Hello World Example for Simplexsolver
I Am Trying to Solve a Optimization Problem Using Apache Commons. I Found a "Hello World" Example Here for Commons Math 2. But, I Would Like to Use Commons...
I am trying to solve a optimization problem using Apache Commons. I found a "Hello World" example here for Commons Math 2. But, I would like to use Commons Math 3.2 and I couldn't find any example on how to use this part of the code:
PointValuePair solution = null;
SimplexSolver solver = new SimplexSolver();
solution = solver.optimize(optData);
Specificaly, I don't know what is optData and where I put the constraints. I would appreciate if someone indicate me one "Hello World" example of how to use the org.apache.commons.math3.optim library.
1 Answer
This worked for me:
My version for max cx : Ax <= b, x >= 0. Maybe not "hello world" but I hope it helps:
LinearObjectiveFunction f = new LinearObjectiveFunction(c, 0);
Collection<LinearConstraint> constraints = new
ArrayList<LinearConstraint>();
for(int i=0; i<A.length; i++) {
double[] Av = new double[A[i].length];
for(int j=0; j<A[i].length; j++) {
Av[j] = A[i][j];
}
constraints.add(new LinearConstraint(Av, Relationship.LEQ, b[i]));
}
SimplexSolver solver = new SimplexSolver();
PointValuePair optSolution = solver.optimize(new MaxIter(100), f, new
LinearConstraintSet(constraints),
GoalType.MAXIMIZE, new
NonNegativeConstraint(true));
double[] solution;
solution = optSolution.getPoint();
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