/*
* 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<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();
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<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();
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<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();
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<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();
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<LinearConstraint>();
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<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() 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<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();
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<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();
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<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);
}
/**
* 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<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();
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<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();
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<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);
}
@Test(expected = NoFeasibleSolutionException.class)
public void testInfeasibleSolution() throws OptimizationException {
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() throws OptimizationException {
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() throws OptimizationException {
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();
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<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();
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<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);
}
@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<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();
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);
}
}