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

Example 16 with Variable

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

the class BurkardtDatasetsMps method testMPStestprob.

/**
 * A simple problem with 4 rows and 3 variables. I got my version from here (same numbers but different
 * names): <a href="http://en.wikipedia.org/wiki/MPS_(format)">testprob@wikipedia</a> and/or
 * <a href="http://lpsolve.sourceforge.net/5.5/mps-format.htm">testprob@lpsolve</a>
 */
@Test
public void testMPStestprob() {
    final Variable tmpXONE = new Variable("XONE").weight(ONE).lower(ZERO).upper(FOUR);
    final Variable tmpYTWO = new Variable("YTWO").weight(FOUR).lower(NEG).upper(ONE);
    final Variable tmpZTHREE = new Variable("ZTHREE").weight(NINE).lower(ZERO).upper(null);
    final Variable[] tmpVariables = new Variable[] { tmpXONE, tmpYTWO, tmpZTHREE };
    final ExpressionsBasedModel tmpExpModel = new ExpressionsBasedModel(tmpVariables);
    final Expression tmpLIM1 = tmpExpModel.addExpression("LIM1");
    for (int v = 0; v < tmpVariables.length; v++) {
        tmpLIM1.set(v, new BigDecimal[] { ONE, ONE, ZERO }[v]);
    }
    tmpLIM1.upper(FIVE);
    final Expression tmpLIM2 = tmpExpModel.addExpression("LIM2");
    for (int v = 0; v < tmpVariables.length; v++) {
        tmpLIM2.set(v, new BigDecimal[] { ONE, ZERO, ONE }[v]);
    }
    tmpLIM2.lower(TEN);
    final Expression tmpMYEQN = tmpExpModel.addExpression("MYEQN");
    for (int v = 0; v < tmpVariables.length; v++) {
        tmpMYEQN.set(v, new BigDecimal[] { ZERO, ONE.negate(), ONE }[v]);
    }
    tmpMYEQN.level(SEVEN);
    TestUtils.assertTrue(tmpExpModel.validate());
    final File tmpFile = new File(PATH + "testprob.mps");
    final MathProgSysModel tmpActModel = MathProgSysModel.make(tmpFile);
    TestUtils.assertTrue(tmpActModel.validate());
    final Result tmpExpMinRes = tmpExpModel.minimise();
    final Result tmpActMinRes = tmpActModel.minimise();
    TestUtils.assertEquals(tmpExpMinRes.getValue(), tmpActMinRes.getValue(), PRECISION);
    TestUtils.assertEquals(tmpVariables.length, tmpExpMinRes.count());
    TestUtils.assertEquals(tmpVariables.length, tmpActMinRes.count());
    TestUtils.assertEquals(tmpExpMinRes, tmpActMinRes, PRECISION);
    for (int i = 0; i < tmpVariables.length; i++) {
        TestUtils.assertEquals(tmpVariables[i].getName(), tmpExpMinRes.doubleValue(i), tmpActMinRes.doubleValue(i), PRECISION);
    }
    if (!tmpExpModel.validate(tmpExpMinRes, PRECISION)) {
        TestUtils.fail(SOLUTION_NOT_VALID);
    }
    if (!tmpActModel.validate(tmpActMinRes, PRECISION)) {
        TestUtils.fail(SOLUTION_NOT_VALID);
    }
    this.assertMinMaxVal(tmpActModel.getExpressionsBasedModel(), new BigDecimal("54"), new BigDecimal("80"));
}

Example 17 with Variable

use of org.ojalgo.optimisation.Variable 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 18 with Variable

use of org.ojalgo.optimisation.Variable 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 19 with Variable

use of org.ojalgo.optimisation.Variable 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 20 with Variable

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