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

Example 21 with Expression

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

the class IntegerProblems method testP20130409b.

/**
 * Test case sent in by the user / problem reporter
 * <a href="http://bugzilla.optimatika.se/show_bug.cgi?id=178">BugZilla</a>
 */
@Test
public void testP20130409b() {
    final Variable x1 = Variable.make("x1");
    final Variable x2013 = Variable.make("x2013");
    final Variable x2014 = Variable.make("x2014");
    final Variable x2015 = Variable.make("x2015");
    x2013.setInteger(true);
    x2014.setInteger(true);
    x2015.setInteger(true);
    final ExpressionsBasedModel tmpModel = new ExpressionsBasedModel();
    tmpModel.addVariable(x1);
    tmpModel.addVariable(x2013);
    tmpModel.addVariable(x2014);
    tmpModel.addVariable(x2015);
    final Expression obj = tmpModel.addExpression("obj");
    obj.set(x1, 1);
    obj.weight(BigDecimal.valueOf(1));
    final Expression c1 = tmpModel.addExpression("c1");
    c1.set(x1, 1);
    c1.lower(BigDecimal.valueOf(0));
    final Expression c2 = tmpModel.addExpression("c2");
    c2.set(x2014, -5000);
    c2.set(x2013, 5100);
    c2.set(x1, -1);
    c2.upper(BigDecimal.valueOf(0));
    final Expression c3 = tmpModel.addExpression("c3");
    c3.set(x2014, -5000);
    c3.set(x2013, 5100);
    c3.set(x1, 1);
    c3.lower(BigDecimal.valueOf(0));
    final Expression c4 = tmpModel.addExpression("c4");
    c4.set(x2014, 150);
    c4.set(x2013, 5100);
    c4.set(x2015, -5000);
    c4.set(x1, -1);
    c4.upper(BigDecimal.valueOf(0));
    final Expression c5 = tmpModel.addExpression("c5");
    c5.set(x2014, 150);
    c5.set(x2013, 5100);
    c5.set(x2015, -5000);
    c5.set(x1, 1);
    c5.lower(BigDecimal.valueOf(0));
    final Expression c6 = tmpModel.addExpression("c6");
    c6.set(x2015, 5000);
    c6.set(x2014, 5000);
    c6.set(x2013, 5000);
    c6.level(BigDecimal.valueOf(19105000));
    final BigArray tmpExpSol = BigArray.wrap(new BigDecimal[] { BigDecimal.valueOf(4849.999999997941), BigDecimal.valueOf(1245), BigDecimal.valueOf(1269), BigDecimal.valueOf(1307) });
    TestUtils.assertTrue("Expected Solution Not Valid", tmpModel.validate(tmpExpSol));
    // tmpModel.options.debug(IntegerSolver.class);
    // tmpModel.options.problem = NumberContext.getGeneral(8);
    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());
}

Example 22 with Expression

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

the class IntegerProblems method testP20140819.

