Package org.apache.commons.math3.optim

Examples of org.apache.commons.math3.optim.PointValuePair$DataTransferObject

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                wrapped.boundedToUnbounded(new double[] { 1.5, 2.75 }),
                wrapped.boundedToUnbounded(new double[] { 1.5, 2.95 }),
                wrapped.boundedToUnbounded(new double[] { 1.7, 2.90 })
            });

        final PointValuePair optimum
            = optimizer.optimize(new MaxEval(200),
                                 new ObjectiveFunction(wrapped),
                                 simplex,
                                 GoalType.MINIMIZE,
                                 new InitialGuess(wrapped.boundedToUnbounded(new double[] { 1.5, 2.25 })));
        final double[] bounded = wrapped.unboundedToBounded(optimum.getPoint());

        Assert.assertEquals(biQuadratic.getBoundedXOptimum(), bounded[0], 1e-7);
        Assert.assertEquals(biQuadratic.getBoundedYOptimum(), bounded[1], 1e-7);
    }
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        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(DEFAULT_MAX_ITER, f, new LinearConstraintSet(constraints),
                                                  GoalType.MINIMIZE, new NonNegativeConstraint(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);

    }
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        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(DEFAULT_MAX_ITER, f, new LinearConstraintSet(constraints),
                                                  GoalType.MINIMIZE, new NonNegativeConstraint(false));
       
        Assert.assertTrue(Precision.compareTo(solution.getPoint()[0] * 200.d, 1.d, epsilon) >= 0);
        Assert.assertEquals(0.0050, solution.getValue(), epsilon);
    }
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        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(DEFAULT_MAX_ITER, f, new LinearConstraintSet(constraints),
                                                   GoalType.MINIMIZE, new NonNegativeConstraint(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);
    }
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        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(DEFAULT_MAX_ITER, f, new LinearConstraintSet(constraints),
                                                  GoalType.MINIMIZE, new NonNegativeConstraint(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);
    }
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        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(DEFAULT_MAX_ITER, f, new LinearConstraintSet(constraints),
                                                  GoalType.MAXIMIZE, new NonNegativeConstraint(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);
    }
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        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(DEFAULT_MAX_ITER, f, new LinearConstraintSet(constraints),
                                                  GoalType.MINIMIZE, new NonNegativeConstraint(true));
        Assert.assertEquals(13.6, solution.getValue(), .0000001);
    }
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        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(DEFAULT_MAX_ITER, f, new LinearConstraintSet(constraints),
                                                  GoalType.MAXIMIZE, new NonNegativeConstraint(true));
        Assert.assertEquals(10.0, solution.getValue(), .0000001);
    }
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    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(DEFAULT_MAX_ITER, f, new LinearConstraintSet(constraints),
                                                  GoalType.MINIMIZE, new NonNegativeConstraint(true));
        Assert.assertEquals(0, solution.getValue(), .0000001);
        Assert.assertEquals(0, solution.getPoint()[0], .0000001);
        Assert.assertEquals(0, solution.getPoint()[1], .0000001);
    }
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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();
      PointValuePair solution1 = solver.optimize(DEFAULT_MAX_ITER, f, new LinearConstraintSet(constraints),
                                                 GoalType.MAXIMIZE, new NonNegativeConstraint(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(DEFAULT_MAX_ITER, f, new LinearConstraintSet(constraints),
                                                 GoalType.MAXIMIZE, new NonNegativeConstraint(true));
      Assert.assertEquals(40.57143, solution2.getValue(), .0001);
    }
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