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

Example 26 with Variable

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

the class LinearProblems method testMath286.

@Test
public void testMath286() {
    final Variable tmpX1 = new Variable("X1").weight(TENTH.multiply(EIGHT)).lower(TEN);
    final Variable tmpX2 = new Variable("X2").weight(TENTH.multiply(TWO)).lower(ZERO);
    final Variable tmpX3 = new Variable("X3").weight(TENTH.multiply(SEVEN)).lower(EIGHT);
    final Variable tmpX4 = new Variable("X4").weight(TENTH.multiply(THREE)).lower(ZERO);
    final Variable tmpX5 = new Variable("X5").weight(TENTH.multiply(SIX)).lower(FIVE);
    final Variable tmpX6 = new Variable("X6").weight(TENTH.multiply(FOUR)).lower(ZERO);
    final Variable[] tmpFullVars = new Variable[] { tmpX1.copy(), tmpX2.copy(), tmpX3.copy(), tmpX4.copy(), tmpX5.copy(), tmpX6.copy() };
    final Variable[] tmpOddVars = new Variable[] { tmpX1.copy(), tmpX3.copy(), tmpX5.copy() };
    final Variable[] tmpEvenVars = new Variable[] { tmpX2.copy(), tmpX4.copy(), tmpX6.copy() };
    final ExpressionsBasedModel tmpFullModel = new ExpressionsBasedModel(tmpFullVars);
    // tmpFullModel.setMaximisation();
    final ExpressionsBasedModel tmpOddModel = new ExpressionsBasedModel(tmpOddVars);
    // tmpOddModel.setMaximisation();
    final ExpressionsBasedModel tmpEvenModel = new ExpressionsBasedModel(tmpEvenVars);
    // tmpEvenModel.setMaximisation();
    // tmpFullModel.options.debug(LinearSolver.class);
    // tmpOddModel.options.debug(LinearSolver.class);
    // tmpEvenModel.options.debug(LinearSolver.class);
    final BigDecimal tmpRHS = new BigDecimal("23.0");
    final int tmpLength = tmpFullModel.countVariables();
    final Expression retVal = tmpFullModel.addExpression("C1");
    for (int i = 0; i < tmpLength; i++) {
        retVal.set(i, new BigDecimal[] { ONE, ZERO, ONE, ZERO, ONE, ZERO }[i]);
    }
    final Expression tmpAddWeightExpression = retVal;
    tmpAddWeightExpression.level(tmpRHS);
    final int tmpLength1 = tmpOddModel.countVariables();
    final Expression retVal1 = tmpOddModel.addExpression("C1");
    for (int i = 0; i < tmpLength1; i++) {
        retVal1.set(i, new BigDecimal[] { ONE, ONE, ONE }[i]);
    }
    final Expression tmpAddWeightExpression2 = retVal1;
    tmpAddWeightExpression2.level(tmpRHS);
    final int tmpLength2 = tmpFullModel.countVariables();
    final Expression retVal2 = tmpFullModel.addExpression("C2");
    for (int i = 0; i < tmpLength2; i++) {
        retVal2.set(i, new BigDecimal[] { ZERO, ONE, ZERO, ONE, ZERO, ONE }[i]);
    }
    final Expression tmpAddWeightExpression3 = retVal2;
    tmpAddWeightExpression3.level(tmpRHS);
    final int tmpLength3 = tmpEvenModel.countVariables();
    final Expression retVal3 = tmpEvenModel.addExpression("C2");
    for (int i = 0; i < tmpLength3; i++) {
        retVal3.set(i, new BigDecimal[] { ONE, ONE, ONE }[i]);
    }
    final Expression tmpAddWeightExpression4 = retVal3;
    tmpAddWeightExpression4.level(tmpRHS);
    final Expression tmpFullObjective = tmpFullModel.objective();