/**
 * <a href="http://bugzilla.optimatika.se/show_bug.cgi?id=211">BugZilla-211</a>
 */
@Test
public void testP20140819() {
    final ExpressionsBasedModel tmpModel = new ExpressionsBasedModel();
    final double[] tmpWeights = new double[] { 2691.5357279536333, 2600.760150603986, 2605.8958795795374, 2606.7208332501104, 2715.0757845953835, 2602.194912040238, 2606.0069468717575, 2609.0385816244316, 2750.0520522057927, 2602.048261785581, 2600.507229973181, 2602.046307869504, 2721.343937605796, 2601.7367414553805, 2600.595318433882, 2599.405979211142 };
    for (int v = 0; v < tmpWeights.length; v++) {
        tmpModel.addVariable(Variable.make("x" + v).integer(true).lower(0).upper(414).weight(tmpWeights[v]));
    }
    // 117 <= 30 30 30 30 0 4 0 0 0 4 0 0 0 4 0 0 <= 14868
    // 36 <= 0 4 0 0 40 40 40 40 0 0 4 0 0 0 4 0 <= 170569
    // 341 <= 0 0 8 0 0 0 8 0 68 68 68 68 0 0 0 5 <= 140833
    // 413 <= 0 0 0 8 0 0 0 9 0 0 0 6 59 59 59 59 <= 48321
    final int[] tmpLower = new int[] { 117, 36, 341, 413 };
    final int[] tmpUpper = new int[] { 14868, 170569, 140833, 48321 };
    final int[][] tmpFactors = new int[4][];
    tmpFactors[0] = new int[] { 30, 30, 30, 30, 0, 4, 0, 0, 0, 4, 0, 0, 0, 4, 0, 0 };
    tmpFactors[1] = new int[] { 0, 4, 0, 0, 40, 40, 40, 40, 0, 0, 4, 0, 0, 0, 4, 0 };
    tmpFactors[2] = new int[] { 0, 0, 8, 0, 0, 0, 8, 0, 68, 68, 68, 68, 0, 0, 0, 5 };
    tmpFactors[3] = new int[] { 0, 0, 0, 8, 0, 0, 0, 9, 0, 0, 0, 6, 59, 59, 59, 59 };
    for (int c = 0; c < tmpFactors.length; c++) {
        final Expression tmpExpr = tmpModel.addExpression("C" + c);
        tmpExpr.lower(tmpLower[c]).upper(tmpUpper[c]);
        for (int v = 0; v < tmpFactors[c].length; v++) {
            tmpExpr.set(v, tmpFactors[c][v]);
        }
    }
    // tmpModel.options.debug(IntegerSolver.class);
    final Result tmpResult = tmpModel.minimise();
    if (OptimisationIntegerTests.DEBUG) {
        BasicLogger.debug(tmpResult);
        BasicLogger.debug(tmpModel);
    }
    TestUtils.assertStateNotLessThanOptimal(tmpResult);
    TestUtils.assertTrue(tmpModel.validate(tmpResult));
}

Example 23 with Expression

use of org.ojalgo.optimisation.Expression in project cogcomp-nlp by CogComp.

the class OJalgoHook method addGreaterThanConstraint.

public void addGreaterThanConstraint(int[] i, double[] a, double b) {
    if (log) {
        System.out.print("OJalgoHook: addGreaterThanConstraint(");
        for (int idx = 0; idx < i.length; idx++) System.out.print("(i=" + i[idx] + ", a=" + a[idx] + ") ");
        System.out.println("b= " + b + ")");
    }
    numConstraints++;
    Expression constraint = model.addExpression("GreaterThanConstraint: " + Integer.toString(numConstraints));
    constraint.lower(b);
    for (int ind = 0; ind < i.length; ind++) {
        constraint.setLinearFactor(i[ind], a[ind]);
    // in jdk8:
    // constraint.set(i[ind], a[ind]);
    }
}

Example 24 with Expression

use of org.ojalgo.optimisation.Expression in project cogcomp-nlp by CogComp.

the class OJalgoHook method addEqualityConstraint.

public void addEqualityConstraint(int[] i, double[] a, double b) {
    if (log) {
        System.out.print("OJalgoHook: addEqualityConstraint(");
        for (int idx = 0; idx < i.length; idx++) System.out.print("(i=" + i[idx] + ", a=" + a[idx] + ") ");
        System.out.println("b= " + b + ")");
    }
    numConstraints++;
    Expression constraint = model.addExpression("EqualityConstraint: " + Integer.toString(numConstraints));
    constraint.level(b);
    for (int ind = 0; ind < i.length; ind++) {
        constraint.setLinearFactor(i[ind], a[ind]);
    // in jdk8:
    // constraint.set(i[ind], a[ind])
    }
}

Example 25 with Expression

use of org.ojalgo.optimisation.Expression 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);
    }
}