/*
* 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 java.io.IOException;
import java.io.ObjectInputStream;
import java.io.ObjectOutputStream;
import java.io.Serializable;
import org.apache.commons.math.linear.MatrixUtils;
import org.apache.commons.math.linear.RealVector;
import org.apache.commons.math.linear.ArrayRealVector;
/**
* A linear constraint for a linear optimization problem.
* <p>
* A linear constraint has one of the forms:
* <ul>
* <li>c<sub>1</sub>x<sub>1</sub> + ... c<sub>n</sub>x<sub>n</sub> = v</li>
* <li>c<sub>1</sub>x<sub>1</sub> + ... c<sub>n</sub>x<sub>n</sub> <= v</li>
* <li>c<sub>1</sub>x<sub>1</sub> + ... c<sub>n</sub>x<sub>n</sub> >= v</li>
* <li>l<sub>1</sub>x<sub>1</sub> + ... l<sub>n</sub>x<sub>n</sub> + l<sub>cst</sub> =
* r<sub>1</sub>x<sub>1</sub> + ... r<sub>n</sub>x<sub>n</sub> + r<sub>cst</sub></li>
* <li>l<sub>1</sub>x<sub>1</sub> + ... l<sub>n</sub>x<sub>n</sub> + l<sub>cst</sub> <=
* r<sub>1</sub>x<sub>1</sub> + ... r<sub>n</sub>x<sub>n</sub> + r<sub>cst</sub></li>
* <li>l<sub>1</sub>x<sub>1</sub> + ... l<sub>n</sub>x<sub>n</sub> + l<sub>cst</sub> >=
* r<sub>1</sub>x<sub>1</sub> + ... r<sub>n</sub>x<sub>n</sub> + r<sub>cst</sub></li>
* </ul>
* The c<sub>i</sub>, l<sub>i</sub> or r<sub>i</sub> are the coefficients of the constraints, the x<sub>i</sub>
* are the coordinates of the current point and v is the value of the constraint.
* </p>
* @version $Revision: 783702 $ $Date: 2009-06-11 04:54:02 -0400 (Thu, 11 Jun 2009) $
* @since 2.0
*/
public class LinearConstraint implements Serializable {
/** Serializable version identifier. */
private static final long serialVersionUID = -764632794033034092L;
/** Coefficients of the constraint (left hand side). */
private final transient RealVector coefficients;
/** Relationship between left and right hand sides (=, <=, >=). */
private final Relationship relationship;
/** Value of the constraint (right hand side). */
private final double value;
/**
* Build a constraint involving a single linear equation.
* <p>
* A linear constraint with a single linear equation has one of the forms:
* <ul>
* <li>c<sub>1</sub>x<sub>1</sub> + ... c<sub>n</sub>x<sub>n</sub> = v</li>
* <li>c<sub>1</sub>x<sub>1</sub> + ... c<sub>n</sub>x<sub>n</sub> <= v</li>
* <li>c<sub>1</sub>x<sub>1</sub> + ... c<sub>n</sub>x<sub>n</sub> >= v</li>
* </ul>
* </p>
* @param coefficients The coefficients of the constraint (left hand side)
* @param relationship The type of (in)equality used in the constraint
* @param value The value of the constraint (right hand side)
*/
public LinearConstraint(final double[] coefficients, final Relationship relationship,
final double value) {
this(new ArrayRealVector(coefficients), relationship, value);
}
/**
* Build a constraint involving a single linear equation.
* <p>
* A linear constraint with a single linear equation has one of the forms:
* <ul>
* <li>c<sub>1</sub>x<sub>1</sub> + ... c<sub>n</sub>x<sub>n</sub> = v</li>
* <li>c<sub>1</sub>x<sub>1</sub> + ... c<sub>n</sub>x<sub>n</sub> <= v</li>
* <li>c<sub>1</sub>x<sub>1</sub> + ... c<sub>n</sub>x<sub>n</sub> >= v</li>
* </ul>
* </p>
* @param coefficients The coefficients of the constraint (left hand side)
* @param relationship The type of (in)equality used in the constraint
* @param value The value of the constraint (right hand side)
*/
public LinearConstraint(final RealVector coefficients, final Relationship relationship,
final double value) {
this.coefficients = coefficients;
this.relationship = relationship;
this.value = value;
}
/**
* Build a constraint involving two linear equations.
