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Example 1 with PointValuePair

use of org.hipparchus.optim.PointValuePair in project symja_android_library by axkr.

the class LinearProgramming method numericEval.

@Override
public IExpr numericEval(final IAST ast, EvalEngine engine) {
    Validate.checkSize(ast, 4);
    try {
        if (ast.arg1().isList() && ast.arg2().isList() && ast.arg3().isList()) {
            double[] arg1D = Expr2Object.toDoubleVector((IAST) ast.arg1());
            LinearObjectiveFunction f = new LinearObjectiveFunction(arg1D, 0);
            Collection<LinearConstraint> constraints = new ArrayList<LinearConstraint>();
            IAST arg2 = (IAST) ast.arg2();
            IAST arg3 = (IAST) ast.arg3();
            if (arg2.size() != arg3.size()) {
                return F.NIL;
            }
            double[] arg2D;
            double[] arg3D;
            for (int i = 1; i < arg2.size(); i++) {
                arg2D = Expr2Object.toDoubleVector((IAST) arg2.get(i));
                if (arg2.get(i).isList()) {
                    if (arg3.get(i).isList()) {
                        arg3D = Expr2Object.toDoubleVector((IAST) arg3.get(i));
                        if (arg3D.length >= 2) {
                            double val = arg3D[1];
                            if (val == 0.0) {
                                constraints.add(new LinearConstraint(arg2D, Relationship.EQ, arg3D[0]));
                            } else if (val < 0.0) {
                                constraints.add(new LinearConstraint(arg2D, Relationship.LEQ, arg3D[0]));
                            } else if (val > 0.0) {
                                constraints.add(new LinearConstraint(arg2D, Relationship.GEQ, arg3D[0]));
                            }
                        } else if (arg3D.length == 1) {
                            constraints.add(new LinearConstraint(arg2D, Relationship.GEQ, arg3D[0]));
                        }
                    } else {
                        ISignedNumber sn = arg3.get(i).evalSignedNumber();
                        if (sn != null) {
                            constraints.add(new LinearConstraint(arg2D, Relationship.GEQ, sn.doubleValue()));
                        } else {
                            throw new WrongArgumentType(arg3, arg3.get(i), i, "Numeric vector or number expected!");
                        }
                    }
                } else {
                    throw new WrongArgumentType(ast, ast.get(i), i, "Numeric vector expected!");
                }
            }
            SimplexSolver solver = new SimplexSolver();
            // PointValuePair solution = solver.optimize(f, constraints, GoalType.MINIMIZE, true);
            PointValuePair solution = solver.optimize(f, new LinearConstraintSet(constraints), GoalType.MINIMIZE, new NonNegativeConstraint(true), PivotSelectionRule.BLAND);
            double[] values = solution.getPointRef();
            return F.List(values);
        }
    } catch (MathIllegalStateException oe) {
        throw new WrappedException(oe);
    // if (Config.SHOW_STACKTRACE) {
    // oe.printStackTrace();
    // }
    }
    return F.NIL;
}
Also used : WrappedException(org.matheclipse.core.eval.exception.WrappedException) LinearConstraintSet(org.hipparchus.optim.linear.LinearConstraintSet) NonNegativeConstraint(org.hipparchus.optim.linear.NonNegativeConstraint) LinearObjectiveFunction(org.hipparchus.optim.linear.LinearObjectiveFunction) ArrayList(java.util.ArrayList) LinearConstraint(org.hipparchus.optim.linear.LinearConstraint) MathIllegalStateException(org.hipparchus.exception.MathIllegalStateException) LinearConstraint(org.hipparchus.optim.linear.LinearConstraint) NonNegativeConstraint(org.hipparchus.optim.linear.NonNegativeConstraint) PointValuePair(org.hipparchus.optim.PointValuePair) ISignedNumber(org.matheclipse.core.interfaces.ISignedNumber) WrongArgumentType(org.matheclipse.core.eval.exception.WrongArgumentType) SimplexSolver(org.hipparchus.optim.linear.SimplexSolver) IAST(org.matheclipse.core.interfaces.IAST)

Example 2 with PointValuePair

use of org.hipparchus.optim.PointValuePair in project symja_android_library by axkr.

the class NMinimize method simplexSolver.

protected static IExpr simplexSolver(VariablesSet vars, LinearObjectiveFunction f, OptimizationData... optData) {
    try {
        SimplexSolver solver = new SimplexSolver();
        PointValuePair solution = solver.optimize(optData);
        double[] values = solution.getPointRef();
        IAST result = F.List(F.num(f.value(values)), F.List(values));
        return result;
    } catch (MathIllegalStateException oe) {
        throw new WrappedException(oe);
    // if (Config.SHOW_STACKTRACE) {
    // oe.printStackTrace();
    // }
    }
}
Also used : WrappedException(org.matheclipse.core.eval.exception.WrappedException) SimplexSolver(org.hipparchus.optim.linear.SimplexSolver) IAST(org.matheclipse.core.interfaces.IAST) MathIllegalStateException(org.hipparchus.exception.MathIllegalStateException) PointValuePair(org.hipparchus.optim.PointValuePair)

Aggregations

MathIllegalStateException (org.hipparchus.exception.MathIllegalStateException)2 PointValuePair (org.hipparchus.optim.PointValuePair)2 SimplexSolver (org.hipparchus.optim.linear.SimplexSolver)2 WrappedException (org.matheclipse.core.eval.exception.WrappedException)2 IAST (org.matheclipse.core.interfaces.IAST)2 ArrayList (java.util.ArrayList)1 LinearConstraint (org.hipparchus.optim.linear.LinearConstraint)1 LinearConstraintSet (org.hipparchus.optim.linear.LinearConstraintSet)1 LinearObjectiveFunction (org.hipparchus.optim.linear.LinearObjectiveFunction)1 NonNegativeConstraint (org.hipparchus.optim.linear.NonNegativeConstraint)1 WrongArgumentType (org.matheclipse.core.eval.exception.WrongArgumentType)1 ISignedNumber (org.matheclipse.core.interfaces.ISignedNumber)1