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How to: Create and Solve a Nonlinear Model using a Third-party Solver

How to: Create and Solve a Nonlinear Model using a Third-party Solver

Solver Foundation 3.0

You can use nonlinear programming and Solver Foundation Services to create and solve nonlinear models using a third party solver. This topic provides an example of a nonlinear model that minimizes fuel consumption on a shipping route. The objective is to minimize the fuel consumption and emissions on the shipping route by optimizing speed on each segment of the route. This example is based on a problem described by K Fagerholt, G Laporte, and I Norstad in Journal of the Operational Research Society 61 (March, 2010), pages 523-529.

This table shows the following for each segment of the route: a segment identifier, the starting port, the distance, and boundaries for departure from port that specify the earliest and latest time that a ship may depart from port. The time values are in elapsed days.


Starting port

























Hong Kong




Note Note

Your computer might show different names or locations for some of the Visual Studio user interface elements in the following instructions. The Visual Studio edition that you have and the settings that you use determine these elements. For more information, see Visual Studio Settings.

To register the third-party solver

  • Create a console application named ShippingRoutes.

  • Add a reference to Microsoft Solver Foundation on the .NET tab of the Add Reference dialog box.

  • Add a reference to the assembly for the third-party solver.

  • After you install the third-party solver, add a file called app.config to the Visual Studio solution.

    The following XML shows the contents of an app.config file for a Solver Foundation project for a solver named the Fabrikam solver that specifies INonlinearSolver as the nonlinear programming interface.

    Note Note

    For detailed information about the attributes in this configuration file, see Developing with Solver Foundation Services (SFS).

    <?xml version="1.0" encoding="utf-8" ?>
          requirePermission="true" />
          <MsfPluginSolver name="fabrikam"

To use nonlinear programming and Solver Foundation Services to minimize fuel consumption and emissions

  1. Add the following Imports or using statements to the top of the program code file.

    using Microsoft.SolverFoundation.Common;
    using Microsoft.SolverFoundation.Services;
  2. Create a class that defines route segment data. The class must include properties for the data shown in the preceding table, and additional properties that represent sailing speed, in knots, time in port, and the number of days in port. The following code creates this class.

    class Segment
        // The name of the starting port.
        public string StartingPort { get; set; }
        // A unique identifier for the segment.
        public int Id { get; set; }
        // Segment distance in nautical miles.
        public double Distance { get; set; }
        // The earliest time (in hours) when the ship can depart from port.
        public double MinDepartDay { get; set; }
        // The earliest time (in days) when the ship can depart from port.
        public double MinDepartTime { get { return MinDepartDay * 24.0; } }
        // The latest time (in hours) when the ship can depart from port.
        public double MaxDepartDay { get; set; }
        // The latest time (in days) when the ship can depart from port.
        public double MaxDepartTime { get { return MaxDepartDay * 24.0; } }
        // The departure time.
        public double DepartTime { get; set; }
        // The departure day.
        public double DepartDay { get { return DepartTime / 24.0; } }
        // The average sailing speed (in knots).
        public double Knots { get; set; }
        // Time in port.
        public double WaitTime { get; set; }
        // Number of days in port.
        public double WaitDays { get { return WaitTime / 24.0; } }
        // Returns a string representation of the Segment.
        public override string ToString()
            return String.Format("{0}   [{1}, {2}]   wait {5}   depart {3}   knots {4:f2}",
  3. In the Main method, use the following code to populate a new Segment object with the route segment data from the table.

