1 | /*
|
---|
2 | * Licensed to the Apache Software Foundation (ASF) under one or more
|
---|
3 | * contributor license agreements. See the NOTICE file distributed with
|
---|
4 | * this work for additional information regarding copyright ownership.
|
---|
5 | * The ASF licenses this file to You under the Apache License, Version 2.0
|
---|
6 | * (the "License"); you may not use this file except in compliance with
|
---|
7 | * the License. You may obtain a copy of the License at
|
---|
8 | *
|
---|
9 | * http://www.apache.org/licenses/LICENSE-2.0
|
---|
10 | *
|
---|
11 | * Unless required by applicable law or agreed to in writing, software
|
---|
12 | * distributed under the License is distributed on an "AS IS" BASIS,
|
---|
13 | * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
---|
14 | * See the License for the specific language governing permissions and
|
---|
15 | * limitations under the License.
|
---|
16 | */
|
---|
17 | package agents.anac.y2019.harddealer.math3.optim.linear;
|
---|
18 |
|
---|
19 | import java.io.IOException;
|
---|
20 | import java.io.ObjectInputStream;
|
---|
21 | import java.io.ObjectOutputStream;
|
---|
22 | import java.io.Serializable;
|
---|
23 | import agents.anac.y2019.harddealer.math3.linear.MatrixUtils;
|
---|
24 | import agents.anac.y2019.harddealer.math3.linear.RealVector;
|
---|
25 | import agents.anac.y2019.harddealer.math3.linear.ArrayRealVector;
|
---|
26 |
|
---|
27 | /**
|
---|
28 | * A linear constraint for a linear optimization problem.
|
---|
29 | * <p>
|
---|
30 | * A linear constraint has one of the forms:
|
---|
31 | * <ul>
|
---|
32 | * <li>c<sub>1</sub>x<sub>1</sub> + ... c<sub>n</sub>x<sub>n</sub> = v</li>
|
---|
33 | * <li>c<sub>1</sub>x<sub>1</sub> + ... c<sub>n</sub>x<sub>n</sub> <= v</li>
|
---|
34 | * <li>c<sub>1</sub>x<sub>1</sub> + ... c<sub>n</sub>x<sub>n</sub> >= v</li>
|
---|
35 | * <li>l<sub>1</sub>x<sub>1</sub> + ... l<sub>n</sub>x<sub>n</sub> + l<sub>cst</sub> =
|
---|
36 | * r<sub>1</sub>x<sub>1</sub> + ... r<sub>n</sub>x<sub>n</sub> + r<sub>cst</sub></li>
|
---|
37 | * <li>l<sub>1</sub>x<sub>1</sub> + ... l<sub>n</sub>x<sub>n</sub> + l<sub>cst</sub> <=
|
---|
38 | * r<sub>1</sub>x<sub>1</sub> + ... r<sub>n</sub>x<sub>n</sub> + r<sub>cst</sub></li>
|
---|
39 | * <li>l<sub>1</sub>x<sub>1</sub> + ... l<sub>n</sub>x<sub>n</sub> + l<sub>cst</sub> >=
|
---|
40 | * r<sub>1</sub>x<sub>1</sub> + ... r<sub>n</sub>x<sub>n</sub> + r<sub>cst</sub></li>
|
---|
41 | * </ul>
|
---|
42 | * The c<sub>i</sub>, l<sub>i</sub> or r<sub>i</sub> are the coefficients of the constraints, the x<sub>i</sub>
|
---|
43 | * are the coordinates of the current point and v is the value of the constraint.
|
---|
44 | * </p>
|
---|
45 | *
|
---|
46 | * @since 2.0
|
---|
47 | */
|
---|
48 | public class LinearConstraint implements Serializable {
|
---|
49 | /** Serializable version identifier. */
|
---|
50 | private static final long serialVersionUID = -764632794033034092L;
|
---|
51 | /** Coefficients of the constraint (left hand side). */
|
---|
52 | private final transient RealVector coefficients;
|
---|
53 | /** Relationship between left and right hand sides (=, <=, >=). */
|
---|
54 | private final Relationship relationship;
|
---|
55 | /** Value of the constraint (right hand side). */
|
---|
56 | private final double value;
|
---|
57 |
|
---|
58 | /**
|
---|
59 | * Build a constraint involving a single linear equation.
