Force C# SolverFoundation SimplexSolver to find an int solution

Question

It is stated here that SimplexSolver "Defines a branch-and-bound search for optimizing mixed integer problems." which should mean that it finds an integer solution for a given task but it finds a precise solution with a double values.

Is there a way to force it to find an integer solution or i should implement my own branch-and-bound on top of given double solutions?

Answer 1

Is there a way to force it to find an integer solution or i should implement my own branch-and-bound on top of given double solutions?

No need to implement B&B algorithm, just declare your variables as integers and SimplexSolver should be able to solve it and provide integer optimal solution. See example here. Relevant snippet below:

SimplexSolver solver = new SimplexSolver();

// ...

for (int i = 0; i < 5; i++) {
  solver.AddVariable(string.Format("project{0}", i),
                      out chooseProjectX[i]);
  solver.SetBounds(chooseProjectX[i], 0, 1);
  solver.SetIntegrality(chooseProjectX[i], true);
  // ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
  solver.SetCoefficient(profit, chooseProjectX[i],
                         estimatedProfitOfProjectX[i]);
  solver.SetCoefficient(expenditure, chooseProjectX[i],
                         capitalRequiredForProjectX[i]);
}