* <p>
* A linear constraint with two linear equation has one of the forms:
* <ul>
* <li>l<sub>1</sub>x<sub>1</sub> + ... l<sub>n</sub>x<sub>n</sub> + l<sub>cst</sub> =
* r<sub>1</sub>x<sub>1</sub> + ... r<sub>n</sub>x<sub>n</sub> + r<sub>cst</sub></li>
* <li>l<sub>1</sub>x<sub>1</sub> + ... l<sub>n</sub>x<sub>n</sub> + l<sub>cst</sub> <=
* r<sub>1</sub>x<sub>1</sub> + ... r<sub>n</sub>x<sub>n</sub> + r<sub>cst</sub></li>
* <li>l<sub>1</sub>x<sub>1</sub> + ... l<sub>n</sub>x<sub>n</sub> + l<sub>cst</sub> >=
* r<sub>1</sub>x<sub>1</sub> + ... r<sub>n</sub>x<sub>n</sub> + r<sub>cst</sub></li>
* </ul>
* </p>
* @param lhsCoefficients The coefficients of the linear expression on the left hand side of the constraint
* @param lhsConstant The constant term of the linear expression on the left hand side of the constraint
* @param relationship The type of (in)equality used in the constraint
* @param rhsCoefficients The coefficients of the linear expression on the right hand side of the constraint
* @param rhsConstant The constant term of the linear expression on the right hand side of the constraint
*/
public LinearConstraint(final double[] lhsCoefficients, final double lhsConstant,
final Relationship relationship,
final double[] rhsCoefficients, final double rhsConstant) {
double[] sub = new double[lhsCoefficients.length];
for (int i = 0; i < sub.length; ++i) {
sub[i] = lhsCoefficients[i] - rhsCoefficients[i];
}
this.coefficients = new ArrayRealVector(sub, false);
this.relationship = relationship;
this.value = rhsConstant - lhsConstant;
}
/**
* Build a constraint involving two linear equations.
* <p>
* A linear constraint with two linear equation has one of the forms:
* <ul>
* <li>l<sub>1</sub>x<sub>1</sub> + ... l<sub>n</sub>x<sub>n</sub> + l<sub>cst</sub> =
* r<sub>1</sub>x<sub>1</sub> + ... r<sub>n</sub>x<sub>n</sub> + r<sub>cst</sub></li>
* <li>l<sub>1</sub>x<sub>1</sub> + ... l<sub>n</sub>x<sub>n</sub> + l<sub>cst</sub> <=
* r<sub>1</sub>x<sub>1</sub> + ... r<sub>n</sub>x<sub>n</sub> + r<sub>cst</sub></li>
* <li>l<sub>1</sub>x<sub>1</sub> + ... l<sub>n</sub>x<sub>n</sub> + l<sub>cst</sub> >=
* r<sub>1</sub>x<sub>1</sub> + ... r<sub>n</sub>x<sub>n</sub> + r<sub>cst</sub></li>
* </ul>
* </p>
* @param lhsCoefficients The coefficients of the linear expression on the left hand side of the constraint
* @param lhsConstant The constant term of the linear expression on the left hand side of the constraint
* @param relationship The type of (in)equality used in the constraint
* @param rhsCoefficients The coefficients of the linear expression on the right hand side of the constraint
* @param rhsConstant The constant term of the linear expression on the right hand side of the constraint
*/
public LinearConstraint(final RealVector lhsCoefficients, final double lhsConstant,
final Relationship relationship,
final RealVector rhsCoefficients, final double rhsConstant) {
this.coefficients = lhsCoefficients.subtract(rhsCoefficients);
this.relationship = rela