| /* |
| * Licensed to the Apache Software Foundation (ASF) under one or more |
| * contributor license agreements. See the NOTICE file distributed with |
| * this work for additional information regarding copyright ownership. |
| * The ASF licenses this file to You under the Apache License, Version 2.0 |
| * (the "License"); you may not use this file except in compliance with |
| * the License. You may obtain a copy of the License at |
| * |
| * http://www.apache.org/licenses/LICENSE-2.0 |
| * |
| * Unless required by applicable law or agreed to in writing, software |
| * distributed under the License is distributed on an "AS IS" BASIS, |
| * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. |
| * See the License for the specific language governing permissions and |
| * limitations under the License. |
| */ |
| |
| package org.apache.commons.math3.optimization.linear; |
| |
| import org.junit.Assert; |
| |
| import java.util.ArrayList; |
| import java.util.Collection; |
| import java.util.List; |
| |
| import org.apache.commons.math3.optimization.GoalType; |
| import org.apache.commons.math3.optimization.PointValuePair; |
| import org.apache.commons.math3.util.Precision; |
| import org.junit.Test; |
| |
| @Deprecated |
| public class SimplexSolverTest { |
| |
| @Test |
| public void testMath828() { |
| LinearObjectiveFunction f = new LinearObjectiveFunction( |
| new double[] { 1.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0}, 0.0); |
| |
| ArrayList <LinearConstraint>constraints = new ArrayList<LinearConstraint>(); |
| |
| constraints.add(new LinearConstraint(new double[] {0.0, 39.0, 23.0, 96.0, 15.0, 48.0, 9.0, 21.0, 48.0, 36.0, 76.0, 19.0, 88.0, 17.0, 16.0, 36.0,}, Relationship.GEQ, 15.0)); |
| constraints.add(new LinearConstraint(new double[] {0.0, 59.0, 93.0, 12.0, 29.0, 78.0, 73.0, 87.0, 32.0, 70.0, 68.0, 24.0, 11.0, 26.0, 65.0, 25.0,}, Relationship.GEQ, 29.0)); |
| constraints.add(new LinearConstraint(new double[] {0.0, 74.0, 5.0, 82.0, 6.0, 97.0, 55.0, 44.0, 52.0, 54.0, 5.0, 93.0, 91.0, 8.0, 20.0, 97.0,}, Relationship.GEQ, 6.0)); |
| constraints.add(new LinearConstraint(new double[] {8.0, -3.0, -28.0, -72.0, -8.0, -31.0, -31.0, -74.0, -47.0, -59.0, -24.0, -57.0, -56.0, -16.0, -92.0, -59.0,}, Relationship.GEQ, 0.0)); |
| constraints.add(new LinearConstraint(new double[] {25.0, -7.0, -99.0, -78.0, -25.0, -14.0, -16.0, -89.0, -39.0, -56.0, -53.0, -9.0, -18.0, -26.0, -11.0, -61.0,}, Relationship.GEQ, 0.0)); |
| constraints.add(new LinearConstraint(new double[] {33.0, -95.0, -15.0, -4.0, -33.0, -3.0, -20.0, -96.0, -27.0, -13.0, -80.0, -24.0, -3.0, -13.0, -57.0, -76.0,}, Relationship.GEQ, 0.0)); |
| constraints.add(new LinearConstraint(new double[] {7.0, -95.0, -39.0, -93.0, -7.0, -94.0, -94.0, -62.0, -76.0, -26.0, -53.0, -57.0, -31.0, -76.0, -53.0, -52.0,}, Relationship.GEQ, 0.0)); |
| |
| double epsilon = 1e-6; |
| PointValuePair solution = new SimplexSolver().optimize(f, constraints, GoalType.MINIMIZE, true); |
| Assert.assertEquals(1.0d, solution.getValue(), epsilon); |
| Assert.assertTrue(validSolution(solution, constraints, epsilon)); |
| } |
| |
| @Test |
| public void testMath828Cycle() { |
| LinearObjectiveFunction f = new LinearObjectiveFunction( |
| new double[] { 1.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0}, 0.0); |
| |
| ArrayList <LinearConstraint>constraints = new ArrayList<LinearConstraint>(); |
| |
| constraints.add(new LinearConstraint(new double[] {0.0, 16.0, 14.0, 69.0, 1.0, 85.0, 52.0, 43.0, 64.0, 97.0, 14.0, 74.0, 89.0, 28.0, 94.0, 58.0, 13.0, 22.0, 21.0, 17.0, 30.0, 25.0, 1.0, 59.0, 91.0, 78.0, 12.0, 74.0, 56.0, 3.0, 88.0,}, Relationship.GEQ, 91.0)); |
| constraints.add(new LinearConstraint(new double[] {0.0, 60.0, 40.0, 81.0, 71.0, 72.0, 46.0, 45.0, 38.0, 48.0, 40.0, 17.0, 33.0, 85.0, 64.0, 32.0, 84.0, 3.0, 54.0, 44.0, 71.0, 67.0, 90.0, 95.0, 54.0, 99.0, 99.0, 29.0, 52.0, 98.0, 9.0,}, Relationship.GEQ, 54.0)); |
| constraints.add(new LinearConstraint(new double[] {0.0, 41.0, 12.0, 86.0, 90.0, 61.0, 31.0, 41.0, 23.0, 89.0, 17.0, 74.0, 44.0, 27.0, 16.0, 47.0, 80.0, 32.0, 11.0, 56.0, 68.0, 82.0, 11.0, 62.0, 62.0, 53.0, 39.0, 16.0, 48.0, 1.0, 63.0,}, Relationship.GEQ, 62.0)); |
| constraints.add(new LinearConstraint(new double[] {83.0, -76.0, -94.0, -19.0, -15.0, -70.0, -72.0, -57.0, -63.0, -65.0, -22.0, -94.0, -22.0, -88.0, -86.0, -89.0, -72.0, -16.0, -80.0, -49.0, -70.0, -93.0, -95.0, -17.0, -83.0, -97.0, -31.0, -47.0, -31.0, -13.0, -23.0,}, Relationship.GEQ, 0.0)); |
| constraints.add(new LinearConstraint(new double[] {41.0, -96.0, -41.0, -48.0, -70.0, -43.0, -43.0, -43.0, -97.0, -37.0, -85.0, -70.0, -45.0, -67.0, -87.0, -69.0, -94.0, -54.0, -54.0, -92.0, -79.0, -10.0, -35.0, -20.0, -41.0, -41.0, -65.0, -25.0, -12.0, -8.0, -46.0,}, Relationship.GEQ, 0.0)); |
