SimplexSolver extends LinearOptimizer { @Override public PointValuePair optimize(OptimizationData... optData) throws TooManyIterationsException { return super.optimize(optData); } SimplexSolver();  SimplexSolver(final double epsilon);  SimplexSolver(final double epsilon, final int maxUlps);  SimplexSolver(final double epsilon, final int maxUlps, final double cutOff); @Override PointValuePair optimize(OptimizationData... optData); @Override PointValuePair doOptimize();  }
@Test public void testMath842Cycle() { LinearObjectiveFunction f = new LinearObjectiveFunction(new double[] { 10, -57, -9, -24}, 0); ArrayList<LinearConstraint> constraints = new ArrayList<LinearConstraint>(); constraints.add(new LinearConstraint(new double[] {0.5, -5.5, -2.5, 9}, Relationship.LEQ, 0)); constraints.add(new LinearConstraint(new double[] {0.5, -1.5, -0.5, 1}, Relationship.LEQ, 0)); constraints.add(new LinearConstraint(new double[] { 1, 0, 0, 0}, Relationship.LEQ, 1)); double epsilon = 1e-6; SimplexSolver solver = new SimplexSolver(); PointValuePair solution = solver.optimize(f, new LinearConstraintSet(constraints), GoalType.MAXIMIZE, new NonNegativeConstraint(true), PivotSelectionRule.BLAND); Assert.assertEquals(1.0d, solution.getValue(), epsilon); Assert.assertTrue(validSolution(solution, constraints, epsilon)); }
@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(DEFAULT_MAX_ITER, f, new LinearConstraintSet(constraints), GoalType.MINIMIZE, new NonNegativeConstraint(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(DEFAULT_MAX_ITER, f, new LinearConstraintSet(constraints), GoalType.MINIMIZE, new NonNegativeConstraint(true), PivotSelectionRule.BLAND); 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(DEFAULT_MAX_ITER, f, new LinearConstraintSet(constraints), GoalType.MAXIMIZE, new NonNegativeConstraint(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(DEFAULT_MAX_ITER, f, new LinearConstraintSet(constraints), GoalType.MINIMIZE, new NonNegativeConstraint(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(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); }
@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(); solver.optimize(DEFAULT_MAX_ITER, f, new LinearConstraintSet(constraints), GoalType.MINIMIZE, new NonNegativeConstraint(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(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); }
@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(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); }
@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(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); }
@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(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); }
@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(DEFAULT_MAX_ITER, f, new LinearConstraintSet(constraints), GoalType.MINIMIZE, new NonNegativeConstraint(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(DEFAULT_MAX_ITER, f, new LinearConstraintSet(constraints), GoalType.MAXIMIZE, new NonNegativeConstraint(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(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); }
@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(DEFAULT_MAX_ITER, f, new LinearConstraintSet(constraints), GoalType.MINIMIZE, new NonNegativeConstraint(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(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); }
@Test public void testMath930() { Collection<LinearConstraint> constraints = createMath930Constraints(); double[] objFunctionCoeff = new double[33]; objFunctionCoeff[3] = 1; LinearObjectiveFunction f = new LinearObjectiveFunction(objFunctionCoeff, 0); SimplexSolver solver = new SimplexSolver(1e-4, 10, 1e-6); PointValuePair solution = solver.optimize(new MaxIter(1000), f, new LinearConstraintSet(constraints), GoalType.MINIMIZE, new NonNegativeConstraint(true)); Assert.assertEquals(0.3752298, solution.getValue(), 1e-4); }
@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(DEFAULT_MAX_ITER, f, new LinearConstraintSet(constraints), GoalType.MAXIMIZE, new NonNegativeConstraint(false)); Assert.assertEquals(10.0, solution.getPoint()[0], 0.0); Assert.assertEquals(30.0, solution.getValue(), 0.0); }
@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(DEFAULT_MAX_ITER, f, new LinearConstraintSet(constraints), GoalType.MAXIMIZE, new NonNegativeConstraint(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(DEFAULT_MAX_ITER, f, new LinearConstraintSet(constraints), GoalType.MINIMIZE, new NonNegativeConstraint(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(DEFAULT_MAX_ITER, f, new LinearConstraintSet(constraints), GoalType.MAXIMIZE, new NonNegativeConstraint(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(DEFAULT_MAX_ITER, f, new LinearConstraintSet(constraints), GoalType.MAXIMIZE, new NonNegativeConstraint(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(DEFAULT_MAX_ITER, f, new LinearConstraintSet(constraints), GoalType.MAXIMIZE, new NonNegativeConstraint(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(DEFAULT_MAX_ITER, f, new LinearConstraintSet(constraints), GoalType.MAXIMIZE, new NonNegativeConstraint(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(DEFAULT_MAX_ITER, f, new LinearConstraintSet(constraints), GoalType.MAXIMIZE, new NonNegativeConstraint(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(DEFAULT_MAX_ITER, f, new LinearConstraintSet(constraints), GoalType.MAXIMIZE, new NonNegativeConstraint(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(DEFAULT_MAX_ITER, f, new LinearConstraintSet(constraints), GoalType.MINIMIZE, new NonNegativeConstraint(true)); Assert.assertEquals(7518.0, solution.getValue(), .0000001); }
@Test public void testSolutionCallback() { LinearObjectiveFunction f = new LinearObjectiveFunction(new double[] { 7, 3, 0, 0 }, 0 ); List<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)); final SimplexSolver solver = new SimplexSolver(); final SolutionCallback callback = new SolutionCallback(); Assert.assertNull(callback.getSolution()); Assert.assertFalse(callback.isSolutionOptimal()); try { solver.optimize(new MaxIter(3), f, new LinearConstraintSet(constraints), GoalType.MAXIMIZE, new NonNegativeConstraint(true), callback); Assert.fail("expected TooManyIterationsException"); } catch (TooManyIterationsException ex) { } final PointValuePair solution = callback.getSolution(); Assert.assertNotNull(solution); Assert.assertTrue(validSolution(solution, constraints, 1e-4)); Assert.assertFalse(callback.isSolutionOptimal()); Assert.assertEquals(7.0, solution.getValue(), 1e-4); }