@Override
protected void performIteration() {
QuadraticSolver tmpSolver = this.buildIterationSolver(false);
Optimisation.Result tmpResult = tmpSolver.solve();
if (tmpResult.getState().isFeasible()) {
this.extractSolution(tmpSolver);
this.setState(State.OPTIMAL);
} else {
tmpSolver = this.buildIterationSolver(true);
tmpResult = tmpSolver.solve();
if (tmpResult.getState().isFeasible()) {
this.extractSolution(tmpSolver);
this.setState(State.OPTIMAL);
} else {
this.resetX();
this.setState(State.INFEASIBLE);
}
}
}
static void attempt5(final boolean identity, final boolean addDummyConstraints) {
final ConvexSolver cs = P20150809.buildModel(identity, addDummyConstraints);
try {
final Optimisation.Result solution = cs.solve();
if ((solution.getState() == Optimisation.State.DISTINCT)
|| (solution.getState() == Optimisation.State.APPROXIMATE)
|| (solution.getState() == Optimisation.State.OPTIMAL)) {
final double[] pt = new double[4];
for (int i = 0; i < pt.length; i++) {
pt[i] = solution.doubleValue(i);
}
System.out.println("Objective " + solution.getValue());
for (int ii = 0; ii < 4; ii++) {
System.out.println("x[" + ii + "] = " + solution.doubleValue(ii));
}
} else {
System.out.println("Failure State = " + solution.getState().name());
}
} catch (final Exception e) {
System.out.println(e);
}
}
@SuppressWarnings("unchecked")
static void copy(
final ExpressionsBasedModel sourceModel, final QuadraticSolver.Builder destinationBuilder) {
final List<Variable> tmpFreeVariables = sourceModel.getFreeVariables();
final Set<Index> tmpFixedVariables = sourceModel.getFixedVariables();
final int tmpFreeVarDim = tmpFreeVariables.size();
final Array1D<Double> tmpCurrentSolution = Array1D.PRIMITIVE.makeZero(tmpFreeVarDim);
for (int i = 0; i < tmpFreeVariables.size(); i++) {
final BigDecimal tmpValue = tmpFreeVariables.get(i).getValue();
if (tmpValue != null) {
tmpCurrentSolution.set(i, tmpValue.doubleValue());
}
}
final Optimisation.Result tmpKickStarter =
new Optimisation.Result(Optimisation.State.UNEXPLORED, Double.NaN, tmpCurrentSolution);
// AE & BE
final List<Expression> tmpEqExpr = sourceModel.selectExpressionsLinearEquality();
final int tmpEqExprDim = tmpEqExpr.size();
if (tmpEqExprDim > 0) {
final PhysicalStore<Double> tmpAE = FACTORY.makeZero(tmpEqExprDim, tmpFreeVarDim);
final PhysicalStore<Double> tmpBE = FACTORY.makeZero(tmpEqExprDim, 1);
for (int i = 0; i < tmpEqExprDim; i++) {
final Expression tmpExpression = tmpEqExpr.get(i);
for (final Expression.Index tmpKey : tmpExpression.getLinearFactorKeys()) {
final int tmpIndex = sourceModel.indexOfFreeVariable(tmpKey.index);
if (tmpIndex >= 0) {
tmpAE.set(i, tmpIndex, tmpExpression.getAdjustedLinearFactor(tmpKey));
}
}
tmpBE.set(i, 0, tmpExpression.getCompensatedUpperLimit(tmpFixedVariables));
}
destinationBuilder.equalities(tmpAE, tmpBE);
}
// Q & C
final Expression tmpObjExpr = sourceModel.getObjectiveExpression();
PhysicalStore<Double> tmpQ = null;
if (tmpObjExpr.isAnyQuadraticFactorNonZero()) {
tmpQ = FACTORY.makeZero(tmpFreeVarDim, tmpFreeVarDim);
final BinaryFunction<Double> tmpBaseFunc = sourceModel.isMaximisation() ? SUBTRACT : ADD;
UnaryFunction<Double> tmpModifier;
for (final Expression.RowColumn tmpKey : tmpObjExpr.getQuadraticFactorKeys()) {
final int tmpRow = sourceModel.indexOfFreeVariable(tmpKey.row);
final int tmpColumn = sourceModel.indexOfFreeVariable(tmpKey.column);
if ((tmpRow >= 0) && (tmpColumn >= 0)) {
tmpModifier = tmpBaseFunc.second(tmpObjExpr.getAdjustedQuadraticFactor(tmpKey));
tmpQ.modifyOne(tmpRow, tmpColumn, tmpModifier);
tmpQ.modifyOne(tmpColumn, tmpRow, tmpModifier);
}
}
}
PhysicalStore<Double> tmpC = null;
if (tmpObjExpr.isAnyLinearFactorNonZero()) {
tmpC = FACTORY.makeZero(tmpFreeVarDim, 1);
if (sourceModel.isMinimisation()) {
for (final Expression.Index tmpKey : tmpObjExpr.getLinearFactorKeys()) {
final int tmpIndex = sourceModel.indexOfFreeVariable(tmpKey.index);
