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

Example 96 with ExpressionsBasedModel

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

the class NetlibCase method testSc50b.

/**
 * OK! 2010-04-19 lp_solve => -70.00000000
 */
@Test
public void testSc50b() {
    final File tmpFile = new File(PATH + "sc50b.mps");
    final MathProgSysModel tmpMPS = MathProgSysModel.make(tmpFile);
    final ExpressionsBasedModel tmpModel = tmpMPS.getExpressionsBasedModel();
    this.assertMinMaxVal(tmpModel, new BigDecimal("-7.0000000000E+01"), null);
}

Example 97 with ExpressionsBasedModel

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

the class NetlibCase method testBlend.

/**
 * OK! 2010-04-19 lp_solve => -30.81214985
 */
@Test
public void testBlend() {
    final File tmpFile = new File(PATH + "blend.mps");
    final MathProgSysModel tmpMPS = MathProgSysModel.make(tmpFile);
    final ExpressionsBasedModel tmpModel = tmpMPS.getExpressionsBasedModel();
    // tmpModel.options.problem = new NumberContext(32, 8, RoundingMode.HALF_EVEN);
    // tmpModel.options.solution = new NumberContext(16, 10, RoundingMode.HALF_EVEN);
    // tmpModel.options.debug(LinearSolver.class);
    this.assertMinMaxVal(tmpModel, new BigDecimal("-3.0812149846E+01"), null);
}

Example 98 with ExpressionsBasedModel

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

the class MarketShareCase method testRedundant.

private void testRedundant(final String constraint) {
    final ExpressionsBasedModel tmpModel = MarketShareCase.makeModel();
    final Expression tmpExpression = tmpModel.getExpression(constraint);
    if (DEBUG) {
        BasicLogger.debug("Fix count: {}", tmpExpression.getLinearKeySet().size());
    }
    for (final IntIndex tmpIndex : tmpExpression.getLinearKeySet()) {
        final Variable tmpVariable = tmpModel.getVariable(tmpIndex.index);
        final String tmpName = tmpVariable.getName();
        tmpVariable.level(SOLUTION.get(tmpName));
    }
    final Result tmpResult = tmpModel.minimise();
    final NumberContext tmpContext = new NumberContext(8, 13);
    TestUtils.assertEquals("OBJECTIVE_MIP", OBJECTIVE_MIP.doubleValue(), tmpResult.getValue(), tmpContext);
    for (final Variable tmpVariable : tmpModel.getVariables()) {
        TestUtils.assertEquals(tmpVariable.getName(), SOLUTION.get(tmpVariable.getName()).doubleValue(), tmpVariable.getValue().doubleValue(), tmpContext);
    }
}

Example 99 with ExpressionsBasedModel

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

the class P20160701 method main.

public static void main(final String[] arg) {
    final int n = 6;
    final double[][] c = new double[n][n];
    c[0][0] = 1.7976931348623157E308;
    c[0][1] = 141.4213562373095;
    c[0][2] = 223.60679774997897;
    c[0][3] = 223.60679774997897;
    c[0][4] = 141.4213562373095;
    c[0][5] = 156.63604262201076;
    c[1][0] = 141.4213562373095;
    c[1][1] = 1.7976931348623157E308;
    c[1][2] = 100.0;
    c[1][3] = 223.60679774997897;
    c[1][4] = 200.0;
    c[1][5] = 219.25609608009617;
    c[2][0] = 223.60679774997897;
    c[2][1] = 100.0;
    c[2][2] = 1.7976931348623157E308;
    c[2][3] = 200.0;
    c[2][4] = 223.60679774997897;
    c[2][5] = 319.2543607976003;
    c[3][0] = 223.60679774997897;
    c[3][1] = 223.60679774997897;
    c[3][2] = 200.0;
    c[3][3] = 1.7976931348623157E308;
    c[3][4] = 100.0;
    c[3][5] = 377.5537017276938;
    c[4][0] = 141.4213562373095;
    c[4][1] = 200.0;
    c[4][2] = 223.60679774997897;
    c[4][3] = 100.0;
    c[4][4] = 1.7976931348623157E308;
    c[4][5] = 297.81988930943544;
    c[5][0] = 156.63604262201076;
    c[5][1] = 219.25609608009617;
    c[5][2] = 319.2543607976003;
    c[5][3] = 377.5537017276938;
    c[5][4] = 297.81988930943544;
    c[5][5] = 1.7976931348623157E308;
    final ExpressionsBasedModel model = new ExpressionsBasedModel();
    // DECISION VARIABLES
    final Variable[][] x = new Variable[n][n];
    for (int i = 0; i < n; i++) {
        for (int j = 0; j < n; j++) {
            x[i][j] = Variable.make("x" + i + "_" + j).binary().weight(c[i][j]);
            model.addVariable(x[i][j]);
        }
    }
    final Variable[] u = new Variable[n];
    for (int i = 1; i < n; i++) {
        u[i] = new Variable("u" + i);
        model.addVariable(u[i]);
    }
    // sum(j in cities : i!=j) x[i][j]==1;
    for (int i = 0; i < n; i++) {
        final Expression constraint_line = model.addExpression("constraint_line" + i).lower(1).upper(1);
        for (int j = 0; j < n; j++) {
            if (i != j) {
                constraint_line.set(x[i][j], 1);
            }
        }
    }
    // sum(i in cities : i!=j) x[i][j]==1;
    for (int j = 0; j < n; j++) {
        final Expression constraint_column = model.addExpression("constraint_column" + j).lower(1).upper(1);
        for (int i = 0; i < n; i++) {
            if (i != j) {
                constraint_column.set(x[i][j], 1);
            }
        }
    }
    // u[i]-u[j]+n*x[i][j] <= n-1;
    for (int i = 1; i < n; i++) {
        for (int j = 1; j < n; j++) {
            if (i != j) {
                final Expression constraint_subroute = model.addExpression("constraint_subroute" + i + "_" + j).upper(n - 1);
                constraint_subroute.set(u[i], 1);
                constraint_subroute.set(u[j], -1);
                constraint_subroute.set(x[i][j], n);
            }
        }
    }
    final Optimisation.Result result = model.minimise();
    if (OptimisationIntegerTests.DEBUG) {
        System.out.print("u=\n\t  ");
        for (int i = 1; i < n; i++) {
            System.out.print(u[i].getValue().intValue() + " ");
        }
        System.out.print("\nx=\n\t");
        for (int i = 0; i < n; i++) {
            System.out.print(i + " ");
        }
        System.out.println();
        for (int i = 0; i < n; i++) {
            System.out.print(i + "\t");
            for (int j = 0; j < n; j++) {
                System.out.print(x[i][j].getValue().intValue() + " ");
            }
            System.out.println();
        }
        System.out.println("\nResult = " + result);
    }
    TestUtils.assertStateNotLessThanOptimal(result);
    TestUtils.assertEquals(917.3134949394164, result.getValue());
}

