDietExample();
  return EXIT_SUCCESS;
}