Examples with PrimitiveDenseStore org.ojalgo.matrix.store.PrimitiveDenseStore used on opensource projects

Example 41 with PrimitiveDenseStore

use of org.ojalgo.matrix.store.PrimitiveDenseStore in project ojAlgo by optimatika.

the class ActiveSetSolver method shrink.

private final void shrink() {
    final int[] incl = myActivator.getIncluded();
    final PrimitiveDenseStore soluL = this.getSolutionL();
    final int numbEqus = this.countEqualityConstraints();
    int toExclude = incl[0];
    double maxWeight = ZERO;
    for (int i = 0; i < incl.length; i++) {
        final double tmpValue = soluL.doubleValue(numbEqus + incl[i]);
        final double tmpWeight = PrimitiveFunction.ABS.invoke(tmpValue) * PrimitiveFunction.MAX.invoke(-tmpValue, ONE);
        if (tmpWeight > maxWeight) {
            maxWeight = tmpWeight;
            toExclude = incl[i];
        }
    }
    this.exclude(toExclude);
}

Example 42 with PrimitiveDenseStore

use of org.ojalgo.matrix.store.PrimitiveDenseStore in project ojAlgo by optimatika.

the class IterativeASS method performIteration.

@Override
protected void performIteration() {
    if (this.isDebug()) {
        this.log("\nPerformIteration {}", 1 + this.countIterations());
        this.log(this.toActivatorString());
    }
    final int toInclude = this.getConstraintToInclude();
    this.setConstraintToInclude(-1);
    final int[] incl = this.getIncluded();
    final int[] excl = this.getExcluded();
    boolean solved = false;
    if (toInclude >= 0) {
        final int constrIndex = this.countEqualityConstraints() + toInclude;
        final SparseArray<Double> constrBody = this.getMatrixAI(toInclude);
        final double constrRHS = this.getMatrixBI(toInclude);
        this.addConstraint(constrIndex, constrBody, constrRHS);
    }
    final PrimitiveDenseStore iterX = this.getIterationX();
    if ((this.countIterationConstraints() < this.countVariables()) && (solved = this.isSolvableQ())) {
        if (this.countIterationConstraints() == 0L) {
            // Unconstrained - can happen when there are no equality constraints and all inequalities are inactive
            iterX.fillMatching(this.getInvQC());
        } else {
            // Actual/normal optimisation problem
            final double tmpRelativeError = myS.resolve(this.getSolutionL());
            if (this.isDebug()) {
                this.log("Relative error {} in solution for L={}", tmpRelativeError, this.getIterationL(incl));
            }
            final ElementsSupplier<Double> tmpRHS = this.getIterationL(incl).premultiply(this.getIterationA().transpose()).operateOnMatching(this.getIterationC(), SUBTRACT);
            this.getSolutionQ(tmpRHS, iterX);
        }
    }
    if (!solved) {
        // The above failed, try solving the full KKT system instaed
        final PrimitiveDenseStore tmpXL = PrimitiveDenseStore.FACTORY.makeZero(this.countVariables() + this.countIterationConstraints(), 1L);
        if (solved = this.solveFullKKT(tmpXL)) {
            iterX.fillMatching(tmpXL.logical().limits(this.countVariables(), 1).get());
            for (int i = 0; i < this.countEqualityConstraints(); i++) {
                this.getSolutionL().set(i, tmpXL.doubleValue(this.countVariables() + i));
            }
            final int tmpLengthIncluded = incl.length;
            for (int i = 0; i < tmpLengthIncluded; i++) {
                this.getSolutionL().set(this.countEqualityConstraints() + incl[i], tmpXL.doubleValue(this.countVariables() + this.countEqualityConstraints() + i));
            }
        }
    }
    this.handleIterationResults(solved, iterX, incl, excl);
}

Example 43 with PrimitiveDenseStore

use of org.ojalgo.matrix.store.PrimitiveDenseStore in project ojAlgo by optimatika.

the class SimplexSolver method extractSolution.

/**
 * Extract solution MatrixStore from the tableau
 */
@Override
protected PhysicalStore<Double> extractSolution() {
    final int colRHS = myTableau.countConstraints() + myTableau.countVariables();
    final PrimitiveDenseStore solution = PrimitiveDenseStore.FACTORY.makeZero(myTableau.countVariables(), 1);
    final int numberOfConstraints = myTableau.countConstraints();
    for (int row = 0; row < numberOfConstraints; row++) {
        final int variableIndex = myTableau.getBasis(row);
        if (variableIndex >= 0) {
            solution.set(variableIndex, myTableau.doubleValue(row, colRHS));
        }
    }
    return solution;
}

Example 44 with PrimitiveDenseStore

use of org.ojalgo.matrix.store.PrimitiveDenseStore in project ojAlgo by optimatika.

the class Quaternion method toMultiplicationVector.

public MatrixStore<Double> toMultiplicationVector() {
    final PrimitiveDenseStore retVal = PrimitiveDenseStore.FACTORY.makeZero(4L, 1L);
    retVal.set(0L, myScalar);
    retVal.set(1L, i);
    retVal.set(2L, j);
    retVal.set(3L, k);
    return retVal;
}

Example 45 with PrimitiveDenseStore

use of org.ojalgo.matrix.store.PrimitiveDenseStore in project ojAlgo by optimatika.

the class Quaternion method vector.

public PhysicalStore<Double> vector() {
    final PrimitiveDenseStore retVal = PrimitiveDenseStore.FACTORY.makeZero(3L, 1L);
    retVal.set(0L, i);
    retVal.set(1L, j);
    retVal.set(2L, k);
    return retVal;
}