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

Example 31 with Expression

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

the class P20150720 method buildModel2.

public static ExpressionsBasedModel buildModel2() {
    // 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).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.upper(entry.getValue().doubleValue());
        constraint.setLinearFactorsSimple(linked);
    // 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.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);
    // BasicLogger.debug("---- Error formula ------");
    /*
         * Example: x1, x2, x3 linked variables for Customer X Error = ( (x1+x2+x3) -
         * (SupplyTotal/DemandTotal) * DemandCustomerX )^2
         */
    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)) {
            linked.forEach(v1 -> {
                linked.forEach(v2 -> {
                    objective.set(v1, v2, -1);
                });
                objective.set(v1, ((2 * stockTotal) / demandTotal) * entry.getValue().doubleValue());
            });
        }
    });
    return model;
}

Example 32 with Expression

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

the class StrategyMixer method testStratCombQuadraticExpressionModel.

/**
 * This is test case using a reimplementation of the algorithm in {@link PortfolioMixer}.
 */
@Test
public void testStratCombQuadraticExpressionModel() {
    final BigDecimal[] tmpTarget = new BigDecimal[] { THIRD, THIRD, THIRD };
    final BigDecimal[] tmpStrat1 = new BigDecimal[] { HALF, HALF, ZERO };
    final BigDecimal[] tmpStrat2 = new BigDecimal[] { HALF, ZERO, HALF };
    final BigDecimal[] tmpStrat3 = new BigDecimal[] { ZERO, HALF, HALF };
    final BigDecimal[][] tmpStrats = new BigDecimal[][] { tmpStrat1, tmpStrat2, tmpStrat3 };
    final Variable[] tmpVars = new Variable[] { new Variable("S1"), new Variable("S2"), new Variable("S3"), Variable.makeBinary("B1"), Variable.makeBinary("B2"), Variable.makeBinary("B3") };
    for (int s = 0; s < 3; s++) {
        BigDecimal tmpVal = ZERO;
        for (int i = 0; i < 3; i++) {
            tmpVal = tmpVal.add(tmpTarget[i].multiply(tmpStrats[s][i]));
        }
        tmpVal = tmpVal.multiply(TWO).negate();
        tmpVars[s].weight(tmpVal);
        tmpVars[s].lower(ZERO);
        tmpVars[s].upper(ONE);
    }
    final ExpressionsBasedModel tmpModel = new ExpressionsBasedModel(tmpVars);
    // tmpModel.options.debug(IntegerSolver.class);
    // tmpModel.options.validate = false;
    final Expression tmpQuadObj = tmpModel.addExpression("Quadratic Objective Part");
    tmpQuadObj.weight(ONE);
    for (int row = 0; row < 3; row++) {
        for (int col = 0; col < 3; col++) {
            BigDecimal tmpVal = ZERO;
            for (int i = 0; i < 3; i++) {
                tmpVal = tmpVal.add(tmpStrats[row][i].multiply(tmpStrats[col][i]));
            }
            tmpQuadObj.set(row, col, tmpVal);
            tmpQuadObj.set(3 + row, 3 + col, tmpVal.multiply(THOUSANDTH));
        }
        final Expression tmpActive = tmpModel.addExpression(tmpVars[row].getName() + " Active");
        tmpActive.set(3 + row, ONE);
        tmpActive.set(row, NEG);
        tmpActive.lower(ZERO);
        if (OptimisationIntegerTests.DEBUG) {
            BasicLogger.debug(tmpActive.toString());
        }
    }
    final Expression tmpHundredPercent = tmpModel.addExpression("100%");
    tmpHundredPercent.level(ONE);
    tmpHundredPercent.set(0, ONE);
    tmpHundredPercent.set(1, ONE);
    tmpHundredPercent.set(2, ONE);
    if (OptimisationIntegerTests.DEBUG) {
        BasicLogger.debug(tmpHundredPercent.toString());
    }
    final Expression tmpStrategyCount = tmpModel.addExpression("Strategy Count");
    tmpStrategyCount.upper(TWO);
    tmpStrategyCount.set(3, ONE);
    tmpStrategyCount.set(4, ONE);
    tmpStrategyCount.set(5, ONE);
    if (OptimisationIntegerTests.DEBUG) {
        BasicLogger.debug(tmpStrategyCount.toString());
    }
    tmpModel.minimise();
    if (OptimisationIntegerTests.DEBUG) {
        BasicLogger.debug(tmpModel.toString());
        BasicLogger.debug(Arrays.toString(tmpVars));
    }
    int tmpUseCount = 0;
    double tmpTotalWeight = 0D;
    final Variable[] tmpSolution = new Variable[] { tmpVars[0], tmpVars[1], tmpVars[2] };
    for (final Variable tmpWeight : tmpSolution) {
        if (tmpWeight.getValue().signum() != 0) {
            tmpUseCount++;
            tmpTotalWeight += tmpWeight.getValue().doubleValue();
        }
    }
    TestUtils.assertEquals(TWO.intValue(), tmpUseCount);
    TestUtils.assertEquals(PrimitiveMath.ONE, tmpTotalWeight, 1E-14 / PrimitiveMath.THREE);
}

