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

Example 16 with Expression

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

the class P20130225 method makeModel.

static ExpressionsBasedModel makeModel() {
    final double alpha = 0.1;
    final TreeMap preCalculateCosts = P20130225.preCalculateCosts();
    final TreeMap variablesStation = new TreeMap();
    final TreeMap variablesUVStation = new TreeMap();
    final ArrayList allVariables = new ArrayList();
    for (int i = 0; i < preCalculateCosts.size(); i++) {
        final double[] costs = (double[]) preCalculateCosts.get(i);
        // Cost function = Min(sum(C_i_j*X_i_j + alpha*(sum(Ui + Vi))
        final int availableDocks = costs.length;
        final Variable u = new Variable("U_" + i).lower(BigDecimal.valueOf(0)).weight(BigDecimal.valueOf(alpha));
        final Variable v = new Variable("V_" + i).lower(BigDecimal.valueOf(0)).weight(BigDecimal.valueOf(alpha));
        allVariables.add(u);
        allVariables.add(v);
        final ArrayList uvVariables = new ArrayList();
        uvVariables.add(u);
        uvVariables.add(v);
        variablesUVStation.put(i, uvVariables);
        for (int j = 0; j < availableDocks; j++) {
            final double cost = costs[j];
            final Variable variable = new Variable("X_" + i + "_" + j).binary().weight(BigDecimal.valueOf(cost));
            if (variablesStation.containsKey(i)) {
                final ArrayList vars = (ArrayList) variablesStation.get(i);
                vars.add(variable);
            } else {
                final ArrayList vars = new ArrayList();
                vars.add(variable);
                variablesStation.put(i, vars);
            }
            allVariables.add(variable);
        }
    }
    final ExpressionsBasedModel tmpIntegerModel = new ExpressionsBasedModel(allVariables);
    // Exp_total_bikes = sum(j*X_i_j) <= 91;
    final Expression expresion1 = tmpIntegerModel.addExpression("Exp_total_bikes");
    for (int i = 0; i < tmpIntegerModel.countVariables(); i++) {
        final Variable v = tmpIntegerModel.getVariable(i);
        final String name = v.getName();
        if (name.startsWith("X_")) {
            final String state = name.substring(name.lastIndexOf("_") + 1, name.length());
            expresion1.set(v, BigDecimal.valueOf((Integer.parseInt(state))));
        }
    }
    expresion1.upper(BigDecimal.valueOf(91));
    for (int i = 0; i < preCalculateCosts.size(); i++) {
        // Exp_i = sum(X_i_j) = 1
        final ArrayList varsStation = (ArrayList) variablesStation.get(i);
        final Expression expresion2 = tmpIntegerModel.addExpression("Exp_" + i);
        expresion2.setLinearFactorsSimple(varsStation);
        expresion2.level(BigDecimal.valueOf(1));
    }
    for (int i = 0; i < preCalculateCosts.size(); i++) {
        // Exp_UV_i = Ui - Vi + sum(j*X_i_j) = 5
        final Expression expresion3 = tmpIntegerModel.addExpression("Exp_UV_" + i);
        final ArrayList varsStation = (ArrayList) variablesStation.get(i);
        for (int j = 0; j < varsStation.size(); j++) {
            final Variable v = (Variable) varsStation.get(j);
            final String name = v.getName();
            final int state = Integer.parseInt(name.substring(name.lastIndexOf("_") + 1, name.length()));
            expresion3.set(v, state);
        }
        final ArrayList uvStation = (ArrayList) variablesUVStation.get(i);
        final Variable u = (Variable) uvStation.get(0);
        final Variable v = (Variable) uvStation.get(1);
        expresion3.set(u, BigDecimal.ONE);
        expresion3.set(v, BigDecimal.valueOf(-1));
        expresion3.level(BigDecimal.valueOf(5));
    }
    return tmpIntegerModel;
}

Example 17 with Expression

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

the class P20150127a method getModel.

public static ExpressionsBasedModel getModel() {
    final ExpressionsBasedModel retVal = new ExpressionsBasedModel();
    final Variable x = Variable.make("x").integer(true);
    final Variable y = Variable.make("y").integer(true);
    retVal.addVariable(x);
    retVal.addVariable(y);
    int counter = 0;
    for (final int[] coeff : P20150127a.getCoefficients()) {
        final Expression tmpExpression = retVal.addExpression("inequality_" + ++counter);
        // We want coeff[0] * x + coeff[1] * y < 0. Since our
        // solutions are integer, we can do "<= -1".
        tmpExpression.upper(BigDecimal.ONE.negate());
        tmpExpression.set(x, coeff[0]);
        tmpExpression.set(y, coeff[1]);
    }
    return retVal;
}

Example 18 with Expression

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

the class P20150127b method getModel.

