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Fixed a problem when setting some variables (several variables were set instead of only one) 

JIRA: MATH-272

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@781135 13f79535-47bb-0310-9956-ffa450edef68
This commit is contained in:
Luc Maisonobe 2009-06-02 19:37:30 +00:00
parent ca9d46257a
commit ed813abf79
3 changed files with 72 additions and 64 deletions
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44
src/java/org/apache/commons/math/optimization/linear/SimplexTableau.java
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@ -23,7 +23,9 @@ import java.io.ObjectOutputStream;
import java.io.Serializable; import java.io.Serializable;
import java.util.ArrayList; import java.util.ArrayList;
import java.util.Collection; import java.util.Collection;
import java.util.HashSet;
import java.util.List; import java.util.List;
import java.util.Set;
import org.apache.commons.math.linear.MatrixUtils; import org.apache.commons.math.linear.MatrixUtils;
import org.apache.commons.math.linear.RealMatrix; import org.apache.commons.math.linear.RealMatrix;
@ -321,38 +323,26 @@ class SimplexTableau implements Serializable {
*/ */
protected RealPointValuePair getSolution() { protected RealPointValuePair getSolution() {
double[] coefficients = new double[getOriginalNumDecisionVariables()]; double[] coefficients = new double[getOriginalNumDecisionVariables()];
double mostNegative = getDecisionVariableValue(getOriginalNumDecisionVariables()); Integer basicRow =
getBasicRow(getNumObjectiveFunctions() + getOriginalNumDecisionVariables());
double mostNegative = basicRow == null ? 0 : getEntry(basicRow, getRhsOffset());
Set<Integer> basicRows = new HashSet<Integer>();
for (int i = 0; i < coefficients.length; i++) { for (int i = 0; i < coefficients.length; i++) {
coefficients[i] = basicRow = getBasicRow(getNumObjectiveFunctions() + i);
getDecisionVariableValue(i) - (restrictToNonNegative ? 0 : mostNegative); if (basicRows.contains(basicRow)) {
// if multiple variables can take a given value
// then we choose the first and set the rest equal to 0
coefficients[i] = 0;
} else {
basicRows.add(basicRow);
coefficients[i] =
(basicRow == null ? 0 : getEntry(basicRow, getRhsOffset())) -
(restrictToNonNegative ? 0 : mostNegative);
}
} }
return new RealPointValuePair(coefficients, f.getValue(coefficients)); return new RealPointValuePair(coefficients, f.getValue(coefficients));
} }
/**
* Get the value of the given decision variable. This is not the actual
* value as it is guaranteed to be >= 0 and thus must be corrected before
* being returned to the user.
*
* @param decisionVariable The index of the decision variable
* @return The value of the given decision variable.
*/
protected double getDecisionVariableValue(final int decisionVariable) {
int col = getNumObjectiveFunctions() + decisionVariable;
Integer basicRow = getBasicRow(col);
if (basicRow == null) {
return 0;
}
// if there are multiple variables that can take the value on the RHS
// then we'll give the first variable that value
for (int i = getNumObjectiveFunctions(); i < col; i++) {
if (tableau.getEntry(basicRow, i) == 1) {
return 0;
}
}
return getEntry(basicRow, getRhsOffset());
}
/** /**
* Subtracts a multiple of one row from another. * Subtracts a multiple of one row from another.
* <p> * <p>

4
src/site/xdoc/changes.xml
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@ -39,6 +39,10 @@ The <action> type attribute can be add,update,fix,remove.
