Examples with Expression org.ojalgo.optimisation.Expression used on opensource projects

Example 6 with Expression

use of org.ojalgo.optimisation.Expression in project ojAlgo by optimatika.

the class P20150720 method buildModel1.

public static ExpressionsBasedModel buildModel1() {
    // List of Variable Names
    final List<String> variablesName = new ArrayList<>();
    variablesName.add("CUSTOMER_1|PRODUCT_TYPE_1");
    variablesName.add("CUSTOMER_2|PRODUCT_TYPE_1");
    variablesName.add("CUSTOMER_3|PRODUCT_TYPE_1");
    variablesName.add("CUSTOMER_3|PRODUCT_TYPE_2");
    variablesName.add("CUSTOMER_3|PRODUCT_TYPE_3");
    variablesName.add("CUSTOMER_3|PRODUCT_TYPE_4");
    variablesName.add("CUSTOMER_3|PRODUCT_TYPE_5");
    variablesName.add("CUSTOMER_4|PRODUCT_TYPE_1");
    variablesName.add("CUSTOMER_4|PRODUCT_TYPE_2");
    variablesName.add("CUSTOMER_5|PRODUCT_TYPE_2");
    variablesName.add("CUSTOMER_5|PRODUCT_TYPE_3");
    variablesName.add("CUSTOMER_5|PRODUCT_TYPE_4");
    variablesName.add("CUSTOMER_6|PRODUCT_TYPE_2");
    variablesName.add("CUSTOMER_6|PRODUCT_TYPE_3");
    variablesName.add("CUSTOMER_6|PRODUCT_TYPE_4");
    variablesName.add("CUSTOMER_6|PRODUCT_TYPE_5");
    /*
         * Constraints for each Customer = Demand of each Customer Sum of all variable linked to the customer
         * <= Demand.
         */
    final Map<String, Integer> constraintsCustomer = new LinkedHashMap<>();
    constraintsCustomer.put("CUSTOMER_1", 40_000);
    constraintsCustomer.put("CUSTOMER_2", 25_000);
    constraintsCustomer.put("CUSTOMER_3", 15_000);
    constraintsCustomer.put("CUSTOMER_4", 5_000);
    constraintsCustomer.put("CUSTOMER_5", 2_000);
    final double demandTotal = constraintsCustomer.values().stream().mapToDouble(e -> e.doubleValue()).sum();
    /*
         * Constraits for each product type = Stock per product type. Sum of all variable linked to this
         * product type <=
         */
    final Map<String, Integer> constraintsProduct = new HashMap<>();
    constraintsProduct.put("PRODUCT_TYPE_1", 50_000);
    constraintsProduct.put("PRODUCT_TYPE_2", 0);
    constraintsProduct.put("PRODUCT_TYPE_3", 0);
    constraintsProduct.put("PRODUCT_TYPE_4", 0);
    constraintsProduct.put("PRODUCT_TYPE_5", 0);
    final double stockTotal = constraintsProduct.values().stream().mapToDouble(e -> e.doubleValue()).sum();
    /*
         *
         */
    final ExpressionsBasedModel model = new ExpressionsBasedModel();
    final List<Variable> variables = new ArrayList<>();
    // Create All Variables:
    // BasicLogger.debug("---- Variable creation ------");
    variablesName.forEach(name -> {
        final Variable var = Variable.make(name).integer(true).lower(0.0);
        model.addVariable(var);
        variables.add(var);
    // BasicLogger.debug(var);
    });
    // BasicLogger.debug("---- Constraints customers ------");
    // Apply Customers constraints.
    constraintsCustomer.entrySet().forEach(entry -> {
        final List<Variable> linked = variables.stream().filter(v -> v.getName().startsWith(entry.getKey())).collect(Collectors.toList());
        final Expression constraint = model.addExpression("CONSTRAINTS_" + entry.getKey());
        constraint.lower(0.0).upper(entry.getValue().doubleValue());
        constraint.setLinearFactorsSimple(linked);
        linked.forEach(v -> v.upper(entry.getValue().doubleValue()));
    // BasicLogger.debug(constraint);
    });
    // BasicLogger.debug("---- Constraints Product ------");
    // Apply Product Type constraints.
    constraintsProduct.entrySet().forEach(entry -> {
        final List<Variable> linked = variables.stream().filter(v -> v.getName().endsWith(entry.getKey())).collect(Collectors.toList());
        final Expression constraint = model.addExpression("CONSTRAINTS_" + entry.getKey());
        constraint.lower(0.0).upper(entry.getValue().doubleValue());
        constraint.setLinearFactorsSimple(linked);
    // BasicLogger.debug(constraint);
    });
    /*
         * Objective expression. - Maximize the Sum of all variables - Minimize the Sum of square error vs
         * proportionality.
         */
    // BasicLogger.debug("---- Objective  ------");
    final Expression objective = model.addExpression("OBJECTIVE").weight(1.0);
    // - Maximize the Sum of all variables
    objective.setLinearFactorsSimple(variables);
    final List<Variable> errors = new ArrayList<>();
    // BasicLogger.debug("---- Error formula ------");
    constraintsCustomer.entrySet().forEach(entry -> {
        final List<Variable> linked = variables.stream().filter(v -> v.getName().startsWith(entry.getKey())).collect(Collectors.toList());
        if (!linked.isEmpty() && (entry.getValue().doubleValue() > 0)) {
            final Variable error = Variable.make("ERROR:" + entry.getKey());
            model.addVariable(error);
            errors.add(error);
            final Expression errorExp = model.addExpression("ERROR_EXP:" + entry.getKey()).level(stockTotal / demandTotal);
            linked.forEach(v -> errorExp.set(v, 1.0 / entry.getValue().doubleValue()));
            errorExp.set(error, -1.0);
            // - Squared of error.
            objective.set(error, error, -1.0);
        }
    });
    return model;
}

