Package org.apache.commons.math.optimization

Examples of org.apache.commons.math.optimization.RealPointValuePair

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      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();
      RealPointValuePair 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));

      RealPointValuePair solution2 = solver.optimize(f, constraints, GoalType.MAXIMIZE, true);
      Assert.assertEquals(40.57143, solution2.getValue(), .0001);
    }
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        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();
        RealPointValuePair 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);
    }
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        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();
        RealPointValuePair 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);
    }
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        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();
        RealPointValuePair 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);
    }
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        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();
        RealPointValuePair 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);
    }
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        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();
        RealPointValuePair 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);
    }
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        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();
        RealPointValuePair 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);
    }
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      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();
      RealPointValuePair 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);
  }
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        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();
        RealPointValuePair solution = solver.optimize(f, constraints, GoalType.MAXIMIZE, true);
        Assert.assertEquals(0, solution.getValue(), .0000001);
    }
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        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();
        RealPointValuePair solution = solver.optimize(f, constraints, GoalType.MINIMIZE, true);
        Assert.assertEquals(7518.0, solution.getValue(), .0000001);
    }
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