package org.matheclipse.core.reflection.system;
import java.util.ArrayList;
import java.util.Collection;
import org.apache.commons.math3.exception.MathIllegalStateException;
import org.apache.commons.math3.optim.linear.LinearConstraint;
import org.apache.commons.math3.optim.linear.LinearConstraintSet;
import org.apache.commons.math3.optim.linear.LinearObjectiveFunction;
import org.apache.commons.math3.optim.linear.NonNegativeConstraint;
import org.apache.commons.math3.optim.linear.PivotSelectionRule;
import org.apache.commons.math3.optim.linear.Relationship;
import org.apache.commons.math3.optim.linear.SimplexSolver;
import org.apache.commons.math3.optim.nonlinear.scalar.GoalType;
import org.apache.commons.math3.optim.PointValuePair;
import org.matheclipse.core.convert.Expr2Object;
import org.matheclipse.core.eval.exception.Validate;
import org.matheclipse.core.eval.exception.WrappedException;
import org.matheclipse.core.eval.exception.WrongArgumentType;
import org.matheclipse.core.eval.interfaces.AbstractFunctionEvaluator;
import org.matheclipse.core.expression.F;
import org.matheclipse.core.interfaces.IAST;
import org.matheclipse.core.interfaces.IExpr;
import org.matheclipse.core.interfaces.ISignedNumber;
/**
* The LinearProgramming provides an implementation of George Dantzig's
* simplex algorithm for solving linear optimization problems with linear equality and inequality constraints.
*/
public class LinearProgramming extends AbstractFunctionEvaluator {
public LinearProgramming() {
super();
}
@Override
public IExpr evaluate(final IAST ast) {
// switch to numeric calculation
return numericEval(ast);
}
@Override
public IExpr numericEval(final IAST ast) {
Validate.checkSize(ast, 4);
try {
if (ast.arg1().isList() && ast.arg2().isList() && ast.arg3().isList()) {
double[] arg1D = Expr2Object.toDoubleVector((IAST) ast.arg1());
LinearObjectiveFunction f = new LinearObjectiveFunction(arg1D, 0);
Collection constraints = new ArrayList();
IAST arg2 = (IAST) ast.arg2();
IAST arg3 = (IAST) ast.arg3();
if (arg2.size() != arg3.size()) {
return null;
}
double[] arg2D;
double[] arg3D;
for (int i = 1; i < arg2.size(); i++) {
arg2D = Expr2Object.toDoubleVector((IAST) arg2.get(i));
if (arg2.get(i).isList()) {
if (arg3.get(i).isList()) {
arg3D = Expr2Object.toDoubleVector((IAST) arg3.get(i));
if (arg3D.length >= 2) {
double val = arg3D[1];
if (val == 0.0) {
constraints.add(new LinearConstraint(arg2D, Relationship.EQ, arg3D[0]));
} else if (val < 0.0) {
constraints.add(new LinearConstraint(arg2D, Relationship.LEQ, arg3D[0]));
} else if (val > 0.0) {
constraints.add(new LinearConstraint(arg2D, Relationship.GEQ, arg3D[0]));
}
} else if (arg3D.length == 1) {
constraints.add(new LinearConstraint(arg2D, Relationship.GEQ, arg3D[0]));
}
} else if (arg3.get(i).isSignedNumber()) {
constraints.add(new LinearConstraint(arg2D, Relationship.GEQ, ((ISignedNumber) arg3.get(i))
.doubleValue()));
} else {
throw new WrongArgumentType(arg3, arg3.get(i), i, "Numeric vector or number expected!");
}
} else {
throw new WrongArgumentType(ast, ast.get(i), i, "Numeric vector expected!");
}
}
SimplexSolver solver = new SimplexSolver();
// PointValuePair solution = solver.optimize(f, constraints, GoalType.MINIMIZE, true);
PointValuePair solution = solver.optimize(f, new LinearConstraintSet(constraints),
GoalType.MINIMIZE,
new NonNegativeConstraint(true),
PivotSelectionRule.BLAND);
double[] values = solution.getPointRef();
return F.List(values);
}
} catch (MathIllegalStateException oe) {
throw new WrappedException(oe);
// if (Config.SHOW_STACKTRACE) {
// oe.printStackTrace();
// }
}
return null;
}
}
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