Re: [ojAlgo-user] Possible bug in ExpressionBasedModel: setMinimisation/setMaximisation
Mathematics, linear algebra and optimisation
Brought to you by:
apete
Menu
▾
▴
Re: [ojAlgo-user] Possible bug in ExpressionBasedModel: setMinimisation/setMaximisation
|
From: Nico P. <Nic...@gm...> - 2014-11-20 21:31:53
|
<html><head></head><body><div style="font-family: Verdana;font-size: 12.0px;"><div>
<div>Yes, sorry, this should solve my problem ;)</div>
<div> </div>
<div>Best regards</div>
<div>Nico</div>
<div> </div>
<div>
<div> </div>
<div> </div>
<div name="quote" style="margin:10px 5px 5px 10px; padding: 10px 0 10px 10px; border-left:2px solid #C3D9E5; word-wrap: break-word; -webkit-nbsp-mode: space; -webkit-line-break: after-white-space;">
<div style="margin:0 0 10px 0;"><b>Gesendet:</b> Donnerstag, 20. November 2014 um 21:41 Uhr<br/>
<b>Von:</b> "Anders Peterson" <an...@op...><br/>
<b>An:</b> "ojAlgo ojAlgo" <oja...@li...><br/>
<b>Betreff:</b> Re: [ojAlgo-user] Possible bug in ExpressionBasedModel: setMinimisation/setMaximisation</div>
<div name="quoted-content">I haven't tried your code (yet) but I see something strange:<br/>
<br/>
> tmpModel.setMinimisation(false);<br/>
> tmpModel.setMaximisation(true);<br/>
> Result result = tmpModel.minimise();<br/>
<br/>
<br/>
Essentially you should just do either<br/>
<br/>
Result result = tmpModel.minimise();<br/>
<br/>
or<br/>
<br/>
Result result = tmpModel.maximise();<br/>
<br/>
<br/>
If you look inside those methods they do:<br/>
<br/>
{<br/>
this.setMinimisation(true);<br/>
final Result tmpSolverResult = this.solve();<br/>
return this.handleResult(tmpSolverResult);<br/>
}<br/>
<br/>
and<br/>
<br/>
{<br/>
this.setMaximisation(true);<br/>
final Result tmpSolverResult = this.solve();<br/>
return this.handleResult(tmpSolverResult);<br/>
}<br/>
<br/>
<br/>
Is this something that would explain/solve your problem?<br/>
<br/>
<br/>
/Anders<br/>
<br/>
<br/>
<br/>
<br/>
> On 20 nov 2014, at 13:18, Nico Potyka <Nic...@gm...> wrote:<br/>
><br/>
> Hi,<br/>
><br/>
> I use the newest version of ojAlgo (v37.0) and just tried the ExpressionBasedModel for linear optimization.<br/>
> The solver seems to minimize independently of the configuration via setMinimisation/setMaximisation.<br/>
> Here's a simple example:<br/>
><br/>
><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/>
><br/>
> 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/>
> }<br/>
><br/>
><br/>
><br/>
> We maximize 10*x0 + x1 + x2 +x3 subject to non-negativity and normalization to 1. The output is<br/>
><br/>
> optimal value: 1.0<br/>
> x0: 0<br/>
> x1: 1.00000000000000<br/>
> x2: 0<br/>
> x3: 0<br/>
><br/>
><br/>
> but in fact the optimal value is 10 and x0 should be 1 instead of x1. It seems that the solver always minimizes<br/>
> the function. Do I use the solver in a wrong way or is there a bug?<br/>
><br/>
> Best,<br/>
> Nico<br/>
> ------------------------------------------------------------------------------<br/>
> Download BIRT iHub F-Type - The Free Enterprise-Grade BIRT Server<br/>
> from Actuate! Instantly Supercharge Your Business Reports and Dashboards<br/>
> with Interactivity, Sharing, Native Excel Exports, App Integration & more<br/>
> Get technology previously reserved for billion-dollar corporations, FREE<br/>
> <a href="http://pubads.g.doubleclick.net/gampad/clk?id=157005751&iu=/4140/ostg.clktrk_______________________________________________" target="_blank">http://pubads.g.doubleclick.net/gampad/clk?id=157005751&iu=/4140/ostg.clktrk_______________________________________________</a><br/>
> ojAlgo-user mailing list<br/>
> ojA...@li...<br/>
> <a href="https://lists.sourceforge.net/lists/listinfo/ojalgo-user" target="_blank">https://lists.sourceforge.net/lists/listinfo/ojalgo-user</a><br/>
<br/>
<br/>
------------------------------------------------------------------------------<br/>
Download BIRT iHub F-Type - The Free Enterprise-Grade BIRT Server<br/>
from Actuate! Instantly Supercharge Your Business Reports and Dashboards<br/>
with Interactivity, Sharing, Native Excel Exports, App Integration & more<br/>
Get technology previously reserved for billion-dollar corporations, FREE<br/>
<a href="http://pubads.g.doubleclick.net/gampad/clk?id=157005751&iu=/4140/ostg.clktrk" target="_blank">http://pubads.g.doubleclick.net/gampad/clk?id=157005751&iu=/4140/ostg.clktrk</a><br/>
_______________________________________________<br/>
ojAlgo-user mailing list<br/>
ojA...@li...<br/>
<a href="https://lists.sourceforge.net/lists/listinfo/ojalgo-user" target="_blank">https://lists.sourceforge.net/lists/listinfo/ojalgo-user</a></div>
</div>
</div>
</div></div></body></html>
|
