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package net.sourceforge.combean.adapters.drasys.lp; |
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import java.util.Enumeration; |
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import net.sourceforge.combean.interfaces.mathprog.linalg.SparseVector; |
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import net.sourceforge.combean.interfaces.mathprog.linalg.VectorIterator; |
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import net.sourceforge.combean.interfaces.mathprog.linalg.VectorValue; |
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import net.sourceforge.combean.interfaces.mathprog.lp.LPConstraint; |
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import net.sourceforge.combean.interfaces.mathprog.lp.LPSolver; |
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import net.sourceforge.combean.interfaces.mathprog.lp.LPVariable; |
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import net.sourceforge.combean.interfaces.mathprog.lp.model.NoLabel; |
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import net.sourceforge.combean.util.except.IllegalParameterException; |
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import drasys.or.matrix.VectorI; |
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import drasys.or.mp.ConstraintI; |
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import drasys.or.mp.ConvergenceException; |
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import drasys.or.mp.DuplicateException; |
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import drasys.or.mp.InfeasibleException; |
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import drasys.or.mp.InvalidException; |
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import drasys.or.mp.NoSolutionException; |
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import drasys.or.mp.Problem; |
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import drasys.or.mp.ScaleException; |
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import drasys.or.mp.SizableProblemI; |
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import drasys.or.mp.UnboundedException; |
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import drasys.or.mp.VariableI; |
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import drasys.or.mp.lp.DenseSimplex; |
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import drasys.or.mp.lp.LinearProgrammingI; |
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public class SizableProblemIAsLPSolver implements LPSolver { |
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private static final int DEFAULT_DIMENSION = 100; |
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|
57 | 38 | private LinearProgrammingI draLP = null; |
58 | 38 | private SizableProblemI draProblem = null; |
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|
60 | 38 | private byte objective = LPSolver.LPOBJ_UNDEFINED; |
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|
62 | 38 | private byte lpStatus = LPSolver.LPOBJ_UNDEFINED; |
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public SizableProblemIAsLPSolver() { |
68 | 38 | super(); |
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|
70 | 38 | this.draLP = new DenseSimplex(); |
71 | 38 | this.draProblem = new Problem(DEFAULT_DIMENSION, DEFAULT_DIMENSION); |
72 | 38 | } |
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public SizableProblemIAsLPSolver(LinearProgrammingI draLP) { |
78 | 0 | super(); |
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|
80 | 0 | this.draLP = draLP; |
81 | 0 | this.draProblem = new Problem(DEFAULT_DIMENSION, DEFAULT_DIMENSION); |
82 | 0 | } |
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public SizableProblemIAsLPSolver( |
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LinearProgrammingI draLP, |
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SizableProblemI draProblem) { |
91 | 0 | super(); |
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|
93 | 0 | this.draLP = draLP; |
94 | 0 | this.draProblem = draProblem; |
95 | 0 | } |
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public void setInitialDimensions(int numRows, int numColumns) { |
101 | 38 | this.draProblem.setCapacity(numRows, numColumns); |
102 | 38 | } |
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public int addVariable(LPVariable variable) { |
108 | 141 | VariableI draVar = null; |
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try { |
110 | 141 | draVar = this.draProblem.newVariable(variable.getName()); |
111 | 141 | draVar.setObjectiveCoefficient(variable.getCoeff()); |
112 | 141 | if (variable.getLowerBound() != 0 || |
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variable.getUpperBound() != Double.POSITIVE_INFINITY) { |
114 | 0 | throw new IllegalParameterException( |
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"OR-Objects simplex only supports variables with bounds [0, infinity]"); |
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} |
117 | 141 | draVar.setLowerBound(variable.getLowerBound()); |
118 | 141 | draVar.setUpperBound(variable.getUpperBound()); |
119 | 0 | } catch (DuplicateException e) { |
120 | 0 | throw new IllegalParameterException("duplicate variable id", e); |
121 | 141 | } |
122 | 141 | return draVar.getColumnIndex(); |
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} |
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|
125 | 5 | private static final byte[] relationCodeToDrasys = |
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new byte[LPConstraint.REL_COUNT]; |
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|
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static { |
129 | 5 | relationCodeToDrasys[LPConstraint.REL_EQUAL] = ConstraintI.EQUAL; |
130 | 5 | relationCodeToDrasys[LPConstraint.REL_GREATER] = ConstraintI.GREATER; |
131 | 5 | relationCodeToDrasys[LPConstraint.REL_LESS] = ConstraintI.LESS; |
132 | 5 | } |
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public int addConstraint(LPConstraint constraint) { |
138 | 106 | ConstraintI draConstr = null; |
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try { |
140 | 106 | draConstr = this.draProblem.newConstraint(constraint.getName()); |
141 | 106 | draConstr.setRightHandSide(constraint.getRhs()); |
142 | 106 | draConstr.setType( |
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relationCodeToDrasys[constraint.getRelation()]); |
144 | 106 | draConstr.setUpperRange(Double.POSITIVE_INFINITY); |
145 | 106 | draConstr.setLowerRange(Double.NEGATIVE_INFINITY); |
146 | 0 | } catch (DuplicateException e) { |
147 | 0 | throw new IllegalParameterException("duplicate constraint id", e); |
148 | 106 | } |
149 | 106 | return draConstr.getRowIndex(); |
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} |
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public int addRow(LPConstraint constraint, SparseVector rowVec) { |
156 | 88 | int rowIdx = addConstraint(constraint); |
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|
158 | 88 | VectorIterator<NoLabel> itRowVec = rowVec.iterator(); |
159 | 334 | while (itRowVec.hasNext()) { |
160 | 246 | VectorValue<NoLabel> val = itRowVec.next(); |
