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

Example 61 with Variable

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

the class LinearProblems method testP20111010.

/**
 * Depending on how the constraints were constructed the solver could fail to solve and report the problem
 * to be unbounded.
 */
@Test
public void testP20111010() {
    final Variable[] tmpVariables = new Variable[] { new Variable("X").lower(ZERO).weight(ONE), new Variable("Y").lower(ZERO).weight(ZERO), new Variable("Z").lower(ZERO).weight(ZERO) };
    final ExpressionsBasedModel tmpModel = new ExpressionsBasedModel(tmpVariables);
    final Expression tmpExprC1 = tmpModel.addExpression("C1");
    tmpExprC1.level(ZERO);
    tmpExprC1.set(0, ONE);
    final Expression tmpExprC2 = tmpModel.addExpression("C2");
    tmpExprC2.level(ZERO);
    tmpExprC2.set(0, ONE);
    tmpExprC2.set(1, NEG);
    final Expression tmpExprC3 = tmpModel.addExpression("C3");
    tmpExprC3.level(ZERO);
    tmpExprC3.set(0, ONE);
    tmpExprC3.set(2, NEG);
    final BasicMatrix tmpExpectedSolution = PrimitiveMatrix.FACTORY.makeZero(3, 1);
    final Optimisation.Result tmpResult11 = tmpModel.minimise();
    // TestUtils.assertEquals(tmpExpectedState, tmpResult11.getState());
    TestUtils.assertStateNotLessThanOptimal(tmpResult11);
    TestUtils.assertEquals(tmpExpectedSolution, RationalMatrix.FACTORY.columns(tmpResult11));
    tmpExprC2.set(0, NEG);
    tmpExprC2.set(1, ONE);
    tmpExprC3.set(0, ONE);
    tmpExprC3.set(2, NEG);
    final Optimisation.Result tmpResultN1 = tmpModel.minimise();
    // TestUtils.assertEquals(tmpExpectedState, tmpResultN1.getState());
    TestUtils.assertStateNotLessThanOptimal(tmpResultN1);
    TestUtils.assertEquals(tmpExpectedSolution, RationalMatrix.FACTORY.columns(tmpResultN1));
    tmpExprC2.set(0, ONE);
    tmpExprC2.set(1, NEG);
    tmpExprC3.set(0, NEG);
    tmpExprC3.set(2, ONE);
    final Optimisation.Result tmpResult1N = tmpModel.minimise();
    // TestUtils.assertEquals(tmpExpectedState, tmpResult1N.getState());
    TestUtils.assertStateNotLessThanOptimal(tmpResult1N);
    TestUtils.assertEquals(tmpExpectedSolution, RationalMatrix.FACTORY.columns(tmpResult1N));
    tmpExprC2.set(0, NEG);
    tmpExprC2.set(1, ONE);
    tmpExprC3.set(0, NEG);
    tmpExprC3.set(2, ONE);
    final Optimisation.Result tmpResultNN = tmpModel.minimise();
    // TestUtils.assertEquals(tmpExpectedState, tmpResultNN.getState());
    TestUtils.assertStateNotLessThanOptimal(tmpResultNN);
    TestUtils.assertEquals(tmpExpectedSolution, RationalMatrix.FACTORY.columns(tmpResultNN));
}

Example 62 with Variable

use of org.ojalgo.optimisation.Variable 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 63 with Variable

use of org.ojalgo.optimisation.Variable 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 64 with Variable

use of org.ojalgo.optimisation.Variable 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());
}

Example 65 with Variable

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

the class DesignCase method testSOS.

/**
 * Essentilly this test case just verifies that the SOS presolver doesn't screw things up.
 */
@Test
public void testSOS() {
    final ExpressionsBasedModel model = new ExpressionsBasedModel();
    final List<Variable> starts1 = new ArrayList<>();
    final List<Variable> works1 = new ArrayList<>();
    final List<Variable> starts2 = new ArrayList<>();
    final List<Variable> works2 = new ArrayList<>();
    final Set<Variable> orderedSet1 = new HashSet<>();
    final Set<Variable> orderedSet2 = new HashSet<>();
    for (int h = 0; h < 24; h++) {
        final Variable start1 = model.addVariable("Start activity A at " + h).binary();
        starts1.add(start1);
        final Variable start2 = model.addVariable("Start activity B at " + h).binary();
        starts2.add(start2);
        final Variable work1 = model.addVariable("Activity A ongoing at " + h).binary().weight(Math.random());
        works1.add(work1);
        orderedSet1.add(work1);
        final Variable work2 = model.addVariable("Activity B ongoing at " + h).binary().weight(Math.random());
        works2.add(work2);
        orderedSet2.add(work2);
        model.addExpression("Maximum one ongoing activity at " + h).upper(1).set(work1, 1).set(work2, 1);
    }
    model.addSpecialOrderedSet(orderedSet1, 3, 3);
    model.addSpecialOrderedSet(orderedSet2, 3, 3);
    for (int h = 0; h < 21; h++) {
        final Expression expr1 = model.addExpression("Finish A when started at " + h);
        expr1.upper(0);
        expr1.set(starts1.get(h), 3);
        expr1.set(works1.get(h), -1);
        expr1.set(works1.get(h + 1), -1);
        expr1.set(works1.get(h + 2), -1);
        final Expression expr2 = model.addExpression("Finish B when started at " + h);
        expr2.upper(0);
        expr2.set(starts2.get(h), 3);
        expr2.set(works2.get(h), -1);
        expr2.set(works2.get(h + 1), -1);
        expr2.set(works2.get(h + 2), -1);
    }
    for (int h = 21; h < 24; h++) {
        starts1.get(h).level(0);
        starts2.get(h).level(0);
    }
    model.addExpression("Only start activity A once").level(1).setLinearFactorsSimple(starts1);
    model.addExpression("Only start activity B once").level(1).setLinearFactorsSimple(starts2);
    final Result resultMin = model.minimise();
    TestUtils.assertStateNotLessThanOptimal(resultMin);
    TestUtils.assertTrue(resultMin.getValue() >= 0.0);
    TestUtils.assertTrue(resultMin.getValue() <= 6.0);
    final Result resultMax = model.maximise();
    TestUtils.assertStateNotLessThanOptimal(resultMax);
    TestUtils.assertTrue(resultMax.getValue() >= 0.0);
    TestUtils.assertTrue(resultMax.getValue() <= 6.0);
    TestUtils.assertTrue(resultMin.getValue() <= resultMax.getValue());
}