| constraints.add(new LinearConstraint(new double[] {27.0, -42.0, -65.0, -49.0, -53.0, -42.0, -17.0, -2.0, -61.0, -31.0, -76.0, -47.0, -8.0, -93.0, -86.0, -62.0, -65.0, -63.0, -22.0, -43.0, -27.0, -23.0, -32.0, -74.0, -27.0, -63.0, -47.0, -78.0, -29.0, -95.0, -73.0,}, Relationship.GEQ, 0.0)); |
| constraints.add(new LinearConstraint(new double[] {15.0, -46.0, -41.0, -83.0, -98.0, -99.0, -21.0, -35.0, -7.0, -14.0, -80.0, -63.0, -18.0, -42.0, -5.0, -34.0, -56.0, -70.0, -16.0, -18.0, -74.0, -61.0, -47.0, -41.0, -15.0, -79.0, -18.0, -47.0, -88.0, -68.0, -55.0,}, Relationship.GEQ, 0.0)); |
| |
| double epsilon = 1e-6; |
| PointValuePair solution = new SimplexSolver().optimize(f, constraints, GoalType.MINIMIZE, true); |
| Assert.assertEquals(1.0d, solution.getValue(), epsilon); |
| Assert.assertTrue(validSolution(solution, constraints, epsilon)); |
| } |
| |
| @Test |
| public void testMath781() { |
| LinearObjectiveFunction f = new LinearObjectiveFunction(new double[] { 2, 6, 7 }, 0); |
| |
| ArrayList<LinearConstraint> constraints = new ArrayList<LinearConstraint>(); |
| constraints.add(new LinearConstraint(new double[] { 1, 2, 1 }, Relationship.LEQ, 2)); |
| constraints.add(new LinearConstraint(new double[] { -1, 1, 1 }, Relationship.LEQ, -1)); |
| constraints.add(new LinearConstraint(new double[] { 2, -3, 1 }, Relationship.LEQ, -1)); |
| |
| double epsilon = 1e-6; |
| SimplexSolver solver = new SimplexSolver(); |
| PointValuePair solution = solver.optimize(f, constraints, GoalType.MAXIMIZE, false); |
| |
| Assert.assertTrue(Precision.compareTo(solution.getPoint()[0], 0.0d, epsilon) > 0); |
| Assert.assertTrue(Precision.compareTo(solution.getPoint()[1], 0.0d, epsilon) > 0); |
| Assert.assertTrue(Precision.compareTo(solution.getPoint()[2], 0.0d, epsilon) < 0); |
| Assert.assertEquals(2.0d, solution.getValue(), epsilon); |
| } |
| |
| @Test |
| public void testMath713NegativeVariable() { |
| LinearObjectiveFunction f = new LinearObjectiveFunction(new double[] {1.0, 1.0}, 0.0d); |
| ArrayList<LinearConstraint> constraints = new ArrayList<LinearConstraint>(); |
| constraints.add(new LinearConstraint(new double[] {1, 0}, Relationship.EQ, 1)); |
| |
| double epsilon = 1e-6; |
| SimplexSolver solver = new SimplexSolver(); |
| PointValuePair solution = solver.optimize(f, constraints, GoalType.MINIMIZE, true); |
| |
| Assert.assertTrue(Precision.compareTo(solution.getPoint()[0], 0.0d, epsilon) >= 0); |
| Assert.assertTrue(Precision.compareTo(solution.getPoint()[1], 0.0d, epsilon) >= 0); |
| } |
| |
| @Test |
| public void testMath434NegativeVariable() { |
| LinearObjectiveFunction f = new LinearObjectiveFunction(new double[] {0.0, 0.0, 1.0}, 0.0d); |
| ArrayList<LinearConstraint> constraints = new ArrayList<LinearConstraint>(); |
| constraints.add(new LinearConstraint(new double[] {1, 1, 0}, Relationship.EQ, 5)); |
| constraints.add(new LinearConstraint(new double[] {0, 0, 1}, Relationship.GEQ, -10)); |
| |
| double epsilon = 1e-6; |
| SimplexSolver solver = new SimplexSolver(); |
| PointValuePair solution = solver.optimize(f, constraints, GoalType.MINIMIZE, false); |
| |
| Assert.assertEquals(5.0, solution.getPoint()[0] + solution.getPoint()[1], epsilon); |
| Assert.assertEquals(-10.0, solution.getPoint()[2], epsilon); |
| Assert.assertEquals(-10.0, solution.getValue(), epsilon); |
| |
| } |
| |
| @Test(expected = NoFeasibleSolutionException.class) |
| public void testMath434UnfeasibleSolution() { |
| double epsilon = 1e-6; |
| |
| LinearObjectiveFunction f = new LinearObjectiveFunction(new double[] {1.0, 0.0}, 0.0); |
| ArrayList<LinearConstraint> constraints = new ArrayList<LinearConstraint>(); |
| constraints.add(new LinearConstraint(new double[] {epsilon/2, 0.5}, Relationship.EQ, 0)); |
| constraints.add(new LinearConstraint(new double[] {1e-3, 0.1}, Relationship.EQ, 10)); |
| |
| SimplexSolver solver = new SimplexSolver(); |
| // allowing only non-negative values, no feasible solution shall be found |
| solver.optimize(f, constraints, GoalType.MINIMIZE, true); |
| } |
| |
| @Test |
| public void testMath434PivotRowSelection() { |
| LinearObjectiveFunction f = new LinearObjectiveFunction(new double[] {1.0}, 0.0); |
| |
| double epsilon = 1e-6; |
| ArrayList<LinearConstraint> constraints = new ArrayList<LinearConstraint>(); |
| constraints.add(new LinearConstraint(new double[] {200}, Relationship.GEQ, 1)); |
| constraints.add(new LinearConstraint(new double[] {100}, Relationship.GEQ, 0.499900001)); |
| |
| SimplexSolver solver = new SimplexSolver(); |
| PointValuePair solution = solver.optimize(f, constraints, GoalType.MINIMIZE, false); |
| |
| Assert.assertTrue(Precision.compareTo(solution.getPoint()[0] * 200.d, 1.d, epsilon) >= 0); |
| Assert.assertEquals(0.0050, solution.getValue(), epsilon); |
| } |
| |
| @Test |
| public void testMath434PivotRowSelection2() { |
