CODEWITHSUNDEEP
javamathapache-commons
user1846749
user1846749

Reputation: 2535

apache commons LinearObjectiveFunction Algorithm

How does apache commons math library calculate minimum and maximum value of objective function given inequality constraint.

e.g 

maximize 3x1+5x2 
given - 2x1+8x2<=13
5x1-x2<=11
x1>=0,x2>=0

what algorithm does apache commons library applies for this.

Upvotes: 0

Views: 418

Answers (1)

gil.fernandes
gil.fernandes

Reputation: 14601

There is a Simplex solver in Apache commons math.

You can solve your problem like this using this library:

@Test
public void testMathStackOverflow() {
    //      maximize 3x1+5x2
    //      subject to
    //          2x1+8x2<=13
    //          5x1-x2<=11
    //              x1>=0
    // x2>=0

    LinearObjectiveFunction f = new LinearObjectiveFunction(new double[] { 3, 5}, 0);

    ArrayList<LinearConstraint> constraints = new ArrayList<>();

    constraints.add(new LinearConstraint(new double[] {2, 8}, Relationship.LEQ, 13));
    constraints.add(new LinearConstraint(new double[] {5, -1}, Relationship.LEQ, 11));

    double epsilon = 1e-6;
    SimplexSolver solver = new SimplexSolver();
    PointValuePair solution = solver.optimize(f, new LinearConstraintSet(constraints),
            GoalType.MAXIMIZE,
            new NonNegativeConstraint(true),
            PivotSelectionRule.BLAND);
    System.out.printf("x1: %f; x2: %f; max: %f", solution.getPoint()[0], solution.getPoint()[1], solution.getValue());
}

The result is:

x1: 2.404762; x2: 1.023810; max: 12.333333

I have used these dependencies:

<groupId>org.apache.commons</groupId>
<artifactId>commons-math4</artifactId>
<version>4.0-SNAPSHOT</version>

For more examples of the usage of the Simplex solver in this library download the source code and check the unit tests in package:

org.apache.commons.math4.optim.linear

Upvotes: 1

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