[math] SimplexSolver - how to restrict solution to integer values?

[Michele Mazzucco]

Hi all,

I am trying to solve an optimization problem using the SimplexSolver.
The solution should be of type integer (e.g., which shoes and how many of each 
type to buy?), not double:

Best      4.462 at [0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 6.561679790026248] found 
in 2 iterations


I am using the following code

        LinearObjectiveFunction f = new LinearObjectiveFunction(new 
double[]{0.085d, 0.34d, 0.68d, 0.5d, 1d, 2d, 0.17d, 0.68d}, 0d);
        
        Collection<LinearConstraint> constraints = new 
ArrayList<LinearConstraint>();
        constraints.add(new LinearConstraint(new double[] {1d, 4.12, 8.24d, 
7.57d, 15.14d, 30.28d, 3.8d, 15.24d}, Relationship.GEQ, 100));
       
        
        
        SimplexSolver solver = new SimplexSolver();
        RealPointValuePair solution = solver.optimize(f, constraints, 
GoalType.MINIMIZE, true);
        
        double value = solution.getValue();
        double[] point = solution.getPointRef();
        
        
        System.out.printf("Best %10.3f at %s found in %d iterations\n", value, 
Arrays.toString(point), solver.getIterations());



Is there any way to achieve my goal?


Thanks,
Michele
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