| LinearObjectiveFunction f = new LinearObjectiveFunction(new double[] {0.0d, 1.0d, 1.0d, 0.0d, 0.0d, 0.0d, 0.0d}, 0.0d); |
| |
| ArrayList<LinearConstraint> constraints = new ArrayList<LinearConstraint>(); |
| constraints.add(new LinearConstraint(new double[] {1.0d, -0.1d, 0.0d, 0.0d, 0.0d, 0.0d, 0.0d}, Relationship.EQ, -0.1d)); |
| constraints.add(new LinearConstraint(new double[] {1.0d, 0.0d, 0.0d, 0.0d, 0.0d, 0.0d, 0.0d}, Relationship.GEQ, -1e-18d)); |
| constraints.add(new LinearConstraint(new double[] {0.0d, 1.0d, 0.0d, 0.0d, 0.0d, 0.0d, 0.0d}, Relationship.GEQ, 0.0d)); |
| constraints.add(new LinearConstraint(new double[] {0.0d, 0.0d, 0.0d, 1.0d, 0.0d, -0.0128588d, 1e-5d}, Relationship.EQ, 0.0d)); |
| constraints.add(new LinearConstraint(new double[] {0.0d, 0.0d, 0.0d, 0.0d, 1.0d, 1e-5d, -0.0128586d}, Relationship.EQ, 1e-10d)); |
| constraints.add(new LinearConstraint(new double[] {0.0d, 0.0d, 1.0d, -1.0d, 0.0d, 0.0d, 0.0d}, Relationship.GEQ, 0.0d)); |
| constraints.add(new LinearConstraint(new double[] {0.0d, 0.0d, 1.0d, 1.0d, 0.0d, 0.0d, 0.0d}, Relationship.GEQ, 0.0d)); |
| constraints.add(new LinearConstraint(new double[] {0.0d, 0.0d, 1.0d, 0.0d, -1.0d, 0.0d, 0.0d}, Relationship.GEQ, 0.0d)); |
| constraints.add(new LinearConstraint(new double[] {0.0d, 0.0d, 1.0d, 0.0d, 1.0d, 0.0d, 0.0d}, Relationship.GEQ, 0.0d)); |
| |
| double epsilon = 1e-7; |
| SimplexSolver simplex = new SimplexSolver(); |
| PointValuePair solution = simplex.optimize(f, constraints, GoalType.MINIMIZE, false); |
| |
| Assert.assertTrue(Precision.compareTo(solution.getPoint()[0], -1e-18d, epsilon) >= 0); |
| Assert.assertEquals(1.0d, solution.getPoint()[1], epsilon); |
| Assert.assertEquals(0.0d, solution.getPoint()[2], epsilon); |
| Assert.assertEquals(1.0d, solution.getValue(), epsilon); |
| } |
| |
| @Test |
| public void testMath272() { |
| LinearObjectiveFunction f = new LinearObjectiveFunction(new double[] { 2, 2, 1 }, 0); |
| Collection<LinearConstraint> constraints = new ArrayList<LinearConstraint>(); |
| constraints.add(new LinearConstraint(new double[] { 1, 1, 0 }, Relationship.GEQ, 1)); |
| constraints.add(new LinearConstraint(new double[] { 1, 0, 1 }, Relationship.GEQ, 1)); |
| constraints.add(new LinearConstraint(new double[] { 0, 1, 0 }, Relationship.GEQ, 1)); |
| |
| SimplexSolver solver = new SimplexSolver(); |
| PointValuePair solution = solver.optimize(f, constraints, GoalType.MINIMIZE, true); |
| |
| Assert.assertEquals(0.0, solution.getPoint()[0], .0000001); |
| Assert.assertEquals(1.0, solution.getPoint()[1], .0000001); |
| Assert.assertEquals(1.0, solution.getPoint()[2], .0000001); |
| Assert.assertEquals(3.0, solution.getValue(), .0000001); |
| } |
| |
| @Test |
| public void testMath286() { |
| LinearObjectiveFunction f = new LinearObjectiveFunction(new double[] { 0.8, 0.2, 0.7, 0.3, 0.6, 0.4 }, 0 ); |
| Collection<LinearConstraint> constraints = new ArrayList<LinearConstraint>(); |
| constraints.add(new LinearConstraint(new double[] { 1, 0, 1, 0, 1, 0 }, Relationship.EQ, 23.0)); |
| constraints.add(new LinearConstraint(new double[] { 0, 1, 0, 1, 0, 1 }, Relationship.EQ, 23.0)); |
| constraints.add(new LinearConstraint(new double[] { 1, 0, 0, 0, 0, 0 }, Relationship.GEQ, 10.0)); |
| constraints.add(new LinearConstraint(new double[] { 0, 0, 1, 0, 0, 0 }, Relationship.GEQ, 8.0)); |
| constraints.add(new LinearConstraint(new double[] { 0, 0, 0, 0, 1, 0 }, Relationship.GEQ, 5.0)); |
| |
| SimplexSolver solver = new SimplexSolver(); |
| PointValuePair solution = solver.optimize(f, constraints, GoalType.MAXIMIZE, true); |
| |
| Assert.assertEquals(25.8, solution.getValue(), .0000001); |
| Assert.assertEquals(23.0, solution.getPoint()[0] + solution.getPoint()[2] + solution.getPoint()[4], 0.0000001); |
| Assert.assertEquals(23.0, solution.getPoint()[1] + solution.getPoint()[3] + solution.getPoint()[5], 0.0000001); |
| Assert.assertTrue(solution.getPoint()[0] >= 10.0 - 0.0000001); |
| Assert.assertTrue(solution.getPoint()[2] >= 8.0 - 0.0000001); |
| Assert.assertTrue(solution.getPoint()[4] >= 5.0 - 0.0000001); |
| } |
| |
| @Test |
| public void testDegeneracy() { |
| LinearObjectiveFunction f = new LinearObjectiveFunction(new double[] { 0.8, 0.7 }, 0 ); |
| Collection<LinearConstraint> constraints = new ArrayList<LinearConstraint>(); |
| constraints.add(new LinearConstraint(new double[] { 1, 1 }, Relationship.LEQ, 18.0)); |
| constraints.add(new LinearConstraint(new double[] { 1, 0 }, Relationship.GEQ, 10.0)); |
| constraints.add(new LinearConstraint(new double[] { 0, 1 }, Relationship.GEQ, 8.0)); |
| |
| SimplexSolver solver = new SimplexSolver(); |
| PointValuePair solution = solver.optimize(f, constraints, GoalType.MAXIMIZE, true); |
| Assert.assertEquals(13.6, solution.getValue(), .0000001); |
| } |
| |
| @Test |
| public void testMath288() { |