</properties> </properties>
<body> <body>
<release version="2.0" date="TBD" description="TBD"> <release version="2.0" date="TBD" description="TBD">
<action dev="luc" type="fix" issue="MATH-272" due-to="Benjamin McCann">
Fixed a problem when setting some variables (several variables were set
instead of only one)
</action>
<action dev="luc" type="add" due-to="Gilles Sadowski"> <action dev="luc" type="add" due-to="Gilles Sadowski">
Added a way to limit the number of functions evaluations in optimizers Added a way to limit the number of functions evaluations in optimizers
(the number of iterations could already be limited) (the number of iterations could already be limited)

88
src/test/org/apache/commons/math/optimization/linear/SimplexSolverTest.java
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@ -17,19 +17,38 @@
package org.apache.commons.math.optimization.linear; package org.apache.commons.math.optimization.linear;
import static org.junit.Assert.assertEquals;
import java.util.ArrayList; import java.util.ArrayList;
import java.util.Collection; import java.util.Collection;
import junit.framework.TestCase;
import org.apache.commons.math.linear.RealVector; import org.apache.commons.math.linear.RealVector;
import org.apache.commons.math.linear.RealVectorImpl; import org.apache.commons.math.linear.RealVectorImpl;
import org.apache.commons.math.optimization.GoalType; import org.apache.commons.math.optimization.GoalType;
import org.apache.commons.math.optimization.OptimizationException; import org.apache.commons.math.optimization.OptimizationException;
import org.apache.commons.math.optimization.RealPointValuePair; import org.apache.commons.math.optimization.RealPointValuePair;
import org.junit.Test;
public class SimplexSolverTest extends TestCase { 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);
assertEquals(0.0, solution.getPoint()[0], .0000001);
assertEquals(1.0, solution.getPoint()[1], .0000001);
assertEquals(1.0, solution.getPoint()[2], .0000001);
assertEquals(3.0, solution.getValue(), .0000001);
}
@Test
public void testSimplexSolver() throws OptimizationException { public void testSimplexSolver() throws OptimizationException {
LinearObjectiveFunction f = LinearObjectiveFunction f =
new LinearObjectiveFunction(new double[] { 15, 10 }, 7); new LinearObjectiveFunction(new double[] { 15, 10 }, 7);
@ -40,15 +59,16 @@ public class SimplexSolverTest extends TestCase {
SimplexSolver solver = new SimplexSolver(); SimplexSolver solver = new SimplexSolver();
RealPointValuePair solution = solver.optimize(f, constraints, GoalType.MAXIMIZE, false); RealPointValuePair solution = solver.optimize(f, constraints, GoalType.MAXIMIZE, false);
assertEquals(2.0, solution.getPoint()[0]); assertEquals(2.0, solution.getPoint()[0], 0.0);
assertEquals(2.0, solution.getPoint()[1]); assertEquals(2.0, solution.getPoint()[1], 0.0);
assertEquals(57.0, solution.getValue()); assertEquals(57.0, solution.getValue(), 0.0);
} }
/** /**
* With no artificial variables needed (no equals and no greater than * With no artificial variables needed (no equals and no greater than
* constraints) we can go straight to Phase 2. * constraints) we can go straight to Phase 2.
*/ */
@Test
public void testModelWithNoArtificialVars() throws OptimizationException { public void testModelWithNoArtificialVars() throws OptimizationException {
LinearObjectiveFunction f = new LinearObjectiveFunction(new double[] { 15, 10 }, 0); LinearObjectiveFunction f = new LinearObjectiveFunction(new double[] { 15, 10 }, 0);
Collection<LinearConstraint> constraints = new ArrayList<LinearConstraint>(); Collection<LinearConstraint> constraints = new ArrayList<LinearConstraint>();
@ -58,11 +78,12 @@ public class SimplexSolverTest extends TestCase {
