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Example 26 with Result

use of org.ojalgo.optimisation.Optimisation.Result 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());
}
Also used : BigArray(org.ojalgo.array.BigArray) Variable(org.ojalgo.optimisation.Variable) Expression(org.ojalgo.optimisation.Expression) NumberContext(org.ojalgo.type.context.NumberContext) ExpressionsBasedModel(org.ojalgo.optimisation.ExpressionsBasedModel) Result(org.ojalgo.optimisation.Optimisation.Result) Test(org.junit.jupiter.api.Test)

Example 27 with Result

use of org.ojalgo.optimisation.Optimisation.Result in project ojAlgo by optimatika.

the class LinearProblems method testP20180311_64.

/**
 * https://github.com/optimatika/ojAlgo/issues/64
 */
@Test
public void testP20180311_64() {
    final Variable x = Variable.make("x").lower(0).weight(3);
    final Variable y = Variable.make("y").lower(0).weight(-2);
    final ExpressionsBasedModel model = new ExpressionsBasedModel();
    model.addVariable(x);
    model.addVariable(y);
    model.addExpression().set(x, -1).set(y, 0).lower(0);
    model.addExpression().set(x, -1).set(y, 3).level(2);
    final BigArray expected = BigArray.wrap(BigMath.ZERO, BigMath.TWO.multiply(BigMath.THIRD));
    final Optimisation.Result result = model.maximise();
    TestUtils.assertEquals(expected, result);
    TestUtils.assertStateNotLessThanOptimal(result);
}
Also used : BigArray(org.ojalgo.array.BigArray) Variable(org.ojalgo.optimisation.Variable) Result(org.ojalgo.optimisation.Optimisation.Result) Optimisation(org.ojalgo.optimisation.Optimisation) ExpressionsBasedModel(org.ojalgo.optimisation.ExpressionsBasedModel) Test(org.junit.jupiter.api.Test)

Example 28 with Result

use of org.ojalgo.optimisation.Optimisation.Result in project ojAlgo by optimatika.

the class LinearProblems method testP20180311_66.

/**
 * https://github.com/optimatika/ojAlgo/issues/66
 */
@Test
public void testP20180311_66() {
    final Variable x = Variable.make("x").lower(0).weight(2);
    final Variable y = Variable.make("y").lower(0).weight(-1);
    final Variable z = Variable.make("z").lower(0).weight(4);
    final ExpressionsBasedModel model = new ExpressionsBasedModel();
    model.addVariable(x);
    model.addVariable(y);
    model.addVariable(z);
    model.addExpression().set(x, 3).set(y, 2).set(z, 2).upper(0);
    model.addExpression().set(x, 0).set(y, 3).set(z, -2).lower(2);
    final Optimisation.Result result = model.maximise();
    TestUtils.assertEquals(Optimisation.State.INFEASIBLE, result.getState());
    TestUtils.assertFalse(model.validate(result));
}
Also used : Variable(org.ojalgo.optimisation.Variable) Result(org.ojalgo.optimisation.Optimisation.Result) Optimisation(org.ojalgo.optimisation.Optimisation) ExpressionsBasedModel(org.ojalgo.optimisation.ExpressionsBasedModel) Test(org.junit.jupiter.api.Test)

Example 29 with Result

use of org.ojalgo.optimisation.Optimisation.Result in project ojAlgo by optimatika.

the class LinearProblems method testP20180312_69.

/**
 * https://github.com/optimatika/ojAlgo/issues/69
 */
@Test
public void testP20180312_69() {
    final Variable x = Variable.make("x").lower(0).weight(3);
    final Variable y = Variable.make("y").lower(0).weight(2);
    final Variable z = Variable.make("z").lower(0).weight(-2);
    final ExpressionsBasedModel model = new ExpressionsBasedModel();
    model.addVariable(x);
    model.addVariable(y);
    model.addVariable(z);
    model.addExpression().set(x, 0).set(y, 1).set(z, -2).level(4);
    model.addExpression().set(x, 0).set(y, 4).set(z, -2).upper(1);
    // ExpressionsBasedModel.clearPresolvers();
    final Optimisation.Result result = model.maximise();
    TestUtils.assertFalse(model.validate(result));
    TestUtils.assertEquals(Optimisation.State.INFEASIBLE, result.getState());
}
Also used : Variable(org.ojalgo.optimisation.Variable) Result(org.ojalgo.optimisation.Optimisation.Result) Optimisation(org.ojalgo.optimisation.Optimisation) ExpressionsBasedModel(org.ojalgo.optimisation.ExpressionsBasedModel) Test(org.junit.jupiter.api.Test)

Example 30 with Result

use of org.ojalgo.optimisation.Optimisation.Result 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);
    }
}
Also used : Variable(org.ojalgo.optimisation.Variable) Expression(org.ojalgo.optimisation.Expression) NumberContext(org.ojalgo.type.context.NumberContext) ExpressionsBasedModel(org.ojalgo.optimisation.ExpressionsBasedModel) IntIndex(org.ojalgo.access.Structure1D.IntIndex) Result(org.ojalgo.optimisation.Optimisation.Result)

Aggregations

Result (org.ojalgo.optimisation.Optimisation.Result)33 Test (org.junit.jupiter.api.Test)27 ExpressionsBasedModel (org.ojalgo.optimisation.ExpressionsBasedModel)27 Variable (org.ojalgo.optimisation.Variable)20 Expression (org.ojalgo.optimisation.Expression)12 Optimisation (org.ojalgo.optimisation.Optimisation)8 NumberContext (org.ojalgo.type.context.NumberContext)8 BigArray (org.ojalgo.array.BigArray)5 BigDecimal (java.math.BigDecimal)4 ArrayList (java.util.ArrayList)3 Builder (org.ojalgo.optimisation.convex.ConvexSolver.Builder)3 Disabled (org.junit.jupiter.api.Disabled)2 PrimitiveDenseStore (org.ojalgo.matrix.store.PrimitiveDenseStore)2 File (java.io.File)1 HashMap (java.util.HashMap)1 HashSet (java.util.HashSet)1 LinkedHashMap (java.util.LinkedHashMap)1 List (java.util.List)1 Map (java.util.Map)1 Collectors (java.util.stream.Collectors)1