[ojAlgo-user] Possible bug in ExpressionBasedModel: setMinimisation/setMaximisation
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[ojAlgo-user] Possible bug in ExpressionBasedModel: setMinimisation/setMaximisation
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From: Nico P. <Nic...@gm...> - 2014-11-20 12:19:10
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<html><head></head><body><div style="font-family: Verdana;font-size: 12.0px;"><div>
<div>Hi,</div>
<div> </div>
<div>I use the newest version of ojAlgo (v37.0) and just tried the ExpressionBasedModel for linear optimization.</div>
<div>The solver seems to minimize independently of the configuration via setMinimisation/setMaximisation.</div>
<div>Here's a simple example:</div>
<div> </div>
<div name="quoted-content">
<div><br/>
int n = 4;<br/>
Variable[] tmpVariables = new Variable[n];<br/>
for(int i=0; i<n; i++) {<br/>
tmpVariables[i] = new Variable("x"+i).lower(BigMath.ZERO);<br/>
}<br/>
<br/>
<br/>
ExpressionsBasedModel tmpModel = new ExpressionsBasedModel(tmpVariables);<br/>
<br/>
<br/>
Expression tmpExpr = tmpModel.addExpression("Objective");<br/>
tmpExpr.setLinearFactor(0, 10); <br/>
tmpExpr.setLinearFactor(1, 1); <br/>
tmpExpr.setLinearFactor(2, 1); <br/>
tmpExpr.setLinearFactor(3, 1);<br/>
tmpExpr.weight(BigMath.ONE);<br/>
<br/>
<br/>
tmpExpr = tmpModel.addExpression("Normalization").level(BigMath.ONE);<br/>
for(int i=0; i<n; i++) {<br/>
tmpExpr.setLinearFactor(i, BigMath.ONE);<br/>
}<br/>
</div>
<div> tmpModel.setMinimisation(false);<br/>
tmpModel.setMaximisation(true);<br/>
Result result = tmpModel.minimise();<br/>
System.out.println("optimal value: "+result.getValue());<br/>
for(int i=0; i<n; i++) {<br/>
System.out.println("x"+i+": "+result.get(i));<br/>
}</div>
<div> </div>
<div> </div>
<div> </div>
<div>We maximize 10*x0 + x1 + x2 +x3 subject to non-negativity and normalization to 1. The output is</div>
<div>
<div> </div>
<div>
<div> optimal value: 1.0<br/>
x0: 0<br/>
x1: 1.00000000000000<br/>
x2: 0<br/>
x3: 0</div>
<div> </div>
<div> </div>
<div>but in fact the optimal value is 10 and x0 should be 1 instead of x1. It seems that the solver always minimizes</div>
<div>the function. Do I use the solver in a wrong way or is there a bug?</div>
<div> </div>
<div>Best,</div>
<div>Nico</div>
</div>
</div>
</div>
</div></div></body></html>
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