| LinearObjectiveFunction f = new LinearObjectiveFunction(new double[] { 7, 3, 0, 0 }, 0 ); |
| Collection<LinearConstraint> constraints = new ArrayList<LinearConstraint>(); |
| constraints.add(new LinearConstraint(new double[] { 3, 0, -5, 0 }, Relationship.LEQ, 0.0)); |
| constraints.add(new LinearConstraint(new double[] { 2, 0, 0, -5 }, Relationship.LEQ, 0.0)); |
| constraints.add(new LinearConstraint(new double[] { 0, 3, 0, -5 }, Relationship.LEQ, 0.0)); |
| constraints.add(new LinearConstraint(new double[] { 1, 0, 0, 0 }, Relationship.LEQ, 1.0)); |
| constraints.add(new LinearConstraint(new double[] { 0, 1, 0, 0 }, Relationship.LEQ, 1.0)); |
| |
| SimplexSolver solver = new SimplexSolver(); |
| PointValuePair solution = solver.optimize(f, constraints, GoalType.MAXIMIZE, true); |
| Assert.assertEquals(10.0, solution.getValue(), .0000001); |
| } |
| |
| @Test |
| public void testMath290GEQ() { |
| LinearObjectiveFunction f = new LinearObjectiveFunction(new double[] { 1, 5 }, 0 ); |
| Collection<LinearConstraint> constraints = new ArrayList<LinearConstraint>(); |
| constraints.add(new LinearConstraint(new double[] { 2, 0 }, Relationship.GEQ, -1.0)); |
| SimplexSolver solver = new SimplexSolver(); |
| PointValuePair solution = solver.optimize(f, constraints, GoalType.MINIMIZE, true); |
| Assert.assertEquals(0, solution.getValue(), .0000001); |
| Assert.assertEquals(0, solution.getPoint()[0], .0000001); |
| Assert.assertEquals(0, solution.getPoint()[1], .0000001); |
| } |
| |
| @Test(expected=NoFeasibleSolutionException.class) |
| public void testMath290LEQ() { |
| LinearObjectiveFunction f = new LinearObjectiveFunction(new double[] { 1, 5 }, 0 ); |
| Collection<LinearConstraint> constraints = new ArrayList<LinearConstraint>(); |
| constraints.add(new LinearConstraint(new double[] { 2, 0 }, Relationship.LEQ, -1.0)); |
| SimplexSolver solver = new SimplexSolver(); |
| solver.optimize(f, constraints, GoalType.MINIMIZE, true); |
| } |
| |
| @Test |
| public void testMath293() { |
| LinearObjectiveFunction f = new LinearObjectiveFunction(new double[] { 0.8, 0.2, 0.7, 0.3, 0.4, 0.6}, 0 ); |
| Collection<LinearConstraint> constraints = new ArrayList<LinearConstraint>(); |
| constraints.add(new LinearConstraint(new double[] { 1, 0, 1, 0, 1, 0 }, Relationship.EQ, 30.0)); |
| constraints.add(new LinearConstraint(new double[] { 0, 1, 0, 1, 0, 1 }, Relationship.EQ, 30.0)); |
| constraints.add(new LinearConstraint(new double[] { 0.8, 0.2, 0.0, 0.0, 0.0, 0.0 }, Relationship.GEQ, 10.0)); |
| constraints.add(new LinearConstraint(new double[] { 0.0, 0.0, 0.7, 0.3, 0.0, 0.0 }, Relationship.GEQ, 10.0)); |
| constraints.add(new LinearConstraint(new double[] { 0.0, 0.0, 0.0, 0.0, 0.4, 0.6 }, Relationship.GEQ, 10.0)); |
| |
| SimplexSolver solver = new SimplexSolver(); |
| PointValuePair solution1 = solver.optimize(f, constraints, GoalType.MAXIMIZE, true); |
| |
| Assert.assertEquals(15.7143, solution1.getPoint()[0], .0001); |
| Assert.assertEquals(0.0, solution1.getPoint()[1], .0001); |
| Assert.assertEquals(14.2857, solution1.getPoint()[2], .0001); |
| Assert.assertEquals(0.0, solution1.getPoint()[3], .0001); |
| Assert.assertEquals(0.0, solution1.getPoint()[4], .0001); |
| Assert.assertEquals(30.0, solution1.getPoint()[5], .0001); |
| Assert.assertEquals(40.57143, solution1.getValue(), .0001); |
| |
| double valA = 0.8 * solution1.getPoint()[0] + 0.2 * solution1.getPoint()[1]; |
| double valB = 0.7 * solution1.getPoint()[2] + 0.3 * solution1.getPoint()[3]; |
| double valC = 0.4 * solution1.getPoint()[4] + 0.6 * solution1.getPoint()[5]; |
| |
| f = new LinearObjectiveFunction(new double[] { 0.8, 0.2, 0.7, 0.3, 0.4, 0.6}, 0 ); |
| constraints = new ArrayList<LinearConstraint>(); |
| constraints.add(new LinearConstraint(new double[] { 1, 0, 1, 0, 1, 0 }, Relationship.EQ, 30.0)); |
| constraints.add(new LinearConstraint(new double[] { 0, 1, 0, 1, 0, 1 }, Relationship.EQ, 30.0)); |
| constraints.add(new LinearConstraint(new double[] { 0.8, 0.2, 0.0, 0.0, 0.0, 0.0 }, Relationship.GEQ, valA)); |
| constraints.add(new LinearConstraint(new double[] { 0.0, 0.0, 0.7, 0.3, 0.0, 0.0 }, Relationship.GEQ, valB)); |
| constraints.add(new LinearConstraint(new double[] { 0.0, 0.0, 0.0, 0.0, 0.4, 0.6 }, Relationship.GEQ, valC)); |
| |
| PointValuePair solution2 = solver.optimize(f, constraints, GoalType.MAXIMIZE, true); |
| Assert.assertEquals(40.57143, solution2.getValue(), .0001); |
| } |
| |
| @Test |
| public void testSimplexSolver() { |
| LinearObjectiveFunction f = |
| new LinearObjectiveFunction(new double[] { 15, 10 }, 7); |
| Collection<LinearConstraint> constraints = new ArrayList<LinearConstraint>(); |
| constraints.add(new LinearConstraint(new double[] { 1, 0 }, Relationship.LEQ, 2)); |
| constraints.add(new LinearConstraint(new double[] { 0, 1 }, Relationship.LEQ, 3)); |