Example 33 with Expression

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

the class TestOjAlgo method testBug1.

public static void testBug1() {
    final Variable[] objective = new Variable[] { new Variable("X").weight(ONE), new Variable("Y").weight(ZERO), new Variable("Z").weight(ZERO) };
    objective[1].setInteger(true);
    final ExpressionsBasedModel model = new ExpressionsBasedModel(objective);
    // c1: X =0
    final Expression c1 = model.addExpression("c1");
    c1.level(ZERO);
    c1.set(0, ONE);
    // c2: -X +5Y =0
    final Expression c2 = model.addExpression("c2");
    c2.level(ZERO);
    c2.set(0, new BigDecimal(-1));
    c2.set(1, ONE);
    // c3: X -Z =0
    final Expression c3 = model.addExpression("c3");
    c3.level(ZERO);
    // bugs with this constraint
    c3.set(0, ONE);
    c3.set(2, new BigDecimal(-1));
    // but not with this one ???
    // c3.setLinearFactor(0, new BigDecimal(-1));
    // c3.setLinearFactor(2, ONE);
    final Optimisation.Result tmpResult = model.minimise();
    BasicLogger.debug(tmpResult.toString());
}

Example 34 with Expression

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

the class UCLAee236aCase method makeOriginalRootModel.

private static ExpressionsBasedModel makeOriginalRootModel() {
    final Variable[] tmpVariables = new Variable[] { new Variable("X1").lower(ZERO).weight(TWO.negate()).integer(true), new Variable("X2").lower(ZERO).weight(THREE.negate()).integer(true) };
    final ExpressionsBasedModel retVal = new ExpressionsBasedModel(tmpVariables);
    retVal.setMinimisation();
    final Expression tmpExprC1 = retVal.addExpression("C1");
    for (int i = 0; i < retVal.countVariables(); i++) {
        tmpExprC1.set(i, new BigDecimal[] { TWO.multiply(NINTH), QUARTER }[i]);
    }
    tmpExprC1.upper(ONE);
    final Expression tmpExprC2 = retVal.addExpression("C2");
    for (int i = 0; i < retVal.countVariables(); i++) {
        tmpExprC2.set(i, new BigDecimal[] { SEVENTH, THIRD }[i]);
    }
    tmpExprC2.upper(ONE);
    return retVal;
}

Example 35 with Expression

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

the class LinearDesignTestCases method testUnboundedCase.

@Test
public void testUnboundedCase() {
    final Variable[] tmpVariables = new Variable[] { new Variable("X1").weight(ONE), new Variable("X2").weight(TWO), new Variable("X3").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, ONE);
    }
    tmpExprC1.level(ONE);
    final Optimisation.Result tmpMinResult = tmpModel.maximise();
    TestUtils.assertTrue(tmpMinResult.getState().isFeasible());
    TestUtils.assertFalse(tmpMinResult.getState().isOptimal());
    TestUtils.assertTrue(tmpMinResult.getState().isFailure());
    TestUtils.assertTrue(tmpModel.validate(tmpMinResult));
    TestUtils.assertEquals(Optimisation.State.UNBOUNDED, tmpMinResult.getState());
    final Optimisation.Result tmpMaxResult = tmpModel.maximise();
    TestUtils.assertTrue(tmpMaxResult.getState().isFeasible());
    TestUtils.assertFalse(tmpMaxResult.getState().isOptimal());
    TestUtils.assertTrue(tmpMaxResult.getState().isFailure());
    TestUtils.assertTrue(tmpModel.validate(tmpMaxResult));
    TestUtils.assertEquals(Optimisation.State.UNBOUNDED, tmpMaxResult.getState());
}