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

Example 11 with Expression

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

the class LinearDesignTestCases method test5LinearModelCase.

/**
 * http://www.maths.bris.ac.uk/~maxmr/opt/sm2.pdf
 */
@Test
public void test5LinearModelCase() {
    final Variable[] tmpVariables = new Variable[] { new Variable("X1").lower(ZERO).weight(TWO), new Variable("X2").lower(ZERO).weight(THREE) };
    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[] { HALF, QUARTER }[i]);
    }
    tmpExprC1.upper(FOUR);
    final Expression tmpExprC2 = tmpModel.addExpression("C2");
    for (int i = 0; i < tmpModel.countVariables(); i++) {
        tmpExprC2.set(i, new BigDecimal[] { ONE, THREE }[i]);
    }
    tmpExprC2.lower(TEN.add(TEN));
    final Expression tmpExprC3 = tmpModel.addExpression("C3");
    for (int i = 0; i < tmpModel.countVariables(); i++) {
        tmpExprC3.set(i, new BigDecimal[] { ONE, ONE }[i]);
    }
    tmpExprC3.level(TEN);
    final Optimisation.Result tmpResult = tmpModel.minimise();
    final BasicMatrix tmpSolution = RationalMatrix.FACTORY.columns(tmpResult);
    final PhysicalStore<Double> tmpExpX = PrimitiveDenseStore.FACTORY.rows(new double[][] { { 5.0 }, { 5.0 } });
    final PhysicalStore<Double> tmpActX = PrimitiveDenseStore.FACTORY.copy(tmpSolution.selectRows(new int[] { 0, 1 }));
    TestUtils.assertEquals(tmpExpX, tmpActX);
}

Example 12 with Expression

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

the class LinearDesignTestCases method test2LinearModelCase.

/**
 * http://www.stats.ox.ac.uk/~yu/4_Simplex_II.pdf
 */
@Test
public void test2LinearModelCase() {
    final Variable[] tmpVariables = new Variable[] { new Variable("X1").lower(ZERO).weight(THREE), new Variable("X2").lower(ZERO).weight(ZERO), new Variable("X3").lower(ZERO).weight(ONE) };
    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, TWO, ONE }[i]);
    }
    tmpExprC1.level(TEN);
    final Expression tmpExprC2 = tmpModel.addExpression("C2");
    for (int i = 0; i < tmpModel.countVariables(); i++) {
        tmpExprC2.set(i, new BigDecimal[] { ONE, TWO.negate(), TWO }[i]);
    }
    tmpExprC2.level(SIX);
    final Optimisation.Result tmpResult = tmpModel.maximise();
    final BasicMatrix tmpSolution = RationalMatrix.FACTORY.columns(tmpResult);
    final PhysicalStore<Double> tmpExpX = PrimitiveDenseStore.FACTORY.rows(new double[][] { { 8.0 }, { 1.0 }, { 0.0 } });
    final PhysicalStore<Double> tmpActX = PrimitiveDenseStore.FACTORY.copy(tmpSolution.selectRows(new int[] { 0, 1, 2 }));
    TestUtils.assertEquals(tmpExpX, tmpActX);
}

Example 13 with Expression

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

the class LinearDesignTestCases method test4LinearModelCase.

/**
 * http://www.saintmarys.edu/~psmith/338act14.html
 */
@Test
public void test4LinearModelCase() {
    final Variable[] tmpVariables = new Variable[] { new Variable("X1").lower(ZERO).weight(ONE.negate()), new Variable("X2").lower(ZERO).weight(ONE), new Variable("X3").lower(ZERO).weight(ZERO) };
    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[] { SIX, ONE.negate(), ZERO }[i]);
    }
    tmpExprC1.upper(TEN);
    final Expression tmpExprC2 = tmpModel.addExpression("C2");
    for (int i = 0; i < tmpModel.countVariables(); i++) {
        tmpExprC2.set(i, new BigDecimal[] { ONE, FIVE, ZERO }[i]);
    }
    tmpExprC2.lower(FOUR);
    final Expression tmpExprC3 = tmpModel.addExpression("C3");
    for (int i = 0; i < tmpModel.countVariables(); i++) {
        tmpExprC3.set(i, new BigDecimal[] { ONE, FIVE, ONE }[i]);
    }
    tmpExprC3.level(FIVE);
    final Optimisation.Result tmpResult = tmpModel.minimise();
    final BasicMatrix tmpSolution = RationalMatrix.FACTORY.columns(tmpResult);
    final PhysicalStore<Double> tmpExpX = PrimitiveDenseStore.FACTORY.rows(new double[][] { { 1.74 }, { 0.45 }, { 1.0 } });
    final PhysicalStore<Double> tmpActX = PrimitiveDenseStore.FACTORY.copy(tmpSolution.selectRows(new int[] { 0, 1, 2 }));
    tmpActX.modifyAll(new NumberContext(7, 2).getFunction(PrimitiveFunction.getSet()));
    TestUtils.assertEquals(tmpExpX, tmpActX);
}

Example 14 with Expression

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

the class LinearProblems method testMath286.