Example 7 with Expression

use of org.ojalgo.optimisation.Expression in project ojAlgo by optimatika.

the class BurkardtDatasetsMps method testMPStestprob.

/**
 * A simple problem with 4 rows and 3 variables. I got my version from here (same numbers but different
 * names): <a href="http://en.wikipedia.org/wiki/MPS_(format)">testprob@wikipedia</a> and/or
 * <a href="http://lpsolve.sourceforge.net/5.5/mps-format.htm">testprob@lpsolve</a>
 */
@Test
public void testMPStestprob() {
    final Variable tmpXONE = new Variable("XONE").weight(ONE).lower(ZERO).upper(FOUR);
    final Variable tmpYTWO = new Variable("YTWO").weight(FOUR).lower(NEG).upper(ONE);
    final Variable tmpZTHREE = new Variable("ZTHREE").weight(NINE).lower(ZERO).upper(null);
    final Variable[] tmpVariables = new Variable[] { tmpXONE, tmpYTWO, tmpZTHREE };
    final ExpressionsBasedModel tmpExpModel = new ExpressionsBasedModel(tmpVariables);
    final Expression tmpLIM1 = tmpExpModel.addExpression("LIM1");
    for (int v = 0; v < tmpVariables.length; v++) {
        tmpLIM1.set(v, new BigDecimal[] { ONE, ONE, ZERO }[v]);
    }
    tmpLIM1.upper(FIVE);
    final Expression tmpLIM2 = tmpExpModel.addExpression("LIM2");
    for (int v = 0; v < tmpVariables.length; v++) {
        tmpLIM2.set(v, new BigDecimal[] { ONE, ZERO, ONE }[v]);
    }
    tmpLIM2.lower(TEN);
    final Expression tmpMYEQN = tmpExpModel.addExpression("MYEQN");
    for (int v = 0; v < tmpVariables.length; v++) {
        tmpMYEQN.set(v, new BigDecimal[] { ZERO, ONE.negate(), ONE }[v]);
    }
    tmpMYEQN.level(SEVEN);
    TestUtils.assertTrue(tmpExpModel.validate());
    final File tmpFile = new File(PATH + "testprob.mps");
    final MathProgSysModel tmpActModel = MathProgSysModel.make(tmpFile);
    TestUtils.assertTrue(tmpActModel.validate());
    final Result tmpExpMinRes = tmpExpModel.minimise();
    final Result tmpActMinRes = tmpActModel.minimise();
    TestUtils.assertEquals(tmpExpMinRes.getValue(), tmpActMinRes.getValue(), PRECISION);
    TestUtils.assertEquals(tmpVariables.length, tmpExpMinRes.count());
    TestUtils.assertEquals(tmpVariables.length, tmpActMinRes.count());
    TestUtils.assertEquals(tmpExpMinRes, tmpActMinRes, PRECISION);
    for (int i = 0; i < tmpVariables.length; i++) {
        TestUtils.assertEquals(tmpVariables[i].getName(), tmpExpMinRes.doubleValue(i), tmpActMinRes.doubleValue(i), PRECISION);
    }
    if (!tmpExpModel.validate(tmpExpMinRes, PRECISION)) {
        TestUtils.fail(SOLUTION_NOT_VALID);
    }
    if (!tmpActModel.validate(tmpActMinRes, PRECISION)) {
        TestUtils.fail(SOLUTION_NOT_VALID);
    }
    this.assertMinMaxVal(tmpActModel.getExpressionsBasedModel(), new BigDecimal("54"), new BigDecimal("80"));
}

Example 8 with Expression

use of org.ojalgo.optimisation.Expression in project ojAlgo by optimatika.

the class ComPictetPamBamTest method setupModel.

void setupModel() {
    // 
    // variables
    // 
    vars = new Variable[numberOfVars];
    vars[0] = new Variable("x0").lower(BigMath.ZERO).upper(BigMath.HUNDRED);
    vars[1] = new Variable("x1").lower(BigMath.ZERO).upper(BigMath.HUNDRED);
    // 
    // model
    // 
    linearModel = new ExpressionsBasedModel(vars);
    {
        // 
        // x0 = 2*x1, i.e. x0 - 2*x1 = 0
        // 
        final Expression e = linearModel.addExpression("x0 = 2*x1");
        e.set(0, BigMath.ONE);
        e.set(1, BigMath.TWO.negate());
        e.level(BigMath.ZERO);
    }
}

