RSOME案例: 整数规划求解数独问题

RSOME: Robust Stochastic Optimization Made Easy

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Integer Programming for Sudoku

In this section we will use a Sudoku game to illustrate how to use integer and multi-dimensional arrays in RSOME. Sudoku is a popular number puzzle. The goal is to place the digits in [1,9] on a nine-by-nine grid, with some of the digits already filled in. The solution must satisfy the following four rules:

1. Each cell contains an integer in [1,9].
2. Each row must contain each of the integers in [1,9].
3. Each column must contain each of the integers in [1,9].
4. Each of the nine 3x3 squares with bold outlines must contain each of the integers in [1,9].

The Sudoku game can be considered as a feasibility optimization problem with the objective to be zero and constraints used to fulfill above rules. Consider a binary variable x i j k ∈ { 0 , 1 } x_{ijk}\in \{0, 1\} xijk​∈{ 0,1}, with $i\in [0,8]$, $j\in [0,8]$, and $k\in [0,8]$. It equals to one if an integer $k+1$ is placed in a cell at the $i$th row and $j$th column. Let $a_{ij}$ be the known number at the $i$th row and $j$th column, with $(i,j)\in \mathcal{I}\times \mathcal{J}$ as $\mathcal{I}$ and J \mathcal{J}