@Test
public void testMath286() {
    final Variable tmpX1 = new Variable("X1").weight(TENTH.multiply(EIGHT)).lower(TEN);
    final Variable tmpX2 = new Variable("X2").weight(TENTH.multiply(TWO)).lower(ZERO);
    final Variable tmpX3 = new Variable("X3").weight(TENTH.multiply(SEVEN)).lower(EIGHT);
    final Variable tmpX4 = new Variable("X4").weight(TENTH.multiply(THREE)).lower(ZERO);
    final Variable tmpX5 = new Variable("X5").weight(TENTH.multiply(SIX)).lower(FIVE);
    final Variable tmpX6 = new Variable("X6").weight(TENTH.multiply(FOUR)).lower(ZERO);
    final Variable[] tmpFullVars = new Variable[] { tmpX1.copy(), tmpX2.copy(), tmpX3.copy(), tmpX4.copy(), tmpX5.copy(), tmpX6.copy() };
    final Variable[] tmpOddVars = new Variable[] { tmpX1.copy(), tmpX3.copy(), tmpX5.copy() };
    final Variable[] tmpEvenVars = new Variable[] { tmpX2.copy(), tmpX4.copy(), tmpX6.copy() };
    final ExpressionsBasedModel tmpFullModel = new ExpressionsBasedModel(tmpFullVars);
    // tmpFullModel.setMaximisation();
    final ExpressionsBasedModel tmpOddModel = new ExpressionsBasedModel(tmpOddVars);
    // tmpOddModel.setMaximisation();
    final ExpressionsBasedModel tmpEvenModel = new ExpressionsBasedModel(tmpEvenVars);
    // tmpEvenModel.setMaximisation();
    // tmpFullModel.options.debug(LinearSolver.class);
    // tmpOddModel.options.debug(LinearSolver.class);
    // tmpEvenModel.options.debug(LinearSolver.class);
    final BigDecimal tmpRHS = new BigDecimal("23.0");
    final int tmpLength = tmpFullModel.countVariables();
    final Expression retVal = tmpFullModel.addExpression("C1");
    for (int i = 0; i < tmpLength; i++) {
        retVal.set(i, new BigDecimal[] { ONE, ZERO, ONE, ZERO, ONE, ZERO }[i]);
    }
    final Expression tmpAddWeightExpression = retVal;
    tmpAddWeightExpression.level(tmpRHS);
    final int tmpLength1 = tmpOddModel.countVariables();
    final Expression retVal1 = tmpOddModel.addExpression("C1");
    for (int i = 0; i < tmpLength1; i++) {
        retVal1.set(i, new BigDecimal[] { ONE, ONE, ONE }[i]);
    }
    final Expression tmpAddWeightExpression2 = retVal1;
    tmpAddWeightExpression2.level(tmpRHS);
    final int tmpLength2 = tmpFullModel.countVariables();
    final Expression retVal2 = tmpFullModel.addExpression("C2");
    for (int i = 0; i < tmpLength2; i++) {
        retVal2.set(i, new BigDecimal[] { ZERO, ONE, ZERO, ONE, ZERO, ONE }[i]);
    }
    final Expression tmpAddWeightExpression3 = retVal2;
    tmpAddWeightExpression3.level(tmpRHS);
    final int tmpLength3 = tmpEvenModel.countVariables();
    final Expression retVal3 = tmpEvenModel.addExpression("C2");
    for (int i = 0; i < tmpLength3; i++) {
        retVal3.set(i, new BigDecimal[] { ONE, ONE, ONE }[i]);
    }
    final Expression tmpAddWeightExpression4 = retVal3;
    tmpAddWeightExpression4.level(tmpRHS);
    final Expression tmpFullObjective = tmpFullModel.objective();
    final Expression tmpOddObjective = tmpOddModel.objective();
    final Expression tmpEvenObjective = tmpEvenModel.objective();
    // A valid solution of 25.8 can be produced with:
    // X1=10, X2=0, X3=8, X4=0, X5=5, X6=23
    final BigDecimal tmpClaimedValue = new BigDecimal("25.8");
    final Builder<PrimitiveMatrix> tmpBuilder = PrimitiveMatrix.FACTORY.getBuilder(6, 1);
    tmpBuilder.set(0, 0, 10);
    tmpBuilder.set(2, 0, 8);
    tmpBuilder.set(4, 0, 5);
    tmpBuilder.set(5, 0, 23);
    final BasicMatrix tmpFullSolution = tmpBuilder.build();