| constraints.add(new LinearConstraint(new double[] { 1, 1 }, Relationship.EQ, 4)); |
| |
| SimplexSolver solver = new SimplexSolver(); |
| PointValuePair solution = solver.optimize(f, constraints, GoalType.MAXIMIZE, false); |
| Assert.assertEquals(2.0, solution.getPoint()[0], 0.0); |
| Assert.assertEquals(2.0, solution.getPoint()[1], 0.0); |
| Assert.assertEquals(57.0, solution.getValue(), 0.0); |
| } |
| |
| @Test |
| public void testSingleVariableAndConstraint() { |
| LinearObjectiveFunction f = new LinearObjectiveFunction(new double[] { 3 }, 0); |
| Collection<LinearConstraint> constraints = new ArrayList<LinearConstraint>(); |
| constraints.add(new LinearConstraint(new double[] { 1 }, Relationship.LEQ, 10)); |
| |
| SimplexSolver solver = new SimplexSolver(); |
| PointValuePair solution = solver.optimize(f, constraints, GoalType.MAXIMIZE, false); |
| Assert.assertEquals(10.0, solution.getPoint()[0], 0.0); |
| Assert.assertEquals(30.0, solution.getValue(), 0.0); |
| } |
| |
| /** |
| * With no artificial variables needed (no equals and no greater than |
| * constraints) we can go straight to Phase 2. |
| */ |
| @Test |
| public void testModelWithNoArtificialVars() { |
| LinearObjectiveFunction f = new LinearObjectiveFunction(new double[] { 15, 10 }, 0); |
| Collection<LinearConstraint> constraints = new ArrayList<LinearConstraint>(); |
| constraints.add(new LinearConstraint(new double[] { 1, 0 }, Relationship.LEQ, 2)); |
| constraints.add(new LinearConstraint(new double[] { 0, 1 }, Relationship.LEQ, 3)); |
| constraints.add(new LinearConstraint(new double[] { 1, 1 }, Relationship.LEQ, 4)); |
| |
| SimplexSolver solver = new SimplexSolver(); |
| PointValuePair solution = solver.optimize(f, constraints, GoalType.MAXIMIZE, false); |
| Assert.assertEquals(2.0, solution.getPoint()[0], 0.0); |
| Assert.assertEquals(2.0, solution.getPoint()[1], 0.0); |
| Assert.assertEquals(50.0, solution.getValue(), 0.0); |
| } |
| |
| @Test |
| public void testMinimization() { |
| LinearObjectiveFunction f = new LinearObjectiveFunction(new double[] { -2, 1 }, -5); |
| Collection<LinearConstraint> constraints = new ArrayList<LinearConstraint>(); |
| constraints.add(new LinearConstraint(new double[] { 1, 2 }, Relationship.LEQ, 6)); |
| constraints.add(new LinearConstraint(new double[] { 3, 2 }, Relationship.LEQ, 12)); |
| constraints.add(new LinearConstraint(new double[] { 0, 1 }, Relationship.GEQ, 0)); |
| |
| SimplexSolver solver = new SimplexSolver(); |
| PointValuePair solution = solver.optimize(f, constraints, GoalType.MINIMIZE, false); |
| Assert.assertEquals(4.0, solution.getPoint()[0], 0.0); |
| Assert.assertEquals(0.0, solution.getPoint()[1], 0.0); |
| Assert.assertEquals(-13.0, solution.getValue(), 0.0); |
| } |
| |
| @Test |
| public void testSolutionWithNegativeDecisionVariable() { |
| LinearObjectiveFunction f = new LinearObjectiveFunction(new double[] { -2, 1 }, 0); |
| Collection<LinearConstraint> constraints = new ArrayList<LinearConstraint>(); |
| constraints.add(new LinearConstraint(new double[] { 1, 1 }, Relationship.GEQ, 6)); |
| constraints.add(new LinearConstraint(new double[] { 1, 2 }, Relationship.LEQ, 14)); |
| |
| SimplexSolver solver = new SimplexSolver(); |
| PointValuePair solution = solver.optimize(f, constraints, GoalType.MAXIMIZE, false); |
| Assert.assertEquals(-2.0, solution.getPoint()[0], 0.0); |
| Assert.assertEquals(8.0, solution.getPoint()[1], 0.0); |
| Assert.assertEquals(12.0, solution.getValue(), 0.0); |
| } |
| |
| @Test(expected = NoFeasibleSolutionException.class) |
| public void testInfeasibleSolution() { |
| LinearObjectiveFunction f = new LinearObjectiveFunction(new double[] { 15 }, 0); |
| Collection<LinearConstraint> constraints = new ArrayList<LinearConstraint>(); |
| constraints.add(new LinearConstraint(new double[] { 1 }, Relationship.LEQ, 1)); |
| constraints.add(new LinearConstraint(new double[] { 1 }, Relationship.GEQ, 3)); |
| |
| SimplexSolver solver = new SimplexSolver(); |
| solver.optimize(f, constraints, GoalType.MAXIMIZE, false); |
| } |
| |
| @Test(expected = UnboundedSolutionException.class) |
| public void testUnboundedSolution() { |
| LinearObjectiveFunction f = new LinearObjectiveFunction(new double[] { 15, 10 }, 0); |
| Collection<LinearConstraint> constraints = new ArrayList<LinearConstraint>(); |
| constraints.add(new LinearConstraint(new double[] { 1, 0 }, Relationship.EQ, 2)); |
| |
| SimplexSolver solver = new SimplexSolver(); |
| solver.optimize(f, constraints, GoalType.MAXIMIZE, false); |
| } |
| |
| @Test |
| public void testRestrictVariablesToNonNegative() { |
| LinearObjectiveFunction f = new LinearObjectiveFunction(new double[] { 409, 523, 70, 204, 339 }, 0); |
| Collection<LinearConstraint> constraints = new ArrayList<LinearConstraint>(); |
| constraints.add(new LinearConstraint(new double[] { 43, 56, 345, 56, 5 }, Relationship.LEQ, 4567456)); |
