CODEWITHSUNDEEP
javaapachemathematical-optimizationlinear-programmingapache-commons-math
Andy
Andy

Reputation: 315

Apache commons math 3: always getting UnboundedSolutionException when constructing a model

i want to solve the following model with commons math 3 from apache:

maximize: 30x + 40y
s.t. x+y <= 240; 2x+y <= 320; x,y>=0;

My code, related to the docs should be:

        // objective f = 30x + 40y + 0
        LinearObjectiveFunction f = new LinearObjectiveFunction(new double[] { 30, 40},0);


        List<LinearConstraint> constraints = new ArrayList();

        // x + y <= 240
        constraints.add(new LinearConstraint(new double[] {1, 1}, Relationship.LEQ, 240));
        // x + y <= 320
        constraints.add(new LinearConstraint(new double[] {2, 1}, Relationship.LEQ, 320));
        // x,y >=0
        NonNegativeConstraint nonNegativeConstraint = new NonNegativeConstraint(false);


        LinearConstraintSet constraintSet = new LinearConstraintSet(constraints);
        SimplexSolver linearOptimizer = new SimplexSolver();
        // put everything together in order to get a maximization problem
        // in the next line i receive org.apache.commons.math3.optim.linear.UnboundedSolutionException: unbounded solution
        PointValuePair solution = linearOptimizer.optimize(f, constraintSet, GoalType.MAXIMIZE, nonNegativeConstraint);


        if (solution != null) {
            //get solution
            double max = solution.getValue();
            System.out.println("Opt: " + max);
        }

But everytime, when linearOptimizer.optimizeis called, i get: org.apache.commons.math3.optim.linear.UnboundedSolutionException. The docs say:

public class UnboundedSolutionException extends MathIllegalStateException This class represents exceptions thrown by optimizers when a solution escapes to infinity.

But i have solved this optimization problem with the GUI of LPSolve and it gives me the solution x=0; y=240; f(x,y)=9600. So i assume, i do something wrong.

1) Any idea, what i am doing wrong?

2) I have read this post, which is 4 years ago and was written with the commons math library (not , math3). Is there now a possibility to say, that some decision variables should be integer, binary etc.? Otherwise i would programm the Branch and Bound -appoach manually to archieve that.

I would be really glad for your help and any ideas.

Thanks a lot :-)

Upvotes: 1

Views: 820

Answers (2)

Alexei Kovalev
Alexei Kovalev

Reputation: 426

You configured NonNegativeConstraint wrongly, you should pass "true" to its constructor if you want x,y be both be positive

Upvotes: 2

sascha
sascha

Reputation: 33542

Never used that lib, but the docs tell you this:

public NonNegativeConstraint(boolean restricted)

Parameters:

restricted - If true, all the variables must be positive.

And you are doing exactly the opposite:

NonNegativeConstraint nonNegativeConstraint = new NegativeConstraint(false);

Reading the docs, i'm strongly leaning to Integer programming is not supported.

Upvotes: 1

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