Examples with IntRowColumn org.ojalgo.access.Structure2D.IntRowColumn used on opensource projects

Example 6 with IntRowColumn

use of org.ojalgo.access.Structure2D.IntRowColumn in project ojAlgo by optimatika.

the class ExpressionsBasedModel method objective.

/**
 * This is generated on demend – you should not cache this. More specifically, modifications made to this
 * expression will not be part of the optimisation model. You define the objective by setting the
 * {@link Variable#weight(Number)}/{@link Expression#weight(Number)} on one or more variables and/or
 * expressions.
 *
 * @return The generated/aggregated objective function
 */
public Expression objective() {
    final Expression retVal = new Expression(OBJECTIVE, this);
    Variable tmpVariable;
    for (int i = 0; i < myVariables.size(); i++) {
        tmpVariable = myVariables.get(i);
        if (tmpVariable.isObjective()) {
            retVal.set(i, tmpVariable.getContributionWeight());
        }
    }
    BigDecimal tmpOldVal = null;
    BigDecimal tmpDiff = null;
    BigDecimal tmpNewVal = null;
    for (final Expression tmpExpression : myExpressions.values()) {
        if (tmpExpression.isObjective()) {
            final BigDecimal tmpContributionWeight = tmpExpression.getContributionWeight();
            // To avoid multiplication by 1.0
            final boolean tmpNotOne = tmpContributionWeight.compareTo(ONE) != 0;
            if (tmpExpression.isAnyLinearFactorNonZero()) {
                for (final IntIndex tmpKey : tmpExpression.getLinearKeySet()) {
                    tmpOldVal = retVal.get(tmpKey);
                    tmpDiff = tmpExpression.get(tmpKey);
                    tmpNewVal = tmpOldVal.add(tmpNotOne ? tmpContributionWeight.multiply(tmpDiff) : tmpDiff);
                    final Number value = tmpNewVal;
                    retVal.set(tmpKey, value);
                }
            }
            if (tmpExpression.isAnyQuadraticFactorNonZero()) {
                for (final IntRowColumn tmpKey : tmpExpression.getQuadraticKeySet()) {
                    tmpOldVal = retVal.get(tmpKey);
                    tmpDiff = tmpExpression.get(tmpKey);
                    tmpNewVal = tmpOldVal.add(tmpNotOne ? tmpContributionWeight.multiply(tmpDiff) : tmpDiff);
                    final Number value = tmpNewVal;
                    retVal.set(tmpKey, value);
                }
            }
        }
    }
    return retVal;
}

Example 7 with IntRowColumn

use of org.ojalgo.access.Structure2D.IntRowColumn in project ojAlgo by optimatika.

the class ConvexSolver method copy.