| constraints.add(new LinearConstraint(new double[] { 12, 45, 7, 56, 23 }, Relationship.LEQ, 56454)); |
| constraints.add(new LinearConstraint(new double[] { 8, 768, 0, 34, 7456 }, Relationship.LEQ, 1923421)); |
| constraints.add(new LinearConstraint(new double[] { 12342, 2342, 34, 678, 2342 }, Relationship.GEQ, 4356)); |
| constraints.add(new LinearConstraint(new double[] { 45, 678, 76, 52, 23 }, Relationship.EQ, 456356)); |
| |
| SimplexSolver solver = new SimplexSolver(); |
| PointValuePair solution = solver.optimize(f, constraints, GoalType.MAXIMIZE, true); |
| Assert.assertEquals(2902.92783505155, solution.getPoint()[0], .0000001); |
| Assert.assertEquals(480.419243986254, solution.getPoint()[1], .0000001); |
| Assert.assertEquals(0.0, solution.getPoint()[2], .0000001); |
| Assert.assertEquals(0.0, solution.getPoint()[3], .0000001); |
| Assert.assertEquals(0.0, solution.getPoint()[4], .0000001); |
| Assert.assertEquals(1438556.7491409, solution.getValue(), .0000001); |
| } |
| |
| @Test |
| public void testEpsilon() { |
| LinearObjectiveFunction f = |
| new LinearObjectiveFunction(new double[] { 10, 5, 1 }, 0); |
| Collection<LinearConstraint> constraints = new ArrayList<LinearConstraint>(); |
| constraints.add(new LinearConstraint(new double[] { 9, 8, 0 }, Relationship.EQ, 17)); |
| constraints.add(new LinearConstraint(new double[] { 0, 7, 8 }, Relationship.LEQ, 7)); |
| constraints.add(new LinearConstraint(new double[] { 10, 0, 2 }, Relationship.LEQ, 10)); |
| |
| SimplexSolver solver = new SimplexSolver(); |
| PointValuePair solution = solver.optimize(f, constraints, GoalType.MAXIMIZE, false); |
| Assert.assertEquals(1.0, solution.getPoint()[0], 0.0); |
| Assert.assertEquals(1.0, solution.getPoint()[1], 0.0); |
| Assert.assertEquals(0.0, solution.getPoint()[2], 0.0); |
| Assert.assertEquals(15.0, solution.getValue(), 0.0); |
| } |
| |
| @Test |
| public void testTrivialModel() { |
| LinearObjectiveFunction f = new LinearObjectiveFunction(new double[] { 1, 1 }, 0); |
| Collection<LinearConstraint> constraints = new ArrayList<LinearConstraint>(); |
| constraints.add(new LinearConstraint(new double[] { 1, 1 }, Relationship.EQ, 0)); |
| |
| SimplexSolver solver = new SimplexSolver(); |
| PointValuePair solution = solver.optimize(f, constraints, GoalType.MAXIMIZE, true); |
| Assert.assertEquals(0, solution.getValue(), .0000001); |
| } |
| |
| @Test |
| public void testLargeModel() { |
| double[] objective = new double[] { |
| 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, |
| 1, 1, 12, 1, 1, 1, 1, 1, 1, 1, |
| 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, |
| 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, |
| 12, 1, 1, 1, 1, 1, 1, 1, 1, 1, |
| 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, |
| 1, 1, 1, 1, 1, 1, 1, 1, 12, 1, |
| 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, |
| 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, |
| 1, 1, 1, 1, 1, 1, 12, 1, 1, 1, |
| 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, |
| 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, |
| 1, 1, 1, 1, 12, 1, 1, 1, 1, 1, |
| 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, |
| 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, |
| 1, 1, 12, 1, 1, 1, 1, 1, 1, 1, |
| 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, |
| 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, |
| 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, |
| 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, |
| 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, |
| 1, 1, 1, 1, 1, 1}; |
| |
| LinearObjectiveFunction f = new LinearObjectiveFunction(objective, 0); |
| Collection<LinearConstraint> constraints = new ArrayList<LinearConstraint>(); |
| constraints.add(equationFromString(objective.length, "x0 + x1 + x2 + x3 - x12 = 0")); |
| constraints.add(equationFromString(objective.length, "x4 + x5 + x6 + x7 + x8 + x9 + x10 + x11 - x13 = 0")); |
| constraints.add(equationFromString(objective.length, "x4 + x5 + x6 + x7 + x8 + x9 + x10 + x11 >= 49")); |
| constraints.add(equationFromString(objective.length, "x0 + x1 + x2 + x3 >= 42")); |
| constraints.add(equationFromString(objective.length, "x14 + x15 + x16 + x17 - x26 = 0")); |
| constraints.add(equationFromString(objective.length, "x18 + x19 + x20 + x21 + x22 + x23 + x24 + x25 - x27 = 0")); |
| constraints.add(equationFromString(objective.length, "x14 + x15 + x16 + x17 - x12 = 0")); |
| constraints.add(equationFromString(objective.length, "x18 + x19 + x20 + x21 + x22 + x23 + x24 + x25 - x13 = 0")); |
| constraints.add(equationFromString(objective.length, "x28 + x29 + x30 + x31 - x40 = 0")); |
| constraints.add(equationFromString(objective.length, "x32 + x33 + x34 + x35 + x36 + x37 + x38 + x39 - x41 = 0")); |
