I was asked to post the complete TSP sample code. In my previous posts the code was spread out and had a couple of typos.  Here goes:

using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using Microsoft.SolverFoundation.Services;

namespace Microsoft.SolverFoundation.Samples.TravelingSalesman {

  class Program {
    // TSP coordinate.
    public class Coordinate {
      public int Name { get; set; }

      // X-coordinate (from TSPLIB)
      public double X { get; set; }

      // Y-coordinate (from TSPLIB)
      public double Y { get; set; }

      public Coordinate(int name, double x, double y) {
        Name = name;
        X = x;
        Y = y;
      }

      // Latitude in radians.
      public double Latitude {
        get { return Math.PI * (Math.Truncate(X) + 5 * (X - Math.Truncate(X)) / 3) / 180; }
      }

      // Longitude in radians.
      public double Longitude {
        get { return Math.PI * (Math.Truncate(Y) + 5 * (Y - Math.Truncate(Y)) / 3) / 180; }
      }

      // Geographic distance between two points (as an integer).
      public int Distance(Coordinate p) {
        double q1 = Math.Cos(Longitude - p.Longitude);
        double q2 = Math.Cos(Latitude - p.Latitude);
        double q3 = Math.Cos(Latitude + p.Latitude);
        // There may rounding difficulties her if the points are close together...just sayin'.
        return (int)(6378.388 * Math.Acos(0.5 * ((1 + q1) * q2 - (1 - q1) * q3)) + 1);
      }
    }

    // TSP city-city arc.
    // 
    public class Arc {
      public int City1 { get; set; }
      public int City2 { get; set; }
      public double Distance { get; set; }
    }

    // Burma14 from TSPLIB. Optimal tour = 3323.
    private static Coordinate[] data = new Coordinate[] {
      new Coordinate(0, 16.47, 96.10),
      new Coordinate(1, 16.47, 94.44),
      new Coordinate(2, 20.09, 92.54),
      new Coordinate(3, 22.39, 93.37),
      new Coordinate(4, 25.23, 97.24),
      new Coordinate(5, 22.00, 96.05),
      new Coordinate(6, 20.47, 97.02),
      new Coordinate(7, 17.20, 96.29),
      new Coordinate(8, 16.30, 97.38),
      new Coordinate(9, 14.05, 98.12),
      new Coordinate(10, 16.53, 97.38),
      new Coordinate(11, 21.52, 95.59),
      new Coordinate(12, 19.41, 97.13),
      new Coordinate(13, 20.09, 94.55)
    };

    static void Main(string[] args) {
      SolveTsp();
    }

    private static void SolveTsp() {
      SolverContext context = SolverContext.GetContext();
      Model model = context.CreateModel();

      // ------------
      // Parameters
      Set city = new Set(Domain.IntegerNonnegative, "city");
      Parameter dist = new Parameter(Domain.Real, "dist", city, city);
      var arcs = from p1 in data
                 from p2 in data
                 select new Arc { City1 = p1.Name, City2 = p2.Name, Distance = p1.Distance(p2) };
      dist.SetBinding(arcs, "Distance", "City1", "City2");
      model.AddParameters(dist);

      // ------------
      // Decisions
      Decision assign = new Decision(Domain.IntegerRange(0, 1), "assign", city, city);
      Decision rank = new Decision(Domain.RealNonnegative, "rank", city);
      model.AddDecisions(assign, rank);

      // ------------
      // Goal: minimize the length of the tour.
      Goal goal = model.AddGoal("TourLength", GoalKind.Minimize,
        Model.Sum(Model.ForEach(city, i => Model.ForEachWhere(city, j => dist[i, j] * assign[i, j], j => i != j))));

      // ------------
      // Enter and leave each city only once.
      int N = data.Length;
      model.AddConstraint("assign_1",
        Model.ForEach(city, i => Model.Sum(Model.ForEachWhere(city, j => assign[i, j],
          j => i != j)) == 1));
      model.AddConstraint("assign_2",
        Model.ForEach(city, j => Model.Sum(Model.ForEachWhere(city, i => assign[i, j], i => i != j)) == 1));

      // Forbid subtours (Miller, Tucker, Zemlin - 1960...)
      model.AddConstraint("no_subtours",
        Model.ForEach(city,
          i => Model.ForEachWhere(city,
            j => rank[i] + 1 <= rank[j] + N * (1 - assign[i, j]),
            j => Model.And(i != j, i >= 1, j >= 1)
          )
        )
      );

      Solution solution = context.Solve();

      // Retrieve solution information.
      Console.WriteLine("Cost = {0}", goal.ToDouble());
      Console.WriteLine("Tour:");
      var tour = from p in assign.GetValues() where (double)p[0] > 0.9 select p[2];
      foreach (var i in tour.ToArray()) {
        Console.Write(i + " -> ");
      }
      Console.WriteLine();
    }
  }
}

I am pleased to announce the release of Solver Foundation v2.1. The Express edition is available now at http://code.msdn.microsoft.com/solverfoundation. The Standard and Academic Editions of Solver Foundation v2.1 have been released-to-manufacturing, and will be available online via MSDN and MSDNAA subscriber downloads. Our Enterprise edition will soon be available through Gurobi Optimization.

Version 2.1 provides new APIs and tool support to make it easier than ever to build, solve, and deploy enterprise-scale optimization models using Visual Studio 2010 and Office 2010. All of the additions in version 2.1 are a direct result of customer and partner feedback.

• Application Support
  • Excel add-in for Office 2010
  • .Net 4.0 / Visual Studio 2010 support
  • MSDN documentation and improved samples (including model deployment on Sharepoint 2010)
• Reporting
  • Full programmatic access to report data
  • Third-party report extensibility
  • Sensitivity, infeasibility reporting and more
• Events
  • Monitor solution progress as it happens
  • Customized data binding
  • Customized termination criteria
• Performance
  • SFS models consume less memory and are analyzed more quickly
  • Excel data binding performance on large data sets improved

2.1 has a pragmatic focus and is meant to address the issues that .Net programmers face building and debugging optimization models. Try out the Express version and let us know what you think!

I’m hard at work on our upcoming 2.1 release of Solver Foundation. But I’ve come across a few things lately so I thought I’d pass them on.

• My simple heuristic ended up finishing in the top 10% of NCAA tournament entries on espn.com.  At one point I was in the top 1000 on espn.com.  Not bad!
• I enjoy reading posts on "The Sports Economist".
• MetaQuotes Language 4 (MQL4) is a new built-in language for programming of trading strategies.
• Here is a useful list of finance packages for R.
• Here is a very readable article about minimizing conditional value at risk using both linear programming and simulation.
• IBM has had some great analytics commercials lately.
• Check out the new SIAM Journal on Financial Mathematics for free.
• Local fixture Gene Porter, the man behind "The Man", has passed away.  In my early days at Microsoft I made many sunny afternoon drives to Dixie's to get my digestive system cauterized by his hot sauce. He liked to blare Clarence Carter on the radio.  He was a cool guy and he will be missed.