Example 100 with ExpressionsBasedModel

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

the class SamplePerformanceIssueSolvingILP method solve.

private void solve(final long maxContainerSize, final List<Container> containers) {
    final ExpressionsBasedModel expressionsBasedModel = new ExpressionsBasedModel();
    expressionsBasedModel.options.time_suffice = 60 * 1000;
    expressionsBasedModel.options.iterations_suffice = 64;
    expressionsBasedModel.options.mip_gap = 0.01;
    final double firstContainerSize = maxContainerSize * FIRST_CONTAINER_SIZE_PERC;
    final Expression firstContainerExpression = expressionsBasedModel.addExpression("expression:first").lower(firstContainerSize * (1 - DEVIATION)).upper(firstContainerSize * (1 + DEVIATION));
    final double secondContainerSize = maxContainerSize * SECOND_CONTAINER_SIZE_PERC;
    final Expression secondContainerExpression = expressionsBasedModel.addExpression("expression:second").lower(secondContainerSize * (1 - DEVIATION)).upper(secondContainerSize * (1 + DEVIATION));
    final double thridContainerSize = maxContainerSize * THIRD_CONTAINER_SIZE_PERC;
    final Expression thirdContainerExpression = expressionsBasedModel.addExpression("expression:third").lower(thridContainerSize * (1 - DEVIATION)).upper(thridContainerSize * (1 + DEVIATION));
    for (int cIndex = 0; cIndex < containers.size(); cIndex++) {
        final Container container = containers.get(cIndex);
        final Variable variable = Variable.make("v" + cIndex).weight(RANDOM.nextInt(MAX_OBJECTIVE_VALUE) * container.getSize()).binary();
        expressionsBasedModel.addVariable(variable);
        if (container.getType().equals("first")) {
            firstContainerExpression.set(variable, container.getSize());
        }
        if (container.getType().equals("second")) {
            secondContainerExpression.set(variable, container.getSize());
        }
        if (container.getType().equals("third")) {
            thirdContainerExpression.set(variable, container.getSize());
        }
    }
    // expressionsBasedModel.options.debug(IntegerSolver.class);
    // expressionsBasedModel.relax(true);
    final Optimisation.Result result = expressionsBasedModel.maximise();
    System.out.println("RESULT: " + result);
    expressionsBasedModel.validate();
    expressionsBasedModel.validate(result);
    final List<Container> resultContainer = new ArrayList<>();
    for (int cIndex = 0; cIndex < containers.size(); cIndex++) {
        final BigDecimal bigDecimal = result.get(cIndex);
        if (bigDecimal.compareTo(BigDecimal.ZERO) > 0) {
            resultContainer.add(containers.get(cIndex));
        }
    }
    System.out.println("RESULT: " + resultContainer.size());
}