| constraints.add(equationFromString(objective.length, "x32 + x33 + x34 + x35 + x36 + x37 + x38 + x39 >= 49")); |
| constraints.add(equationFromString(objective.length, "x28 + x29 + x30 + x31 >= 42")); |
| constraints.add(equationFromString(objective.length, "x42 + x43 + x44 + x45 - x54 = 0")); |
| constraints.add(equationFromString(objective.length, "x46 + x47 + x48 + x49 + x50 + x51 + x52 + x53 - x55 = 0")); |
| constraints.add(equationFromString(objective.length, "x42 + x43 + x44 + x45 - x40 = 0")); |
| constraints.add(equationFromString(objective.length, "x46 + x47 + x48 + x49 + x50 + x51 + x52 + x53 - x41 = 0")); |
| constraints.add(equationFromString(objective.length, "x56 + x57 + x58 + x59 - x68 = 0")); |
| constraints.add(equationFromString(objective.length, "x60 + x61 + x62 + x63 + x64 + x65 + x66 + x67 - x69 = 0")); |
| constraints.add(equationFromString(objective.length, "x60 + x61 + x62 + x63 + x64 + x65 + x66 + x67 >= 51")); |
| constraints.add(equationFromString(objective.length, "x56 + x57 + x58 + x59 >= 44")); |
| constraints.add(equationFromString(objective.length, "x70 + x71 + x72 + x73 - x82 = 0")); |
| constraints.add(equationFromString(objective.length, "x74 + x75 + x76 + x77 + x78 + x79 + x80 + x81 - x83 = 0")); |
| constraints.add(equationFromString(objective.length, "x70 + x71 + x72 + x73 - x68 = 0")); |
| constraints.add(equationFromString(objective.length, "x74 + x75 + x76 + x77 + x78 + x79 + x80 + x81 - x69 = 0")); |
| constraints.add(equationFromString(objective.length, "x84 + x85 + x86 + x87 - x96 = 0")); |
| constraints.add(equationFromString(objective.length, "x88 + x89 + x90 + x91 + x92 + x93 + x94 + x95 - x97 = 0")); |
| constraints.add(equationFromString(objective.length, "x88 + x89 + x90 + x91 + x92 + x93 + x94 + x95 >= 51")); |
| constraints.add(equationFromString(objective.length, "x84 + x85 + x86 + x87 >= 44")); |
| constraints.add(equationFromString(objective.length, "x98 + x99 + x100 + x101 - x110 = 0")); |
| constraints.add(equationFromString(objective.length, "x102 + x103 + x104 + x105 + x106 + x107 + x108 + x109 - x111 = 0")); |
| constraints.add(equationFromString(objective.length, "x98 + x99 + x100 + x101 - x96 = 0")); |
| constraints.add(equationFromString(objective.length, "x102 + x103 + x104 + x105 + x106 + x107 + x108 + x109 - x97 = 0")); |
| constraints.add(equationFromString(objective.length, "x112 + x113 + x114 + x115 - x124 = 0")); |
| constraints.add(equationFromString(objective.length, "x116 + x117 + x118 + x119 + x120 + x121 + x122 + x123 - x125 = 0")); |
| constraints.add(equationFromString(objective.length, "x116 + x117 + x118 + x119 + x120 + x121 + x122 + x123 >= 49")); |
| constraints.add(equationFromString(objective.length, "x112 + x113 + x114 + x115 >= 42")); |
| constraints.add(equationFromString(objective.length, "x126 + x127 + x128 + x129 - x138 = 0")); |
| constraints.add(equationFromString(objective.length, "x130 + x131 + x132 + x133 + x134 + x135 + x136 + x137 - x139 = 0")); |
| constraints.add(equationFromString(objective.length, "x126 + x127 + x128 + x129 - x124 = 0")); |
| constraints.add(equationFromString(objective.length, "x130 + x131 + x132 + x133 + x134 + x135 + x136 + x137 - x125 = 0")); |
| constraints.add(equationFromString(objective.length, "x140 + x141 + x142 + x143 - x152 = 0")); |
| constraints.add(equationFromString(objective.length, "x144 + x145 + x146 + x147 + x148 + x149 + x150 + x151 - x153 = 0")); |
| constraints.add(equationFromString(objective.length, "x144 + x145 + x146 + x147 + x148 + x149 + x150 + x151 >= 59")); |
| constraints.add(equationFromString(objective.length, "x140 + x141 + x142 + x143 >= 42")); |
| constraints.add(equationFromString(objective.length, "x154 + x155 + x156 + x157 - x166 = 0")); |
| constraints.add(equationFromString(objective.length, "x158 + x159 + x160 + x161 + x162 + x163 + x164 + x165 - x167 = 0")); |
| constraints.add(equationFromString(objective.length, "x154 + x155 + x156 + x157 - x152 = 0")); |
| constraints.add(equationFromString(objective.length, "x158 + x159 + x160 + x161 + x162 + x163 + x164 + x165 - x153 = 0")); |
| constraints.add(equationFromString(objective.length, "x83 + x82 - x168 = 0")); |
| constraints.add(equationFromString(objective.length, "x111 + x110 - x169 = 0")); |
| constraints.add(equationFromString(objective.length, "x170 - x182 = 0")); |
| constraints.add(equationFromString(objective.length, "x171 - x183 = 0")); |
| constraints.add(equationFromString(objective.length, "x172 - x184 = 0")); |
| constraints.add(equationFromString(objective.length, "x173 - x185 = 0")); |
| constraints.add(equationFromString(objective.length, "x174 - x186 = 0")); |
| constraints.add(equationFromString(objective.length, "x175 + x176 - x187 = 0")); |
| constraints.add(equationFromString(objective.length, "x177 - x188 = 0")); |
| constraints.add(equationFromString(objective.length, "x178 - x189 = 0")); |