161 | 246 | this.draProblem.setCoefficientAt(rowIdx, val.index(), |
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val.doubleValue()); |
163 | 246 | } |
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|
165 | 88 | return rowIdx; |
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} |
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public int addColumn(LPVariable variable, SparseVector colVec) { |
172 | 12 | int colIdx = addVariable(variable); |
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|
174 | 12 | VectorIterator<NoLabel> itColVec = colVec.iterator(); |
175 | 36 | while (itColVec.hasNext()) { |
176 | 24 | VectorValue<NoLabel> val = itColVec.next(); |
177 | 24 | this.draProblem.setCoefficientAt(val.index(), colIdx, |
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val.doubleValue()); |
179 | 24 | } |
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|
181 | 12 | return colIdx; |
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} |
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public void setObjective(byte objective) { |
188 | 26 | this.objective = objective; |
189 | 26 | } |
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public void freeze() { |
195 | 26 | if (this.objective == LPSolver.LPOBJ_UNDEFINED) { |
196 | 0 | throw new IllegalParameterException("objective (min/max) must be set"); |
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} |
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|
199 | 26 | if (this.objective == LPSolver.LPOBJ_MAX) { |
200 | 15 | adaptObjectiveFunction(); |
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} |
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try { |
204 | 26 | this.draLP.setProblem(this.draProblem); |
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} |
206 | 0 | catch (InvalidException e) { |
207 | 0 | throw new IllegalParameterException( |
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"OR-Objects LinearProgrammingI object can handle problem", |
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e); |
210 | 26 | } |
211 | 26 | } |
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public int getNumColumns() { |
217 | 61 | return this.draProblem.sizeOfVariables(); |
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} |
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public int getNumRows() { |
224 | 76 | return this.draProblem.sizeOfConstraints(); |
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} |
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public byte getSolutionStatus() { |
231 | 26 | return this.lpStatus; |
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} |
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public double getSolutionValue() { |
238 | 15 | double result = 0.0; |
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try { |
240 | 15 | result = this.draLP.getObjectiveValue(); |
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} |
242 | 0 | catch (NoSolutionException e) { |
243 | 0 | throw new IllegalParameterException( |
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"OR-Objects LinearProgrammingI object can not find a solution", |
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e); |
246 | 15 | } |
247 | 15 | if (this.objective == LPSolver.LPOBJ_MAX) { |
248 | 12 | result = -result; |
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} |
250 | 15 | return result; |
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} |
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public void solve() { |
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try { |
258 | 26 | this.draLP.solve(); |
259 | 20 | this.lpStatus = LPSolver.LPSTAT_SOLVED; |
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} |
261 | 3 | catch (InfeasibleException e) { |
262 | 3 | this.lpStatus = LPSolver.LPSTAT_INFEASIBLE; |
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} |
264 | 3 | catch (UnboundedException e) { |
265 | 3 | this.lpStatus = LPSolver.LPSTAT_UNBOUNDED; |
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} |
267 | 0 | catch (InvalidException e) { |
268 | 0 | throw new IllegalParameterException( |
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"OR-Objects LinearProgrammingI object can handle problem", |
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e); |
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} |
272 | 0 | catch (NoSolutionException e) { |
273 | 0 | throw new IllegalParameterException( |
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"OR-Objects LinearProgrammingI object can not find a solution", |
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e); |
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} |
277 | 0 | catch (ScaleException e) { |
278 | 0 | throw new IllegalParameterException( |
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"value out of numerically feasible bounds", |
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e); |
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} |
282 | 0 | catch (ConvergenceException e) { |
283 | 0 | throw new IllegalParameterException( |
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"algorithm does not converge after max. number of iterations", |
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e); |
286 | 26 | } |
287 | 26 | } |
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public SparseVector getSolution() { |
293 | 20 | VectorI solVec = null; |
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try { |
295 | 20 | solVec = this.draLP.getSolution(); |
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} |
297 | 0 | catch (NoSolutionException e) { |
298 | 0 | throw new IllegalParameterException( |
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"OR-Objects LinearProgrammingI object cannot find a solution", |
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e); |
301 | 20 | } |
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|
303 | 20 | return new VectorIAsSparseVector(solVec); |
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} |
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public LinearProgrammingI getDraLP() { |
310 | 0 | return this.draLP; |
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} |
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public SizableProblemI getDraProblem() { |
317 | 0 | return this.draProblem; |
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} |
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|
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public String toString() { |
321 | 0 | return getClass().getName() + |
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" with embedded DRA-Problem: " + this.draProblem.toString(); |
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} |
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|
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private void adaptObjectiveFunction() { |
326 | 15 | Enumeration variables = this.draProblem.variables(); |
327 | 51 | while (variables.hasMoreElements()) { |
328 | 36 | VariableI var = (VariableI) variables.nextElement(); |
329 | 36 | var.setObjectiveCoefficient(-var.getObjectiveCoefficient()); |
330 | 36 | } |
331 | 15 | } |
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} |