SimplexSolver的Hello World示例

Question

我正在尝试使用Apache Commons解决优化问题.我在这里为Commons Math 2 找到了一个"Hello World"示例.但是,我想使用Commons Math 3.2,我找不到任何关于如何使用这部分代码的示例:

PointValuePair solution = null;
SimplexSolver solver = new SimplexSolver();
solution = solver.optimize(optData);

具体来说,我不知道什么是optData以及我把约束放在哪里.如果有人给我一个关于如何使用org.apache.commons.math3.optim库的"Hello World"示例,我将不胜感激.

最好的祝愿!

Answer 1

这对我有用:

http://mail-archives.apache.org/mod_mbox/commons-user/201307.mbox/%3CCAJSjvws+9uC=jMP_A_Mbc4szbJL2VXAwp=Q2A+zZ=51mLeRw6g@mail.gmail.com%3E

我的max cx版本:Ax <= b,x> = 0.也许不是"hello world"但我希望它有所帮助:

        LinearObjectiveFunction f = new LinearObjectiveFunction(c, 0);
        Collection<LinearConstraint> constraints = new
                ArrayList<LinearConstraint>();
        for(int i=0; i<A.length; i++) {
            double[] Av = new double[A[i].length];
            for(int j=0; j<A[i].length; j++) {
                Av[j] = A[i][j];
            }
            constraints.add(new LinearConstraint(Av, Relationship.LEQ, b[i]));
        }

        SimplexSolver solver = new SimplexSolver();
        PointValuePair optSolution = solver.optimize(new MaxIter(100), f, new
                LinearConstraintSet(constraints),
                GoalType.MAXIMIZE, new
                NonNegativeConstraint(true));


        double[] solution;
        solution = optSolution.getPoint();