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

Example 21 with ExpressionsBasedModel

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

the class ComPictetPamBamTest method setupModel.

void setupModel() {
    // 
    // variables
    // 
    vars = new Variable[numberOfVars];
    vars[0] = new Variable("x0").lower(BigMath.ZERO).upper(BigMath.HUNDRED);
    vars[1] = new Variable("x1").lower(BigMath.ZERO).upper(BigMath.HUNDRED);
    // 
    // model
    // 
    linearModel = new ExpressionsBasedModel(vars);
    {
        // 
        // x0 = 2*x1, i.e. x0 - 2*x1 = 0
        // 
        final Expression e = linearModel.addExpression("x0 = 2*x1");
        e.set(0, BigMath.ONE);
        e.set(1, BigMath.TWO.negate());
        e.level(BigMath.ZERO);
    }
}

Example 22 with ExpressionsBasedModel

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

the class LinearDesignTestCases method buildOldKnapsackTestModel.

private ExpressionsBasedModel buildOldKnapsackTestModel() {
    Variable tmpVar;
    final Variable[] tmpVariables = new Variable[8];
    tmpVar = new Variable("QRHEDGE");
    tmpVar.weight(BigMath.ZERO);
    tmpVar.lower(BigMath.ZERO);
    tmpVar.upper(BigMath.ZERO);
    tmpVariables[0] = tmpVar;
    tmpVar = new Variable("QKORT");
    tmpVar.weight(new BigDecimal("0.0345"));
    tmpVar.lower(BigMath.ZERO);
    tmpVar.upper(BigMath.ONE);
    tmpVariables[1] = tmpVar;
    tmpVar = new Variable("QHEDGE");
    tmpVar.weight(new BigDecimal("0.04"));
    tmpVar.lower(new BigDecimal("0.1846"));
    tmpVar.upper(new BigDecimal("0.1846"));
    tmpVariables[2] = tmpVar;
    tmpVar = new Variable("QLÅNG");
    tmpVar.weight(new BigDecimal("0.0412"));
    tmpVar.lower(BigMath.ZERO);
    tmpVar.upper(BigMath.ONE);
    tmpVariables[3] = tmpVar;
    tmpVar = new Variable("QFF");
    tmpVar.weight(new BigDecimal("0.069575"));
    tmpVar.lower(BigMath.ZERO);
    tmpVar.upper(BigMath.ZERO);
    tmpVariables[4] = tmpVar;
    tmpVar = new Variable("QGLOBAL");
    tmpVar.weight(new BigDecimal("0.0738"));
    tmpVar.lower(BigMath.ZERO);
    tmpVar.upper(BigMath.ONE);
    tmpVariables[5] = tmpVar;
    tmpVar = new Variable("QSVERIGE");
    tmpVar.weight(new BigDecimal("0.1288"));
    tmpVar.lower(BigMath.ZERO);
    tmpVar.upper(BigMath.ONE);
    tmpVariables[6] = tmpVar;
    tmpVar = new Variable("QFF2");
    tmpVar.weight(new BigDecimal("2.3"));
    tmpVar.lower(BigMath.ZERO);
    tmpVar.upper(BigMath.ZERO);
    tmpVariables[7] = tmpVar;
    final ExpressionsBasedModel retVal = new ExpressionsBasedModel(tmpVariables);
    final int tmpLength = retVal.countVariables();
    final Expression retVal2 = retVal.addExpression("100%");
    for (int i = 0; i < tmpLength; i++) {
        retVal2.set(i, ONE);
    }
    final Expression retVal1 = retVal2;
    retVal1.lower(BigMath.ONE);
    retVal1.upper(BigMath.ONE);
    return retVal;
}

Example 23 with ExpressionsBasedModel

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

the class LinearDesignTestCases method test3LinearModelCase.