| constraints.add(equationFromString(objective.length, "x179 - x190 = 0")); |
| constraints.add(equationFromString(objective.length, "x180 - x191 = 0")); |
| constraints.add(equationFromString(objective.length, "x181 - x192 = 0")); |
| constraints.add(equationFromString(objective.length, "x170 - x26 = 0")); |
| constraints.add(equationFromString(objective.length, "x171 - x27 = 0")); |
| constraints.add(equationFromString(objective.length, "x172 - x54 = 0")); |
| constraints.add(equationFromString(objective.length, "x173 - x55 = 0")); |
| constraints.add(equationFromString(objective.length, "x174 - x168 = 0")); |
| constraints.add(equationFromString(objective.length, "x177 - x169 = 0")); |
| constraints.add(equationFromString(objective.length, "x178 - x138 = 0")); |
| constraints.add(equationFromString(objective.length, "x179 - x139 = 0")); |
| constraints.add(equationFromString(objective.length, "x180 - x166 = 0")); |
| constraints.add(equationFromString(objective.length, "x181 - x167 = 0")); |
| constraints.add(equationFromString(objective.length, "x193 - x205 = 0")); |
| constraints.add(equationFromString(objective.length, "x194 - x206 = 0")); |
| constraints.add(equationFromString(objective.length, "x195 - x207 = 0")); |
| constraints.add(equationFromString(objective.length, "x196 - x208 = 0")); |
| constraints.add(equationFromString(objective.length, "x197 - x209 = 0")); |
| constraints.add(equationFromString(objective.length, "x198 + x199 - x210 = 0")); |
| constraints.add(equationFromString(objective.length, "x200 - x211 = 0")); |
| constraints.add(equationFromString(objective.length, "x201 - x212 = 0")); |
| constraints.add(equationFromString(objective.length, "x202 - x213 = 0")); |
| constraints.add(equationFromString(objective.length, "x203 - x214 = 0")); |
| constraints.add(equationFromString(objective.length, "x204 - x215 = 0")); |
| constraints.add(equationFromString(objective.length, "x193 - x182 = 0")); |
| constraints.add(equationFromString(objective.length, "x194 - x183 = 0")); |
| constraints.add(equationFromString(objective.length, "x195 - x184 = 0")); |
| constraints.add(equationFromString(objective.length, "x196 - x185 = 0")); |
| constraints.add(equationFromString(objective.length, "x197 - x186 = 0")); |
| constraints.add(equationFromString(objective.length, "x198 + x199 - x187 = 0")); |
| constraints.add(equationFromString(objective.length, "x200 - x188 = 0")); |
| constraints.add(equationFromString(objective.length, "x201 - x189 = 0")); |
| constraints.add(equationFromString(objective.length, "x202 - x190 = 0")); |
| constraints.add(equationFromString(objective.length, "x203 - x191 = 0")); |
| constraints.add(equationFromString(objective.length, "x204 - x192 = 0")); |
| |
| SimplexSolver solver = new SimplexSolver(); |
| PointValuePair solution = solver.optimize(f, constraints, GoalType.MINIMIZE, true); |
| Assert.assertEquals(7518.0, solution.getValue(), .0000001); |
| } |
| |
| /** |
| * Converts a test string to a {@link LinearConstraint}. |
| * Ex: x0 + x1 + x2 + x3 - x12 = 0 |
| */ |
| private LinearConstraint equationFromString(int numCoefficients, String s) { |
| Relationship relationship; |
| if (s.contains(">=")) { |
| relationship = Relationship.GEQ; |
| } else if (s.contains("<=")) { |
| relationship = Relationship.LEQ; |
| } else if (s.contains("=")) { |
| relationship = Relationship.EQ; |
| } else { |
| throw new IllegalArgumentException(); |
| } |
| |
| String[] equationParts = s.split("[>|<]?="); |
| double rhs = Double.parseDouble(equationParts[1].trim()); |
| |
| double[] lhs = new double[numCoefficients]; |
| String left = equationParts[0].replaceAll(" ?x", ""); |
| String[] coefficients = left.split(" "); |
| for (String coefficient : coefficients) { |
| double value = coefficient.charAt(0) == '-' ? -1 : 1; |
| int index = Integer.parseInt(coefficient.replaceFirst("[+|-]", "").trim()); |
| lhs[index] = value; |
| } |
| return new LinearConstraint(lhs, relationship, rhs); |
| } |
| |
| private static boolean validSolution(PointValuePair solution, List<LinearConstraint> constraints, double epsilon) { |
| double[] vals = solution.getPoint(); |
| for (LinearConstraint c : constraints) { |
| double[] coeffs = c.getCoefficients().toArray(); |
| double result = 0.0d; |
| for (int i = 0; i < vals.length; i++) { |
| result += vals[i] * coeffs[i]; |
| } |
| |
| switch (c.getRelationship()) { |
| case EQ: |
| if (!Precision.equals(result, c.getValue(), epsilon)) { |
| return false; |
| } |
| break; |
| |
| case GEQ: |
| if (Precision.compareTo(result, c.getValue(), epsilon) < 0) { |
| return false; |
| } |
| break; |
| |
| case LEQ: |
| if (Precision.compareTo(result, c.getValue(), epsilon) > 0) { |
| return false; |
| } |
| break; |
| } |
| } |
| |
| return true; |
| } |
| |
| } |