    final BasicMatrix tmpOddSolution = tmpFullSolution.selectRows(0, 2, 4);
    final BasicMatrix tmpEvenSolution = tmpFullSolution.selectRows(1, 3, 5);
    TestUtils.assertEquals("Claimed solution not valid!", true, tmpFullModel.validate(BigDenseStore.FACTORY.copy(tmpFullSolution), new NumberContext(7, 6)));
    final Double tmpActualValue = tmpFullObjective.toFunction().invoke(PrimitiveDenseStore.FACTORY.copy(tmpFullSolution));
    // final BigDecimal tmpActualValue = TypeUtils.toBigDecimal(tmpObjectiveValue);
    // JUnitUtils.assertEquals("Claimed objective value wrong!", 0, tmpClaimedValue.compareTo(tmpActualValue));
    TestUtils.assertEquals(tmpClaimedValue, tmpActualValue, new NumberContext(7, 6));
    // Start validating ojAlgo results
    final Optimisation.Result tmpEvenResult = tmpEvenModel.maximise();
    final Optimisation.Result tmpOddResult = tmpOddModel.maximise();
    final Optimisation.Result tmpFullResult = tmpFullModel.maximise();
    TestUtils.assertEquals(true, tmpEvenModel.validate(tmpEvenResult, new NumberContext(7, 6)));
    TestUtils.assertEquals(true, tmpOddModel.validate(tmpOddResult, new NumberContext(7, 6)));
    TestUtils.assertEquals(true, tmpFullModel.validate(tmpFullResult, new NumberContext(7, 6)));
    TestUtils.assertEquals(tmpEvenSolution, RationalMatrix.FACTORY.columns(tmpEvenResult).selectRows(0, 1, 2), new NumberContext(7, 6));
    TestUtils.assertEquals(tmpOddSolution, RationalMatrix.FACTORY.columns(tmpOddResult).selectRows(0, 1, 2), new NumberContext(7, 6));
    TestUtils.assertEquals(tmpFullSolution, RationalMatrix.FACTORY.columns(tmpFullResult).selectRows(0, 1, 2, 3, 4, 5), new NumberContext(7, 6));
    final BigDecimal tmpEvenValue = new NumberContext(7, 6).enforce(TypeUtils.toBigDecimal(tmpEvenObjective.toFunction().invoke(PrimitiveDenseStore.FACTORY.copy(PrimitiveMatrix.FACTORY.columns(tmpEvenResult).selectRows(0, 1, 2)))));
    final BigDecimal tmpOddValue = new NumberContext(7, 6).enforce(TypeUtils.toBigDecimal(tmpOddObjective.toFunction().invoke(PrimitiveDenseStore.FACTORY.copy(PrimitiveMatrix.FACTORY.columns(tmpOddResult).selectRows(0, 1, 2)))));
    final BigDecimal tmpFullValue = new NumberContext(7, 6).enforce(TypeUtils.toBigDecimal(tmpFullObjective.toFunction().invoke(PrimitiveDenseStore.FACTORY.copy(PrimitiveMatrix.FACTORY.columns(tmpFullResult).selectRows(0, 1, 2, 3, 4, 5)))));
    TestUtils.assertEquals(0, tmpFullValue.compareTo(tmpEvenValue.add(tmpOddValue)));
    TestUtils.assertEquals(0, tmpClaimedValue.compareTo(tmpFullValue));
}

Example 15 with Expression

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

the class OptimisationIntegerData method buildModelForP20100412.

public static ExpressionsBasedModel buildModelForP20100412() {
    final KnapsackItem[] tmpItems = { new KnapsackItem(20, 2), new KnapsackItem(30, 4) };
    final Variable[] tmpVariables = new Variable[tmpItems.length];
    for (int i = 0; i < tmpVariables.length; i++) {
        tmpVariables[i] = new Variable("Var" + String.valueOf(i));
        tmpVariables[i].lower(ZERO).upper(ONE).weight(tmpItems[i].value).integer(true);
    }
    final ExpressionsBasedModel retVal = new ExpressionsBasedModel(tmpVariables);
    final Expression tmpTotalWeightExpr = retVal.addExpression("Total Weight");
    for (int i = 0; i < tmpItems.length; i++) {
        tmpTotalWeightExpr.set(i, tmpItems[i].weight);
    }
    tmpTotalWeightExpr.lower(ZERO).upper(THREE);
    retVal.setMaximisation();
    return retVal;
}