if (tmpIndex >= 0) {
tmpC.set(tmpIndex, 0, -tmpObjExpr.getAdjustedLinearFactor(tmpKey));
}
}
} else {
for (final Expression.Index tmpKey : tmpObjExpr.getLinearFactorKeys()) {
final int tmpIndex = sourceModel.indexOfFreeVariable(tmpKey.index);
if (tmpIndex >= 0) {
tmpC.set(tmpIndex, 0, tmpObjExpr.getAdjustedLinearFactor(tmpKey));
}
}
}
}
destinationBuilder.objective(tmpQ, tmpC);
// AI & BI
final List<Expression> tmpUpExpr = sourceModel.selectExpressionsLinearUpper();
final int tmpUpExprDim = tmpUpExpr.size();
final List<Variable> tmpUpVar = sourceModel.selectVariablesFreeUpper();
final int tmpUpVarDim = tmpUpVar.size();
final List<Expression> tmpLoExpr = sourceModel.selectExpressionsLinearLower();
final int tmpLoExprDim = tmpLoExpr.size();
final List<Variable> tmpLoVar = sourceModel.selectVariablesFreeLower();
final int tmpLoVarDim = tmpLoVar.size();
if ((tmpUpExprDim + tmpUpVarDim + tmpLoExprDim + tmpLoVarDim) > 0) {
final ModelEntity<?>[] tmpEntities =
new ModelEntity<?>[tmpUpExprDim + tmpUpVarDim + tmpLoExprDim + tmpLoVarDim];
final PhysicalStore<Double> tmpUAI =
FACTORY.makeZero(tmpUpExprDim + tmpUpVarDim, tmpFreeVarDim);
final PhysicalStore<Double> tmpUBI = FACTORY.makeZero(tmpUpExprDim + tmpUpVarDim, 1);
if (tmpUpExprDim > 0) {
for (int i = 0; i < tmpUpExprDim; i++) {
final Expression tmpExpression = tmpUpExpr.get(i);
for (final Expression.Index tmpKey : tmpExpression.getLinearFactorKeys()) {
final int tmpIndex = sourceModel.indexOfFreeVariable(tmpKey.index);
if (tmpIndex >= 0) {
tmpUAI.set(i, tmpIndex, tmpExpression.getAdjustedLinearFactor(tmpKey));
}
}
tmpUBI.set(i, 0, tmpExpression.getCompensatedUpperLimit(tmpFixedVariables));
tmpEntities[i] = tmpExpression;
}
}
if (tmpUpVarDim > 0) {
for (int i = 0; i < tmpUpVarDim; i++) {
final Variable tmpVariable = tmpUpVar.get(i);
tmpUAI.set(
tmpUpExprDim + i,
sourceModel.indexOfFreeVariable(tmpVariable),
tmpVariable.getAdjustmentFactor());
tmpUBI.set(tmpUpExprDim + i, 0, tmpVariable.getAdjustedUpperLimit());
tmpEntities[tmpUpExprDim + i] = tmpVariable;
}
}
final PhysicalStore<Double> tmpLAI =
FACTORY.makeZero(tmpLoExprDim + tmpLoVarDim, tmpFreeVarDim);
final PhysicalStore<Double> tmpLBI = FACTORY.makeZero(tmpLoExprDim + tmpLoVarDim, 1);
if (tmpLoExprDim > 0) {
for (int i = 0; i < tmpLoExprDim; i++) {
final Expression tmpExpression = tmpLoExpr.get(i);
for (final Expression.Index tmpKey : tmpExpression.getLinearFactorKeys()) {
final int tmpIndex = sourceModel.indexOfFreeVariable(tmpKey.index);
if (tmpIndex >= 0) {
tmpLAI.set(i, tmpIndex, -tmpExpression.getAdjustedLinearFactor(tmpKey));
}
}
tmpLBI.set(i, 0, -tmpExpression.getCompensatedLowerLimit(tmpFixedVariables));
tmpEntities[tmpUpExprDim + tmpUpVarDim + i] = tmpExpression;
}
}
if (tmpLoVarDim > 0) {
for (int i = 0; i < tmpLoVarDim; i++) {
final Variable tmpVariable = tmpLoVar.get(i);
tmpLAI.set(
tmpLoExprDim + i,
sourceModel.indexOfFreeVariable(tmpVariable),
-tmpVariable.getAdjustmentFactor());
tmpLBI.set(tmpLoExprDim + i, 0, -tmpVariable.getAdjustedLowerLimit());
tmpEntities[tmpUpExprDim + tmpUpVarDim + tmpLoExprDim + i] = tmpVariable;
}
}
final MatrixStore<Double> tmpAI = tmpLAI.builder().above(tmpUAI).build();
final MatrixStore<Double> tmpBI = tmpLBI.builder().above(tmpUBI).build();
destinationBuilder.inequalities(tmpAI, tmpBI, tmpEntities);
final IndexSelector tmpSelector = new IndexSelector(tmpEntities.length);
for (int i = 0; i < tmpEntities.length; i++) {
if (tmpEntities[i].isActiveInequalityConstraint()) {
tmpSelector.include(i);
}
}
tmpKickStarter.activeSet(tmpSelector.getIncluded());
}
destinationBuilder.setKickStarter(tmpKickStarter);
}
public static void assertStateNotLessThanOptimal(final Optimisation.Result actual) {
Assert.assertTrue(actual.toString(), actual.getState().isOptimal());
}
public static void assertStateLessThanFeasible(final Optimisation.Result actual) {
Assert.assertFalse(actual.toString(), actual.getState().isFeasible());
}