Example 9 with Expression

use of org.ojalgo.optimisation.Expression in project ojAlgo by optimatika.

the class LinearDesignTestCases method buildOldKnapsackTestModel.

private ExpressionsBasedModel buildOldKnapsackTestModel() {
    Variable tmpVar;
    final Variable[] tmpVariables = new Variable[8];
    tmpVar = new Variable("QRHEDGE");
    tmpVar.weight(BigMath.ZERO);
    tmpVar.lower(BigMath.ZERO);
    tmpVar.upper(BigMath.ZERO);
    tmpVariables[0] = tmpVar;
    tmpVar = new Variable("QKORT");
    tmpVar.weight(new BigDecimal("0.0345"));
    tmpVar.lower(BigMath.ZERO);
    tmpVar.upper(BigMath.ONE);
    tmpVariables[1] = tmpVar;
    tmpVar = new Variable("QHEDGE");
    tmpVar.weight(new BigDecimal("0.04"));
    tmpVar.lower(new BigDecimal("0.1846"));
    tmpVar.upper(new BigDecimal("0.1846"));
    tmpVariables[2] = tmpVar;
    tmpVar = new Variable("QLÅNG");
    tmpVar.weight(new BigDecimal("0.0412"));
    tmpVar.lower(BigMath.ZERO);
    tmpVar.upper(BigMath.ONE);
    tmpVariables[3] = tmpVar;
    tmpVar = new Variable("QFF");
    tmpVar.weight(new BigDecimal("0.069575"));
    tmpVar.lower(BigMath.ZERO);
    tmpVar.upper(BigMath.ZERO);
    tmpVariables[4] = tmpVar;
    tmpVar = new Variable("QGLOBAL");
    tmpVar.weight(new BigDecimal("0.0738"));
    tmpVar.lower(BigMath.ZERO);
    tmpVar.upper(BigMath.ONE);
    tmpVariables[5] = tmpVar;
    tmpVar = new Variable("QSVERIGE");
    tmpVar.weight(new BigDecimal("0.1288"));
    tmpVar.lower(BigMath.ZERO);
    tmpVar.upper(BigMath.ONE);
    tmpVariables[6] = tmpVar;
    tmpVar = new Variable("QFF2");
    tmpVar.weight(new BigDecimal("2.3"));
    tmpVar.lower(BigMath.ZERO);
    tmpVar.upper(BigMath.ZERO);
    tmpVariables[7] = tmpVar;
    final ExpressionsBasedModel retVal = new ExpressionsBasedModel(tmpVariables);
    final int tmpLength = retVal.countVariables();
    final Expression retVal2 = retVal.addExpression("100%");
    for (int i = 0; i < tmpLength; i++) {
        retVal2.set(i, ONE);
    }
    final Expression retVal1 = retVal2;
    retVal1.lower(BigMath.ONE);
    retVal1.upper(BigMath.ONE);
    return retVal;
}

Example 10 with Expression

use of org.ojalgo.optimisation.Expression in project ojAlgo by optimatika.

the class LinearDesignTestCases method test3LinearModelCase.

/**
 * http://optlab-server.sce.carleton.ca/POAnimations/TwoPhase.aspx
 */
@Test
public void test3LinearModelCase() {
    final Variable[] tmpVariables = new Variable[] { new Variable("X1").lower(ZERO).weight(TEN.add(FIVE)), new Variable("X2").lower(ZERO).weight(TEN) };
    final ExpressionsBasedModel tmpModel = new ExpressionsBasedModel(tmpVariables);
    final Expression tmpExprC1 = tmpModel.addExpression("C1");
    for (int i = 0; i < tmpModel.countVariables(); i++) {
        tmpExprC1.set(i, new BigDecimal[] { ONE, ZERO }[i]);
    }
    tmpExprC1.upper(TWO);
    final Expression tmpExprC2 = tmpModel.addExpression("C2");
    for (int i = 0; i < tmpModel.countVariables(); i++) {
        tmpExprC2.set(i, new BigDecimal[] { ZERO, ONE }[i]);
    }
    tmpExprC2.upper(THREE);
    final Expression tmpExprC3 = tmpModel.addExpression("C3");
    for (int i = 0; i < tmpModel.countVariables(); i++) {
        tmpExprC3.set(i, new BigDecimal[] { ONE, ONE }[i]);
    }
    tmpExprC3.level(FOUR);
    final Optimisation.Result tmpResult = tmpModel.maximise();
    final BasicMatrix tmpSolution = RationalMatrix.FACTORY.columns(tmpResult);
    final PhysicalStore<Double> tmpExpX = PrimitiveDenseStore.FACTORY.rows(new double[][] { { 2.0 }, { 2.0 } });
    final PhysicalStore<Double> tmpActX = PrimitiveDenseStore.FACTORY.copy(tmpSolution.selectRows(new int[] { 0, 1 }));
    TestUtils.assertEquals(tmpExpX, tmpActX);
}