/**
 * http://optlab-server.sce.carleton.ca/POAnimations/TwoPhase.aspx
 */
@Test
public void test3LinearModelCase() {
    final Variable[] tmpVariables = new Variable[] { new Variable("X1").lower(ZERO).weight(TEN.add(FIVE)), new Variable("X2").lower(ZERO).weight(TEN) };
    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, ZERO }[i]);
    }
    tmpExprC1.upper(TWO);
    final Expression tmpExprC2 = tmpModel.addExpression("C2");
    for (int i = 0; i < tmpModel.countVariables(); i++) {
        tmpExprC2.set(i, new BigDecimal[] { ZERO, ONE }[i]);
    }
    tmpExprC2.upper(THREE);
    final Expression tmpExprC3 = tmpModel.addExpression("C3");
    for (int i = 0; i < tmpModel.countVariables(); i++) {
        tmpExprC3.set(i, new BigDecimal[] { ONE, ONE }[i]);
    }
    tmpExprC3.level(FOUR);
    final Optimisation.Result tmpResult = tmpModel.maximise();
    final BasicMatrix tmpSolution = RationalMatrix.FACTORY.columns(tmpResult);
    final PhysicalStore<Double> tmpExpX = PrimitiveDenseStore.FACTORY.rows(new double[][] { { 2.0 }, { 2.0 } });
    final PhysicalStore<Double> tmpActX = PrimitiveDenseStore.FACTORY.copy(tmpSolution.selectRows(new int[] { 0, 1 }));
    TestUtils.assertEquals(tmpExpX, tmpActX);
}

Example 24 with ExpressionsBasedModel

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

the class LinearDesignTestCases method testMaxOldKnapsackTestModel.

@Test
public void testMaxOldKnapsackTestModel() {
    final ExpressionsBasedModel tmpModel = this.buildOldKnapsackTestModel();
    final Optimisation.Result tmpResult = tmpModel.maximise();
    final BasicMatrix tmpSolution = RationalMatrix.FACTORY.columns(tmpResult);
    final MatrixStore<Double> tmpExpX = PrimitiveDenseStore.FACTORY.rows(new double[][] { { 0.0 }, { 0.0 }, { 0.1846 }, { 0.0 }, { 0.0 }, { 0.0 }, { 0.8154 }, { 0.0 } });
    final MatrixStore<Double> tmpActX = PrimitiveDenseStore.FACTORY.copy(tmpSolution.selectRows(new int[] { 0, 1, 2, 3, 4, 5, 6, 7 }));
    TestUtils.assertEquals(tmpExpX, tmpActX);
}

Example 25 with ExpressionsBasedModel

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

the class LinearDesignTestCases method test5LinearModelCase.

/**
 * http://www.maths.bris.ac.uk/~maxmr/opt/sm2.pdf
 */
@Test
public void test5LinearModelCase() {
    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[] { HALF, QUARTER }[i]);
    }
    tmpExprC1.upper(FOUR);
    final Expression tmpExprC2 = tmpModel.addExpression("C2");
    for (int i = 0; i < tmpModel.countVariables(); i++) {
        tmpExprC2.set(i, new BigDecimal[] { ONE, THREE }[i]);
    }
    tmpExprC2.lower(TEN.add(TEN));
    final Expression tmpExprC3 = tmpModel.addExpression("C3");
    for (int i = 0; i < tmpModel.countVariables(); i++) {
        tmpExprC3.set(i, new BigDecimal[] { ONE, ONE }[i]);
    }
    tmpExprC3.level(TEN);
    final Optimisation.Result tmpResult = tmpModel.minimise();
    final BasicMatrix tmpSolution = RationalMatrix.FACTORY.columns(tmpResult);
    final PhysicalStore<Double> tmpExpX = PrimitiveDenseStore.FACTORY.rows(new double[][] { { 5.0 }, { 5.0 } });
    final PhysicalStore<Double> tmpActX = PrimitiveDenseStore.FACTORY.copy(tmpSolution.selectRows(new int[] { 0, 1 }));
    TestUtils.assertEquals(tmpExpX, tmpActX);
}