SimplexSolver solver = new SimplexSolver(); SimplexSolver solver = new SimplexSolver();
RealPointValuePair solution = solver.optimize(f, constraints, GoalType.MAXIMIZE, false); RealPointValuePair solution = solver.optimize(f, constraints, GoalType.MAXIMIZE, false);
assertEquals(2.0, solution.getPoint()[0]); assertEquals(2.0, solution.getPoint()[0], 0.0);
assertEquals(2.0, solution.getPoint()[1]); assertEquals(2.0, solution.getPoint()[1], 0.0);
assertEquals(50.0, solution.getValue()); assertEquals(50.0, solution.getValue(), 0.0);
} }
@Test
public void testMinimization() throws OptimizationException { public void testMinimization() throws OptimizationException {
LinearObjectiveFunction f = new LinearObjectiveFunction(new double[] { -2, 1 }, -5); LinearObjectiveFunction f = new LinearObjectiveFunction(new double[] { -2, 1 }, -5);
Collection<LinearConstraint> constraints = new ArrayList<LinearConstraint>(); Collection<LinearConstraint> constraints = new ArrayList<LinearConstraint>();
@ -72,11 +93,12 @@ public class SimplexSolverTest extends TestCase {
SimplexSolver solver = new SimplexSolver(); SimplexSolver solver = new SimplexSolver();
RealPointValuePair solution = solver.optimize(f, constraints, GoalType.MINIMIZE, false); RealPointValuePair solution = solver.optimize(f, constraints, GoalType.MINIMIZE, false);
assertEquals(4.0, solution.getPoint()[0]); assertEquals(4.0, solution.getPoint()[0], 0.0);
assertEquals(0.0, solution.getPoint()[1]); assertEquals(0.0, solution.getPoint()[1], 0.0);
assertEquals(-13.0, solution.getValue()); assertEquals(-13.0, solution.getValue(), 0.0);
} }
@Test
public void testSolutionWithNegativeDecisionVariable() throws OptimizationException { public void testSolutionWithNegativeDecisionVariable() throws OptimizationException {
LinearObjectiveFunction f = new LinearObjectiveFunction(new double[] { -2, 1 }, 0); LinearObjectiveFunction f = new LinearObjectiveFunction(new double[] { -2, 1 }, 0);
Collection<LinearConstraint> constraints = new ArrayList<LinearConstraint>(); Collection<LinearConstraint> constraints = new ArrayList<LinearConstraint>();
@ -85,44 +107,33 @@ public class SimplexSolverTest extends TestCase {
SimplexSolver solver = new SimplexSolver(); SimplexSolver solver = new SimplexSolver();
RealPointValuePair solution = solver.optimize(f, constraints, GoalType.MAXIMIZE, false); RealPointValuePair solution = solver.optimize(f, constraints, GoalType.MAXIMIZE, false);
assertEquals(-2.0, solution.getPoint()[0]); assertEquals(-2.0, solution.getPoint()[0], 0.0);
assertEquals(8.0, solution.getPoint()[1]); assertEquals(8.0, solution.getPoint()[1], 0.0);
assertEquals(12.0, solution.getValue()); assertEquals(12.0, solution.getValue(), 0.0);
} }
public void testInfeasibleSolution() { @Test(expected = NoFeasibleSolutionException.class)
public void testInfeasibleSolution() throws OptimizationException {
LinearObjectiveFunction f = new LinearObjectiveFunction(new double[] { 15 }, 0); LinearObjectiveFunction f = new LinearObjectiveFunction(new double[] { 15 }, 0);
Collection<LinearConstraint> constraints = new ArrayList<LinearConstraint>(); Collection<LinearConstraint> constraints = new ArrayList<LinearConstraint>();
constraints.add(new LinearConstraint(new double[] { 1 }, Relationship.LEQ, 1)); constraints.add(new LinearConstraint(new double[] { 1 }, Relationship.LEQ, 1));
constraints.add(new LinearConstraint(new double[] { 1 }, Relationship.GEQ, 3)); constraints.add(new LinearConstraint(new double[] { 1 }, Relationship.GEQ, 3));
SimplexSolver solver = new SimplexSolver(); SimplexSolver solver = new SimplexSolver();
try { solver.optimize(f, constraints, GoalType.MAXIMIZE, false);
solver.optimize(f, constraints, GoalType.MAXIMIZE, false);
fail("An exception should have been thrown.");