public static void copy(final ExpressionsBasedModel sourceModel, final ConvexSolver.Builder destinationBuilder) {
    destinationBuilder.reset();
    final List<Variable> tmpFreeVariables = sourceModel.getFreeVariables();
    final Set<IntIndex> tmpFixedVariables = sourceModel.getFixedVariables();
    final int tmpFreeVarDim = tmpFreeVariables.size();
    // final Array1D<Double> tmpCurrentSolution = Array1D.PRIMITIVE.makeZero(tmpFreeVarDim);
    // for (int i = 0; i < tmpFreeVariables.size(); i++) {
    // final BigDecimal tmpValue = tmpFreeVariables.get(i).getValue();
    // if (tmpValue != null) {
    // tmpCurrentSolution.set(i, tmpValue.doubleValue());
    // }
    // }
    // final Optimisation.Result tmpKickStarter = new Optimisation.Result(Optimisation.State.UNEXPLORED, Double.NaN, tmpCurrentSolution);
    // AE & BE
    final List<Expression> tmpEqExpr = sourceModel.constraints().filter((final Expression c) -> c.isEqualityConstraint() && !c.isAnyQuadraticFactorNonZero()).collect(Collectors.toList());
    final int tmpEqExprDim = tmpEqExpr.size();
    if (tmpEqExprDim > 0) {
        final SparseStore<Double> tmpAE = SparseStore.PRIMITIVE.make(tmpEqExprDim, tmpFreeVarDim);
        final PhysicalStore<Double> tmpBE = FACTORY.makeZero(tmpEqExprDim, 1);
        for (int i = 0; i < tmpEqExprDim; i++) {
            final Expression tmpExpression = tmpEqExpr.get(i).compensate(tmpFixedVariables);
            for (final IntIndex tmpKey : tmpExpression.getLinearKeySet()) {
                final int tmpIndex = sourceModel.indexOfFreeVariable(tmpKey.index);
                if (tmpIndex >= 0) {
                    tmpAE.set(i, tmpIndex, tmpExpression.getAdjustedLinearFactor(tmpKey));
                }
            }
            tmpBE.set(i, 0, tmpExpression.getAdjustedUpperLimit());
        }
        destinationBuilder.equalities(tmpAE, tmpBE);
    }
    // Q & C
    final Expression tmpObjExpr = sourceModel.objective().compensate(tmpFixedVariables);
    PhysicalStore<Double> tmpQ = null;
    if (tmpObjExpr.isAnyQuadraticFactorNonZero()) {
        tmpQ = FACTORY.makeZero(tmpFreeVarDim, tmpFreeVarDim);
        final BinaryFunction<Double> tmpBaseFunc = sourceModel.isMaximisation() ? SUBTRACT : ADD;
        UnaryFunction<Double> tmpModifier;
        for (final IntRowColumn tmpKey : tmpObjExpr.getQuadraticKeySet()) {
            final int tmpRow = sourceModel.indexOfFreeVariable(tmpKey.row);
            final int tmpColumn = sourceModel.indexOfFreeVariable(tmpKey.column);
            if ((tmpRow >= 0) && (tmpColumn >= 0)) {
                tmpModifier = tmpBaseFunc.second(tmpObjExpr.getAdjustedQuadraticFactor(tmpKey));
                tmpQ.modifyOne(tmpRow, tmpColumn, tmpModifier);
                tmpQ.modifyOne(tmpColumn, tmpRow, tmpModifier);
            }
        }
    }
    PhysicalStore<Double> tmpC = null;
    if (tmpObjExpr.isAnyLinearFactorNonZero()) {
        tmpC = FACTORY.makeZero(tmpFreeVarDim, 1);
        if (sourceModel.isMinimisation()) {
            for (final IntIndex tmpKey : tmpObjExpr.getLinearKeySet()) {
                final int tmpIndex = sourceModel.indexOfFreeVariable(tmpKey.index);
                if (tmpIndex >= 0) {
                    tmpC.set(tmpIndex, 0, -tmpObjExpr.getAdjustedLinearFactor(tmpKey));
                }
            }
        } else {
            for (final IntIndex tmpKey : tmpObjExpr.getLinearKeySet()) {
                final int tmpIndex = sourceModel.indexOfFreeVariable(tmpKey.index);
                if (tmpIndex >= 0) {
                    tmpC.set(tmpIndex, 0, tmpObjExpr.getAdjustedLinearFactor(tmpKey));
                }
            }
        }
    }
    destinationBuilder.objective(tmpQ, tmpC);
    // AI & BI
    final List<Expression> tmpUpExpr = sourceModel.constraints().filter((final Expression c2) -> c2.isUpperConstraint() && !c2.isAnyQuadraticFactorNonZero()).collect(Collectors.toList());
    final int tmpUpExprDim = tmpUpExpr.size();
    final List<Variable> tmpUpVar = sourceModel.bounds().filter((final Variable c4) -> c4.isUpperConstraint()).collect(Collectors.toList());
    final int tmpUpVarDim = tmpUpVar.size();
    final List<Expression> tmpLoExpr = sourceModel.constraints().filter((final Expression c1) -> c1.isLowerConstraint() && !c1.isAnyQuadraticFactorNonZero()).collect(Collectors.toList());
    final int tmpLoExprDim = tmpLoExpr.size();
    final List<Variable> tmpLoVar = sourceModel.bounds().filter((final Variable c3) -> c3.isLowerConstraint()).collect(Collectors.toList());
    final int tmpLoVarDim = tmpLoVar.size();
    if ((tmpUpExprDim + tmpUpVarDim + tmpLoExprDim + tmpLoVarDim) > 0) {
        final SparseStore<Double> tmpAI = SparseStore.PRIMITIVE.make(tmpUpExprDim + tmpUpVarDim + tmpLoExprDim + tmpLoVarDim, tmpFreeVarDim);
        final PhysicalStore<Double> tmpBI = FACTORY.makeZero(tmpUpExprDim + tmpUpVarDim + tmpLoExprDim + tmpLoVarDim, 1);
        if (tmpUpExprDim > 0) {
            for (int i = 0; i < tmpUpExprDim; i++) {
                final Expression tmpExpression = tmpUpExpr.get(i).compensate(tmpFixedVariables);
                for (final IntIndex tmpKey : tmpExpression.getLinearKeySet()) {
                    final int tmpIndex = sourceModel.indexOfFreeVariable(tmpKey.index);
                    if (tmpIndex >= 0) {
                        tmpAI.set(i, tmpIndex, tmpExpression.getAdjustedLinearFactor(tmpKey));
                    }
                }
                tmpBI.set(i, 0, tmpExpression.getAdjustedUpperLimit());
            }
        }
        if (tmpUpVarDim > 0) {
            for (int i = 0; i < tmpUpVarDim; i++) {
                final Variable tmpVariable = tmpUpVar.get(i);
                tmpAI.set(tmpUpExprDim + i, sourceModel.indexOfFreeVariable(tmpVariable), tmpVariable.getAdjustmentFactor());
                tmpBI.set(tmpUpExprDim + i, 0, tmpVariable.getAdjustedUpperLimit());
            }
        }
        if (tmpLoExprDim > 0) {
            for (int i = 0; i < tmpLoExprDim; i++) {
                final Expression tmpExpression = tmpLoExpr.get(i).compensate(tmpFixedVariables);
                for (final IntIndex tmpKey : tmpExpression.getLinearKeySet()) {
                    final int tmpIndex = sourceModel.indexOfFreeVariable(tmpKey.index);
                    if (tmpIndex >= 0) {
                        tmpAI.set(tmpUpExprDim + tmpUpVarDim + i, tmpIndex, -tmpExpression.getAdjustedLinearFactor(tmpKey));
                    }
                }
                tmpBI.set(tmpUpExprDim + tmpUpVarDim + i, 0, -tmpExpression.getAdjustedLowerLimit());
            }
        }
        if (tmpLoVarDim > 0) {
            for (int i = 0; i < tmpLoVarDim; i++) {
                final Variable tmpVariable = tmpLoVar.get(i);
                tmpAI.set(tmpUpExprDim + tmpUpVarDim + tmpLoExprDim + i, sourceModel.indexOfFreeVariable(tmpVariable), -tmpVariable.getAdjustmentFactor());
                tmpBI.set(tmpUpExprDim + tmpUpVarDim + tmpLoExprDim + i, 0, -tmpVariable.getAdjustedLowerLimit());
            }
        }
        destinationBuilder.inequalities(tmpAI, tmpBI);
    }
}