public static ExpressionsBasedModel getModel(final boolean branch, final boolean old) {
    final ExpressionsBasedModel retVal = new ExpressionsBasedModel();
    final Variable x = Variable.make("x").integer(true);
    final Variable y = Variable.make("y").integer(true);
    retVal.addVariable(x);
    retVal.addVariable(y);
    final List<int[]> coefficients = P20150127b.getCoefficients();
    int counter = 0;
    for (final int[] coeff : coefficients) {
        final Expression c = retVal.addExpression("inequality_" + ++counter);
        // We want coeff[0] * x + coeff[1] * y < 0. Since our
        // solutions are integer, we can do "<= -1".
        c.upper(BigDecimal.ONE.negate());
        c.set(x, coeff[0]);
        c.set(y, coeff[1]);
    }
    // the Branch&Bounde node which produces a wrong result uses.
    if (branch) {
        x.lower(1).upper(20);
        y.upper(-1);
        if (old) {
            // The integer solver used to set this lower limit in place of "no limit"
            y.lower(Integer.MIN_VALUE);
            retVal.relax(true);
        }
    }
    return retVal;
}

Example 19 with Expression

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

the class DesignCase method testFacilityLocation.

/**
 * http://www.ohio.edu/people/melkonia/math3050/slides/IPextendedintro.ppt Slide 8
 */
@Test
public void testFacilityLocation() {
    final ArrayList<Variable> tmpVariables = new ArrayList<>();
    tmpVariables.add(Variable.makeBinary("Factory in LA").weight(9));
    tmpVariables.add(Variable.makeBinary("Factory in SF").weight(5));
    tmpVariables.add(Variable.makeBinary("Warehouse in LA").weight(6));
    tmpVariables.add(Variable.makeBinary("Warehouse in SF").weight(4));
    final ExpressionsBasedModel tmpModel = new ExpressionsBasedModel();
    tmpModel.addVariables(tmpVariables);
    final Expression tmpBudgetCost = tmpModel.addExpression("Budget").upper(10);
    tmpBudgetCost.set(tmpVariables.get(0), 6);
    tmpBudgetCost.set(tmpVariables.get(1), 3);
    tmpBudgetCost.set(tmpVariables.get(2), 5);
    tmpBudgetCost.set(tmpVariables.get(3), 2);
    // tmpModel.options.debug(GenericSolver.class);
    final Result tmpResult = tmpModel.maximise();
    TestUtils.assertStateNotLessThanOptimal(tmpResult);
    TestUtils.assertEquals(15.0, tmpResult.getValue());
    TestUtils.assertEquals(0.0, tmpResult.doubleValue(0));
    TestUtils.assertEquals(1.0, tmpResult.doubleValue(1));
    TestUtils.assertEquals(1.0, tmpResult.doubleValue(2));
    TestUtils.assertEquals(1.0, tmpResult.doubleValue(3));
}

Example 20 with Expression

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

the class IntegerProblems method testP20130409a.

/**
 * apete's implementation of the original problem description.
 * <a href="http://bugzilla.optimatika.se/show_bug.cgi?id=178">BugZilla</a>
 */
@Test
public void testP20130409a() {
    final Variable[] tmpVariables = new Variable[] { new Variable("x1").lower(BigMath.ZERO).weight(BigMath.ONE), new Variable("x2013").lower(BigMath.ZERO).integer(true), new Variable("x2014").lower(BigMath.ZERO).integer(true) };
    final ExpressionsBasedModel tmpModel = new ExpressionsBasedModel(tmpVariables);
    final Expression tmpExpr1 = tmpModel.addExpression("Expr1");
    tmpExpr1.set(0, -1);
    tmpExpr1.set(1, 5100);
    tmpExpr1.set(2, -5000);
    tmpExpr1.upper(BigMath.ZERO);
    final Expression tmpExpr2 = tmpModel.addExpression("Expr2");
    tmpExpr2.set(0, 1);
    tmpExpr2.set(1, 5100);
    tmpExpr2.set(2, -5000);
    tmpExpr2.lower(BigMath.ZERO);
    final Expression tmpExpr3 = tmpModel.addExpression("Expr3");
    tmpExpr3.set(1, 5000);
    tmpExpr3.set(2, 5000);
    tmpExpr3.level(new BigDecimal(19105000));
    final BigArray tmpExpSol = BigArray.wrap(new BigDecimal[] { BigDecimal.valueOf(4200.000000000075), BigDecimal.valueOf(1892), BigDecimal.valueOf(1929) });
    TestUtils.assertTrue("Expected Solution Not Valid", tmpModel.validate(tmpExpSol));
    // tmpModel.options.debug(GenericSolver.class);
    // tmpModel.options.problem = NumberContext.getGeneral(12);
    final Result tmpResult = tmpModel.minimise();
    // BasicLogger.debug(tmpResult.toString());
    TestUtils.assertEquals("Solution Not Correct", tmpExpSol, tmpResult, new NumberContext(8, 8));
    TestUtils.assertTrue("Solver State Not Optimal", tmpResult.getState().isOptimal());
}