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Commons Math example source code file (SimplexSolverTest.java)
This example Commons Math source code file (SimplexSolverTest.java) is included in the DevDaily.com
"Java Source Code
Warehouse" project. The intent of this project is to help you "Learn Java by Example" TM.
The Commons Math SimplexSolverTest.java source code
/*
* 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.math.optimization.linear;
import org.junit.Assert;
import java.util.ArrayList;
import java.util.Collection;
import org.apache.commons.math.optimization.GoalType;
import org.apache.commons.math.optimization.OptimizationException;
import org.apache.commons.math.optimization.RealPointValuePair;
import org.junit.Test;
public class SimplexSolverTest {
@Test
public void testMath272() throws OptimizationException {
LinearObjectiveFunction f = new LinearObjectiveFunction(new double[] { 2, 2, 1 }, 0);
Collection<LinearConstraint> constraints = new ArrayList();
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();
RealPointValuePair 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() throws OptimizationException {
LinearObjectiveFunction f = new LinearObjectiveFunction(new double[] { 0.8, 0.2, 0.7, 0.3, 0.6, 0.4 }, 0 );
Collection<LinearConstraint> constraints = new ArrayList();
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();
RealPointValuePair 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() throws OptimizationException {
LinearObjectiveFunction f = new LinearObjectiveFunction(new double[] { 0.8, 0.7 }, 0 );
Collection<LinearConstraint> constraints = new ArrayList();
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();
RealPointValuePair solution = solver.optimize(f, constraints, GoalType.MAXIMIZE, true);
Assert.assertEquals(13.6, solution.getValue(), .0000001);
}
@Test
public void testMath288() throws OptimizationException {
LinearObjectiveFunction f = new LinearObjectiveFunction(new double[] { 7, 3, 0, 0 }, 0 );
Collection<LinearConstraint> constraints = new ArrayList();
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();
RealPointValuePair solution = solver.optimize(f, constraints, GoalType.MAXIMIZE, true);
Assert.assertEquals(10.0, solution.getValue(), .0000001);
}
@Test
public void testMath290GEQ() throws OptimizationException {
LinearObjectiveFunction f = new LinearObjectiveFunction(new double[] { 1, 5 }, 0 );
Collection<LinearConstraint> constraints = new ArrayList();
constraints.add(new LinearConstraint(new double[] { 2, 0 }, Relationship.GEQ, -1.0));
SimplexSolver solver = new SimplexSolver();
RealPointValuePair 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() throws OptimizationException {
LinearObjectiveFunction f = new LinearObjectiveFunction(new double[] { 1, 5 }, 0 );
Collection<LinearConstraint> constraints = new ArrayList();
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() throws OptimizationException {
LinearObjectiveFunction f = new LinearObjectiveFunction(new double[] { 0.8, 0.2, 0.7, 0.3, 0.4, 0.6}, 0 );
Collection<LinearConstraint> constraints = new ArrayList();
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();
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);
}
@Test
public void testSimplexSolver() throws OptimizationException {
LinearObjectiveFunction f =
new LinearObjectiveFunction(new double[] { 15, 10 }, 7);
Collection<LinearConstraint> constraints = new ArrayList();
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);
}
@Test
public void testSingleVariableAndConstraint() throws OptimizationException {
LinearObjectiveFunction f = new LinearObjectiveFunction(new double[] { 3 }, 0);
Collection<LinearConstraint> constraints = new ArrayList();
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);
}
/**
* With no artificial variables needed (no equals and no greater than
* constraints) we can go straight to Phase 2.
*/
@Test
public void testModelWithNoArtificialVars() throws OptimizationException {
LinearObjectiveFunction f = new LinearObjectiveFunction(new double[] { 15, 10 }, 0);
Collection<LinearConstraint> constraints = new ArrayList();
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);
}
@Test
public void testMinimization() throws OptimizationException {
LinearObjectiveFunction f = new LinearObjectiveFunction(new double[] { -2, 1 }, -5);
Collection<LinearConstraint> constraints = new ArrayList();
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);
}
@Test
public void testSolutionWithNegativeDecisionVariable() throws OptimizationException {
LinearObjectiveFunction f = new LinearObjectiveFunction(new double[] { -2, 1 }, 0);
Collection<LinearConstraint> constraints = new ArrayList();
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);
}
@Test(expected = NoFeasibleSolutionException.class)
public void testInfeasibleSolution() throws OptimizationException {
LinearObjectiveFunction f = new LinearObjectiveFunction(new double[] { 15 }, 0);
Collection<LinearConstraint> constraints = new ArrayList();
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() throws OptimizationException {
LinearObjectiveFunction f = new LinearObjectiveFunction(new double[] { 15, 10 }, 0);
Collection<LinearConstraint> constraints = new ArrayList();
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() throws OptimizationException {
LinearObjectiveFunction f = new LinearObjectiveFunction(new double[] { 409, 523, 70, 204, 339 }, 0);
Collection<LinearConstraint> constraints = new ArrayList();
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();
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);
}
@Test
public void testEpsilon() throws OptimizationException {
LinearObjectiveFunction f =
new LinearObjectiveFunction(new double[] { 10, 5, 1 }, 0);
Collection<LinearConstraint> constraints = new ArrayList();
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);
}
@Test
public void testTrivialModel() throws OptimizationException {
LinearObjectiveFunction f = new LinearObjectiveFunction(new double[] { 1, 1 }, 0);
Collection<LinearConstraint> constraints = new ArrayList();
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);
}
@Test
public void testLargeModel() throws OptimizationException {
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();
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();
RealPointValuePair 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);
}
}
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