如何使用joptimizer进行线性编程

Question

我正在使用joptimizer解决线性编程问题。

我的问题是：

Maximize (x1*f1 + x2*f2 + x3*f3)

such that (x1*v1 + x2*v2 + x3*v3) <= h

我需要找到x1，x2和x3。

我不知道如何从上面的等式创建一个joptimizer输入。

Answer 1

Java doc可在此处获取http://www.joptimizer.com/apidocs/index.html

简单示例最小化3x + 4y，使得2x + 3y> = 8,5x + 2y> = 12，x> = 0，y> = 0

我的解决简单线性规划问题的示例代码如下：

package test_joptimizer;

import com.joptimizer.functions.ConvexMultivariateRealFunction;
import com.joptimizer.functions.LinearMultivariateRealFunction;
import com.joptimizer.optimizers.JOptimizer;
import com.joptimizer.optimizers.OptimizationRequest;
import org.apache.log4j.BasicConfigurator;

/**
 * @author K.P.L.Kanchana
 */

public class Main {

    public static void main(String[] args) throws Exception {

        // Objective function (plane)
        LinearMultivariateRealFunction objectiveFunction = new LinearMultivariateRealFunction(new double[] {3.0, 4.0}, 0); //minimize 3x+4y

        //inequalities (polyhedral feasible set G.X<H )
        ConvexMultivariateRealFunction[] inequalities = new ConvexMultivariateRealFunction[4];
        // x >= 0
        inequalities[0] = new LinearMultivariateRealFunction(new double[]{-1.0, 0.00}, 0.0);  // focus: -x+0 <= 0 
        // y >= 0
        inequalities[1] = new LinearMultivariateRealFunction(new double[]{0.0, -1.00}, 0.0);  // focus: -y+0 <= 0
        // 2x+3y >= 8
        inequalities[2] = new LinearMultivariateRealFunction(new double[]{-2.0, -3.00}, 8.0); // focus: -2x-3y+8 <= 0
        // 5x+2y >= 12
        inequalities[3] = new LinearMultivariateRealFunction(new double[]{-5.0, -2.00}, 12.0);// focus: -5x-2y+12 <= 0

        //optimization problem
        OptimizationRequest or = new OptimizationRequest();
        or.setF0(objectiveFunction);
        or.setFi(inequalities);
        //or.setInitialPoint(new double[] {0.0, 0.0});//initial feasible point, not mandatory
        or.setToleranceFeas(1.E-9);
        or.setTolerance(1.E-9);

        //optimization
        JOptimizer opt = new JOptimizer();
        opt.setOptimizationRequest(or);
        int returnCode = opt.optimize();

        double[] sol = opt.getOptimizationResponse().getSolution();

        System.out.println("Length: " + sol.length);
        for (int i=0; i<sol.length/2; i++){
            System.out.println( "X" + (i+1) + ": " + Math.round(sol[i]) + "\ty" + (i+1) + ": " + Math.round(sol[i+1]) );
        }
    }

}

Answer 2

也许你想看看下面的示例代码。

不要忘记从qazxsw poi导入依赖项。

您应该手动下载并导入外部三个jar文件（http://www.joptimizer.com/downloadWithAdd.html，/joptimizer-4.0.0.jar，/joptimizer-4.0.0-dependencies.zip）到您的项目中。 /joptimizer-4.0.0-sources.jar文件也要求解压缩。

.zip