      Segment[] segmentData = new Segment[] { 
      new Segment { Id = 0, Distance = 0, MinDepartDay = 0, MaxDepartDay = 0,
          StartingPort = "Vancouver" },
      new Segment { Id = 1, Distance = 510, MinDepartDay = 1, MaxDepartDay = 4,
          StartingPort = "Seattle" },
      new Segment { Id = 2, Distance = 2699, MinDepartDay = 50, MaxDepartDay = 65,
          StartingPort = "Busan" },
      new Segment { Id = 3, Distance = 838, MinDepartDay = 70, MaxDepartDay = 75,
          StartingPort = "Kaohsiung" },
      new Segment { Id = 4, Distance = 3625, MinDepartDay = 74, MaxDepartDay = 80,
          StartingPort = "Hong Kong" }
  4. In the Main method, add the following code to get the context environment for a solver and to create a new model.

    SolverContext context = SolverContext.GetContext();
    Model model = context.CreateModel();
  5. Add a set that represents route segments, a parameter that represents the distances of the route segments, and two parameters that represent the early and late departure times. In the following code, the early parameter represents the earliest time that a ship can depart from port. The late parameter represents the latest time that a ship can depart from port. The time values are in elapsed days.

    Set segments = new Set(Domain.Integer, "segments");
    Parameter distance = new Parameter(Domain.RealNonnegative, "distance", segments);
    distance.SetBinding(segmentData, "Distance", "Id");
    Parameter early = new Parameter(Domain.RealNonnegative, "early", segments);
    early.SetBinding(segmentData, "MinDepartTime", "Id");
    Parameter late = new Parameter(Domain.RealNonnegative, "late", segments);
    late.SetBinding(segmentData, "MaxDepartTime", "Id");
    model.AddParameters(distance, early, late);
  6. Add a decision that represents the speed in knots, a decision that represents the departure time, and add a decision that represents time spent waiting in port. Speed is the primary decision variable.

    Decision speed = new Decision(Domain.RealRange(14, 20), "speed", segments);
    speed.SetBinding(segmentData, "Knots", "Id");
    Decision time = new Decision(Domain.RealRange(0, 100 * 24), "time", segments);
    time.SetBinding(segmentData, "DepartTime", "Id");
    Decision wait = new Decision(Domain.RealRange(0, 100 * 24), "wait", segments);
    wait.SetBinding(segmentData, "WaitTime", "Id");
    model.AddDecisions(speed, time, wait);
  7. Add a constraint that restricts the departure time based on the early and late values, a constraint that calculates the departure time for the current segment, and a constraint that sets the initial wait time value.

    model.AddConstraint("bounds", Model.ForEach(segments, s => early[s] <= time[s] <= late[s]));
    // The departure time for segment s is the sum of departure time for the previous segment,
    // the sailing time, and time in port.
    model.AddConstraint("times", Model.ForEachWhere(segments,
      s => time[s - 1] + distance[s - 1] / speed[s - 1] + wait[s] == time[s],
      s => (s > 0)));
    model.AddConstraint("wait_0", wait[0] == 0);
  8. Add a goal to specify that the solver should minimize fuel consumption. The goal should include a cubic function to calculate fuel consumption. This function should also account for time spent waiting in port.

    Goal fuel = model.AddGoal("fuel", GoalKind.Minimize, Model.Sum(Model.ForEach(segments,
      s => distance[s] * (0.0036 * Model.Power(speed[s], 2) - 0.1015 * speed[s] + 0.8848) 
          + 0.01 * wait[s])));
  9. Use the following code to solve the model and write decision values to the solver internal database. Use a directive that is specific to the third-party solver. Each third-party solver provides a directive class that allows you to use solver-specific features, if necessary.

    fabrikamDirective directive = new fabrikamDirective();
    directive.someProperty = someValue;
  10. Print out fuel consumption and segment data.

    Console.WriteLine(String.Format("Fuel consumption: {0:f2}", fuel.ToDouble()));
    Console.WriteLine(new string('-', segmentData[0].ToString().Length));
    foreach (var seg in segmentData)
  11. Press F5 to build and run the code.

    Note Note

    For an example that solves the shipping route model by using the internal hybrid local search solver, see How to: Use Nonlinear Programming using the Solver Foundation Services APIs

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