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

Example 36 with Expression

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

the class LinearDesignTestCases method test1LinearModelCase.

/**
 * http://math.uww.edu/~mcfarlat/s-prob.htm
 */
@Test
public void test1LinearModelCase() {
    final Variable[] tmpVariables = new Variable[] { new Variable("X1").lower(ZERO).weight(ONE), new Variable("X2").lower(ZERO).weight(TWO), new Variable("X3").lower(ZERO).weight(ONE.negate()) };
    final ExpressionsBasedModel tmpModel = new ExpressionsBasedModel(tmpVariables);
    final Expression retExprC1 = tmpModel.addExpression("C1");
    for (int i = 0; i < tmpModel.countVariables(); i++) {
        retExprC1.set(i, new BigDecimal[] { TWO, ONE, ONE }[i]);
    }
    retExprC1.upper(new BigDecimal("14.0"));
    final Expression tmpExprC2 = tmpModel.addExpression("C2");
    for (int i = 0; i < tmpModel.countVariables(); i++) {
        tmpExprC2.set(i, new BigDecimal[] { FOUR, TWO, THREE }[i]);
    }
    tmpExprC2.upper(new BigDecimal("28.0"));
    final Expression tmpExprC3 = tmpModel.addExpression("C3");
    for (int i = 0; i < tmpModel.countVariables(); i++) {
        tmpExprC3.set(i, new BigDecimal[] { TWO, FIVE, FIVE }[i]);
    }
    tmpExprC3.upper(new BigDecimal("30.0"));
    final Optimisation.Result tmpResult = tmpModel.maximise();
    final BasicMatrix tmpSolution = RationalMatrix.FACTORY.columns(tmpResult);
    final PhysicalStore<Double> tmpExpX = PrimitiveDenseStore.FACTORY.rows(new double[][] { { 5.0 }, { 4.0 }, { 0.0 } });
    final PhysicalStore<Double> tmpActX = PrimitiveDenseStore.FACTORY.copy(tmpSolution.selectRows(new int[] { 0, 1, 2 }));
    TestUtils.assertEquals(tmpExpX, tmpActX);
}

Example 37 with Expression

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

the class LinearDesignTestCases method test7LinearModelCase.

/**
 * http://math.uww.edu/~mcfarlat/ns-prob.htm
 */
@Test
public void test7LinearModelCase() {
    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[] { ONE, ONE }[i]);
    }
    tmpExprC1.upper(TEN);
    final Expression tmpExprC2 = tmpModel.addExpression("C2");
    for (int i = 0; i < tmpModel.countVariables(); i++) {
        tmpExprC2.set(i, new BigDecimal[] { ONE, TWO }[i]);
    }
    tmpExprC2.lower(TWELVE);
    final Expression tmpExprC3 = tmpModel.addExpression("C3");
    for (int i = 0; i < tmpModel.countVariables(); i++) {
        tmpExprC3.set(i, new BigDecimal[] { TWO, ONE }[i]);
    }
    tmpExprC3.lower(TWELVE);
    final Optimisation.Result tmpResult = tmpModel.minimise();
    final BasicMatrix tmpSolution = RationalMatrix.FACTORY.columns(tmpResult);
    final PhysicalStore<Double> tmpExpX = PrimitiveDenseStore.FACTORY.rows(new double[][] { { 4.0 }, { 4.0 } });
    final PhysicalStore<Double> tmpActX = PrimitiveDenseStore.FACTORY.copy(tmpSolution.selectRows(new int[] { 0, 1 }));
    TestUtils.assertEquals(tmpExpX, tmpActX);
}

Example 38 with Expression

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

the class LinearDesignTestCases method testInfeasibleCase.

@Test
public void testInfeasibleCase() {
    final Variable[] tmpVariables = new Variable[] { new Variable("X1").lower(ONE).weight(ONE), new Variable("X2").lower(ONE).weight(TWO), new Variable("X3").lower(ONE).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.upper(TWO);
    final Optimisation.Result tmpResult = tmpModel.maximise();
    TestUtils.assertFalse(tmpResult.getState().isFeasible());
}

Example 39 with Expression

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

the class LinearDesignTestCases method test8LinearModelCase.

/**
 * http://books.google.com/books?id=3iZznGJq4ZMC page 192
 */
@Test
public void test8LinearModelCase() {
    final Variable[] tmpVariables = new Variable[] { new Variable("X1").lower(ZERO).weight(ONE), new Variable("X2").lower(ZERO).weight(TWO), 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[] { THREE, ONE, NEG }[i]);
    }
    tmpExprC1.level(TEN.add(FIVE));
    final Expression tmpExprC2 = tmpModel.addExpression("C2");
    for (int i = 0; i < tmpModel.countVariables(); i++) {
        tmpExprC2.set(i, new BigDecimal[] { EIGHT, FOUR, NEG }[i]);
    }
    tmpExprC2.level(FIVE.multiply(TEN));
    final Expression tmpExprC3 = tmpModel.addExpression("C3");
    for (int i = 0; i < tmpModel.countVariables(); i++) {
        tmpExprC3.set(i, new BigDecimal[] { TWO, TWO, ONE }[i]);
    }
    tmpExprC3.level(TEN.add(TEN));
    final Optimisation.Result tmpResult = tmpModel.maximise();
    TestUtils.assertTrue(tmpResult.getState().isFeasible());
}

Example 40 with Expression

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

the class LinearDesignTestCases method testP20130409b.

/**
 * A specific node of {@linkplain org.ojalgo.optimisation.integer.IntegerProblems#testP20130409b}. Based
 * on some changes in ExpressionBasedModel and/or IntegerSolver some nodes started to fail as UNBOUNDED.
 * Which seems unreasonable. Must be a problem with either ExpressionBasedModel or LinearSolver. 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);
    x2013.lower(BigDecimal.valueOf(1245L));
    x2014.lower(BigDecimal.valueOf(1269L));
    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(LinearSolver.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());
}