apache commons 数学库如何计算给定不等式约束的目标函数的最小值和最大值。
例如
maximize 3x1+5x2
given - 2x1+8x2<=13
5x1-x2<=11
x1>=0,x2>=0
apache commons 库为此应用什么算法。
最佳答案
有一个Simplex Apache commons math 中的求解器。
您可以使用此库解决您的问题:
@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());
}
结果是:
x1: 2.404762; x2: 1.023810; max: 12.333333
我使用了这些依赖项:
<groupId>org.apache.commons</groupId>
<artifactId>commons-math4</artifactId>
<version>4.0-SNAPSHOT</version>
有关此库中 Simplex 求解器的更多使用示例,请下载源代码并检查包中的单元测试:
org.apache.commons.math4.optim.linear
关于java - apache commons LinearObjectiveFunction 算法,我们在Stack Overflow上找到一个类似的问题: https://stackoverflow.com/questions/46709079/