OptQuery - a query expression for optimization

Built upon Microsoft SolverFoundation's ODSL and F# 3.0's custom keywords

---

Examples

let petrochem () =   
    opt { let! sa = var<Barrel/Day>()
          let! vz = var<_>()
          assume (0.3 * sa + 0.4 * vz >= 2000.<_>)
          assume (0.4 * sa + 0.2 * vz >= 1500.<_>)
          assume (0.2 * sa + 0.3 * vz >= 500.<_>)
          assume (sa <= 9000.<_> && sa >= 0.<_>)
          assume (vz <= 6000.<_> && vz >= 0.<_>)   
          minimise (20.0<Dollar/Barrel> * sa + 15.0<_> * vz)
    }

---

Syntax

The language implemented in this sample has the following grammar:

LinearProgram := (Variables, LinearConstraints, ObjectiveFunction)

Variables := Variable 
          := Variable \n Variables

Variable := let identifier = var       <UnitAnnotation>() 
         := let identifier = vararray1 <UnitAnnotation>(range) 
         := let identifier = vararray2 <UnitAnnotation>(range,range) 

ObjectiveFunction := minimise LinearFunction
                  := maximise LinearFunction

LinearFunction	:= RealConstant * RealVariable
                := LinearFunction + LinearFunction
                := sum range (fun identifier -> LinearFunction) 

LinearConstraints := LinearConstraint
                  := LinearConstraint \n LinearConstraints 

LinearConstraint := assume Constraint

Constraint := LinearFunction <= RealConstant
           := LinearFunction >= RealConstant
           := LinearFunction =  RealConstant
           := integral identifier
           := foreach range (fun identifier -> Constraint)

RealConstant := float_literal_constant
             := identifier
             := identifier.[Integer]
             := identifier.[Integer, Integer] 

RealVariable := identifier
             := identifier.[Integer]
             := identifier.[Integer, Integer]

Integer := integer_literal_constant
        := identifier

---

More details will be added later.