    final Expression tmpOddObjective = tmpOddModel.objective();
    final Expression tmpEvenObjective = tmpEvenModel.objective();
    // A valid solution of 25.8 can be produced with:
    // X1=10, X2=0, X3=8, X4=0, X5=5, X6=23
    final BigDecimal tmpClaimedValue = new BigDecimal("25.8");
    final Builder<PrimitiveMatrix> tmpBuilder = PrimitiveMatrix.FACTORY.getBuilder(6, 1);
    tmpBuilder.set(0, 0, 10);
    tmpBuilder.set(2, 0, 8);
    tmpBuilder.set(4, 0, 5);
    tmpBuilder.set(5, 0, 23);
    final BasicMatrix tmpFullSolution = tmpBuilder.build();
    final BasicMatrix tmpOddSolution = tmpFullSolution.selectRows(0, 2, 4);
    final BasicMatrix tmpEvenSolution = tmpFullSolution.selectRows(1, 3, 5);
    TestUtils.assertEquals("Claimed solution not valid!", true, tmpFullModel.validate(BigDenseStore.FACTORY.copy(tmpFullSolution), new NumberContext(7, 6)));
    final Double tmpActualValue = tmpFullObjective.toFunction().invoke(PrimitiveDenseStore.FACTORY.copy(tmpFullSolution));
    // final BigDecimal tmpActualValue = TypeUtils.toBigDecimal(tmpObjectiveValue);
    // JUnitUtils.assertEquals("Claimed objective value wrong!", 0, tmpClaimedValue.compareTo(tmpActualValue));
    TestUtils.assertEquals(tmpClaimedValue, tmpActualValue, new NumberContext(7, 6));
    // Start validating ojAlgo results
    final Optimisation.Result tmpEvenResult = tmpEvenModel.maximise();
    final Optimisation.Result tmpOddResult = tmpOddModel.maximise();
    final Optimisation.Result tmpFullResult = tmpFullModel.maximise();
    TestUtils.assertEquals(true, tmpEvenModel.validate(tmpEvenResult, new NumberContext(7, 6)));
    TestUtils.assertEquals(true, tmpOddModel.validate(tmpOddResult, new NumberContext(7, 6)));
    TestUtils.assertEquals(true, tmpFullModel.validate(tmpFullResult, new NumberContext(7, 6)));
    TestUtils.assertEquals(tmpEvenSolution, RationalMatrix.FACTORY.columns(tmpEvenResult).selectRows(0, 1, 2), new NumberContext(7, 6));
    TestUtils.assertEquals(tmpOddSolution, RationalMatrix.FACTORY.columns(tmpOddResult).selectRows(0, 1, 2), new NumberContext(7, 6));
    TestUtils.assertEquals(tmpFullSolution, RationalMatrix.FACTORY.columns(tmpFullResult).selectRows(0, 1, 2, 3, 4, 5), new NumberContext(7, 6));
    final BigDecimal tmpEvenValue = new NumberContext(7, 6).enforce(TypeUtils.toBigDecimal(tmpEvenObjective.toFunction().invoke(PrimitiveDenseStore.FACTORY.copy(PrimitiveMatrix.FACTORY.columns(tmpEvenResult).selectRows(0, 1, 2)))));
    final BigDecimal tmpOddValue = new NumberContext(7, 6).enforce(TypeUtils.toBigDecimal(tmpOddObjective.toFunction().invoke(PrimitiveDenseStore.FACTORY.copy(PrimitiveMatrix.FACTORY.columns(tmpOddResult).selectRows(0, 1, 2)))));
    final BigDecimal tmpFullValue = new NumberContext(7, 6).enforce(TypeUtils.toBigDecimal(tmpFullObjective.toFunction().invoke(PrimitiveDenseStore.FACTORY.copy(PrimitiveMatrix.FACTORY.columns(tmpFullResult).selectRows(0, 1, 2, 3, 4, 5)))));
    TestUtils.assertEquals(0, tmpFullValue.compareTo(tmpEvenValue.add(tmpOddValue)));
    TestUtils.assertEquals(0, tmpClaimedValue.compareTo(tmpFullValue));
}