} catch (NoFeasibleSolutionException e) {
// expected;
} catch (OptimizationException e) {
fail("wrong exception caught");
}
} }
public void testUnboundedSolution() { @Test(expected = UnboundedSolutionException.class)
public void testUnboundedSolution() throws OptimizationException {
LinearObjectiveFunction f = new LinearObjectiveFunction(new double[] { 15, 10 }, 0); LinearObjectiveFunction f = new LinearObjectiveFunction(new double[] { 15, 10 }, 0);
Collection<LinearConstraint> constraints = new ArrayList<LinearConstraint>(); Collection<LinearConstraint> constraints = new ArrayList<LinearConstraint>();
constraints.add(new LinearConstraint(new double[] { 1, 0 }, Relationship.EQ, 2)); constraints.add(new LinearConstraint(new double[] { 1, 0 }, Relationship.EQ, 2));
SimplexSolver solver = new SimplexSolver(); SimplexSolver solver = new SimplexSolver();
try { solver.optimize(f, constraints, GoalType.MAXIMIZE, false);
solver.optimize(f, constraints, GoalType.MAXIMIZE, false);
fail("An exception should have been thrown.");
} catch (UnboundedSolutionException e) {
// expected;
} catch (OptimizationException e) {
fail("wrong exception caught");
}
} }
@Test
public void testRestrictVariablesToNonNegative() throws OptimizationException { public void testRestrictVariablesToNonNegative() throws OptimizationException {
LinearObjectiveFunction f = new LinearObjectiveFunction(new double[] { 409, 523, 70, 204, 339 }, 0); LinearObjectiveFunction f = new LinearObjectiveFunction(new double[] { 409, 523, 70, 204, 339 }, 0);
Collection<LinearConstraint> constraints = new ArrayList<LinearConstraint>(); Collection<LinearConstraint> constraints = new ArrayList<LinearConstraint>();
@ -142,6 +153,7 @@ public class SimplexSolverTest extends TestCase {
assertEquals(1438556.7491409, solution.getValue(), .0000001); assertEquals(1438556.7491409, solution.getValue(), .0000001);
} }
@Test
public void testEpsilon() throws OptimizationException { public void testEpsilon() throws OptimizationException {
LinearObjectiveFunction f = LinearObjectiveFunction f =
new LinearObjectiveFunction(new double[] { 10, 5, 1 }, 0); new LinearObjectiveFunction(new double[] { 10, 5, 1 }, 0);
@ -152,12 +164,13 @@ public class SimplexSolverTest extends TestCase {
SimplexSolver solver = new SimplexSolver(); SimplexSolver solver = new SimplexSolver();
RealPointValuePair solution = solver.optimize(f, constraints, GoalType.MAXIMIZE, false); RealPointValuePair solution = solver.optimize(f, constraints, GoalType.MAXIMIZE, false);
assertEquals(1.0, solution.getPoint()[0]); assertEquals(1.0, solution.getPoint()[0], 0.0);
assertEquals(1.0, solution.getPoint()[1]); assertEquals(1.0, solution.getPoint()[1], 0.0);
assertEquals(0.0, solution.getPoint()[2]); assertEquals(0.0, solution.getPoint()[2], 0.0);
assertEquals(15.0, solution.getValue()); assertEquals(15.0, solution.getValue(), 0.0);
} }
@Test
public void testTrivialModel() throws OptimizationException { public void testTrivialModel() throws OptimizationException {
LinearObjectiveFunction f = new LinearObjectiveFunction(new double[] { 1, 1 }, 0); LinearObjectiveFunction f = new LinearObjectiveFunction(new double[] { 1, 1 }, 0);
Collection<LinearConstraint> constraints = new ArrayList<LinearConstraint>(); Collection<LinearConstraint> constraints = new ArrayList<LinearConstraint>();
@ -168,6 +181,7 @@ public class SimplexSolverTest extends TestCase {
assertEquals(0, solution.getValue(), .0000001); assertEquals(0, solution.getValue(), .0000001);
} }
@Test
public void testLargeModel() throws OptimizationException { public void testLargeModel() throws OptimizationException {
double[] objective = new double[] { double[] objective = new double[] {
1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1,