Example 27 with Variable

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

the class LinearProblems method testP20180310_61.

/**
 * https://github.com/optimatika/ojAlgo/issues/61
 */
@Test
public void testP20180310_61() {
    final Variable x = Variable.make("x").lower(0);
    final Variable y = Variable.make("y").lower(0);
    final ExpressionsBasedModel model = new ExpressionsBasedModel();
    model.addVariable(x);
    model.addVariable(y);
    model.addExpression("first").set(x, 2).set(y, 3).upper(1);
    model.addExpression("second").set(x, -2).set(y, 3).lower(1);
    final BigArray expected = BigArray.wrap(BigMath.ZERO, BigMath.THIRD);
    final Optimisation.Result result = model.maximise();
    TestUtils.assertEquals(expected, result);
    TestUtils.assertStateNotLessThanOptimal(result);
}

Example 28 with Variable

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

the class MarketShareCase method testMipButLinearConstrainedToOptimal.

@Test
@Disabled("Underscored before JUnit 5")
public void testMipButLinearConstrainedToOptimal() {
    final ExpressionsBasedModel tmpModel = MarketShareCase.makeModel();
    for (final Variable tmpVariable : tmpModel.getVariables()) {
        final String tmpName = tmpVariable.getName();
        if (tmpName.startsWith("s")) {
            tmpVariable.level(SOLUTION.get(tmpName));
        }
    }
    final Result tmpResult = tmpModel.minimise();
    TestUtils.assertEquals("OBJECTIVE_MIP", OBJECTIVE_MIP.doubleValue(), tmpResult.getValue(), 1E-14 / PrimitiveMath.THREE);
    for (final Variable tmpVariable : tmpModel.getVariables()) {
        TestUtils.assertEquals(tmpVariable.getName(), SOLUTION.get(tmpVariable.getName()).doubleValue(), tmpVariable.getValue().doubleValue(), 1E-14 / PrimitiveMath.THREE);
    }
}

Example 29 with Variable

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

the class MarketShareCase method testRelaxedButIntegerConstrainedToOptimal.

@Test
public void testRelaxedButIntegerConstrainedToOptimal() {
    final ExpressionsBasedModel tmpModel = MarketShareCase.makeModel();
    tmpModel.relax(true);
    for (final Variable tmpVariable : tmpModel.getVariables()) {
        final String tmpName = tmpVariable.getName();
        if (tmpName.startsWith("x")) {
            tmpVariable.level(SOLUTION.get(tmpName));
        }
    }
    final Result tmpResult = tmpModel.minimise();
    TestUtils.assertEquals("OBJECTIVE_MIP", OBJECTIVE_MIP.doubleValue(), tmpResult.getValue(), 1E-14 / PrimitiveMath.THREE);
    for (final Variable tmpVariable : tmpModel.getVariables()) {
        TestUtils.assertEquals(tmpVariable.getName(), SOLUTION.get(tmpVariable.getName()).doubleValue(), tmpVariable.getValue().doubleValue(), 1E-14 / PrimitiveMath.THREE);
    }
}

Example 30 with Variable

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

the class MarketShareCase method testMipButSomeConstainedToOptimatl.

@Test
public void testMipButSomeConstainedToOptimatl() {
    final ExpressionsBasedModel tmpModel = MarketShareCase.makeModel();
    // tmpModel.options.debug(IntegerSolver.class);
    // 37, 20
    final int tmpConstrLimit = 20;
    int tmpConstrCount = 0;
    for (final Variable tmpVariable : tmpModel.getVariables()) {
        final String tmpName = tmpVariable.getName();
        if (tmpConstrCount < tmpConstrLimit) {
            tmpVariable.level(SOLUTION.get(tmpName));
            tmpConstrCount++;
        }
    }
    final Result tmpResult = tmpModel.minimise();
    TestUtils.assertStateNotLessThanOptimal(tmpResult);
    TestUtils.assertTrue(tmpModel.validate(tmpModel.options.feasibility));
    TestUtils.assertTrue(tmpModel.validate(tmpResult, tmpModel.options.feasibility));
    TestUtils.assertEquals("OBJECTIVE_MIP", OBJECTIVE_MIP.doubleValue(), tmpResult.getValue(), tmpModel.options.feasibility);
    final NumberContext tmpContext = tmpModel.options.solution.newScale(13);
    for (final Variable tmpVariable : tmpModel.getVariables()) {
        final String tmpName = tmpVariable.getName();
        final double tmpExpected = SOLUTION.get(tmpName).doubleValue();
        final double tmpActual = tmpVariable.getValue().doubleValue();
        TestUtils.assertEquals(tmpName, tmpExpected, tmpActual, tmpContext);
    }
}