|
---|
60 | * <p>
|
---|
61 | * A linear constraint with a single linear equation has one of the forms:
|
---|
62 | * <ul>
|
---|
63 | * <li>c<sub>1</sub>x<sub>1</sub> + ... c<sub>n</sub>x<sub>n</sub> = v</li>
|
---|
64 | * <li>c<sub>1</sub>x<sub>1</sub> + ... c<sub>n</sub>x<sub>n</sub> <= v</li>
|
---|
65 | * <li>c<sub>1</sub>x<sub>1</sub> + ... c<sub>n</sub>x<sub>n</sub> >= v</li>
|
---|
66 | * </ul>
|
---|
67 | * </p>
|
---|
68 | * @param coefficients The coefficients of the constraint (left hand side)
|
---|
69 | * @param relationship The type of (in)equality used in the constraint
|
---|
70 | * @param value The value of the constraint (right hand side)
|
---|
71 | */
|
---|
72 | public LinearConstraint(final double[] coefficients,
|
---|
73 | final Relationship relationship,
|
---|
74 | final double value) {
|
---|
75 | this(new ArrayRealVector(coefficients), relationship, value);
|
---|
76 | }
|
---|
77 |
|
---|
78 | /**
|
---|
79 | * Build a constraint involving a single linear equation.
|
---|
80 | * <p>
|
---|
81 | * A linear constraint with a single linear equation has one of the forms:
|
---|
82 | * <ul>
|
---|
83 | * <li>c<sub>1</sub>x<sub>1</sub> + ... c<sub>n</sub>x<sub>n</sub> = v</li>
|
---|
84 | * <li>c<sub>1</sub>x<sub>1</sub> + ... c<sub>n</sub>x<sub>n</sub> <= v</li>
|
---|
85 | * <li>c<sub>1</sub>x<sub>1</sub> + ... c<sub>n</sub>x<sub>n</sub> >= v</li>
|
---|
86 | * </ul>
|
---|
87 | * </p>
|
---|
88 | * @param coefficients The coefficients of the constraint (left hand side)
|
---|
89 | * @param relationship The type of (in)equality used in the constraint
|
---|
90 | * @param value The value of the constraint (right hand side)
|
---|
91 | */
|
---|
92 | public LinearConstraint(final RealVector coefficients,
|
---|
93 | final Relationship relationship,
|
---|
94 | final double value) {
|
---|
95 | this.coefficients = coefficients;
|
---|
96 | this.relationship = relationship;
|
---|
97 | this.value = value;
|
---|
98 | }
|
---|
99 |
|
---|
100 | /**
|
---|
101 | * Build a constraint involving two linear equations.
|
---|
102 | * <p>
|
---|
103 | * A linear constraint with two linear equation has one of the forms:
|
---|
104 | * <ul>
|
---|
105 | * <li>l<sub>1</sub>x<sub>1</sub> + ... l<sub>n</sub>x<sub>n</sub> + l<sub>cst</sub> =
|
---|
106 | * r<sub>1</sub>x<sub>1</sub> + ... r<sub>n</sub>x<sub>n</sub> + r<sub>cst</sub></li>
|
---|
107 | * <li>l<sub>1</sub>x<sub>1</sub> + ... l<sub>n</sub>x<sub>n</sub> + l<sub>cst</sub> <=
|
---|
108 | * r<sub>1</sub>x<sub>1</sub> + ... r<sub>n</sub>x<sub>n</sub> + r<sub>cst</sub></li>
|
---|
109 | * <li>l<sub>1</sub>x<sub>1</sub> + ... l<sub>n</sub>x<sub>n</sub> + l<sub>cst</sub> >=
|
---|
110 | * r<sub>1</sub>x<sub>1</sub> + ... r<sub>n</sub>x<sub>n</sub> + r<sub>cst</sub></li>
|
---|
111 | * </ul>
|
---|
112 | * </p>
|
---|
113 | * @param lhsCoefficients The coefficients of the linear expression on the left hand side of the constraint
|
---|
114 | * @param lhsConstant The constant term of the linear expression on the left hand side of the constraint
|
---|
115 | * @param relationship The type of (in)equality used in the constraint
|
---|
116 | * @param rhsCoefficients The coefficients of the linear expression on the right hand side of the constraint
|
---|
117 | * @param rhsConstant The constant term of the linear expression on the right hand side of the constraint
|
---|
118 | */
|
---|
119 | public LinearConstraint(final double[] lhsCoefficients, final double lhsConstant,
|
---|
120 | final Relationship relationship,
|
---|
121 | final double[] rhsCoefficients, final double rhsConstant) {
|
---|
122 | double[] sub = new double[lhsCoefficients.length];
|
---|
123 | for (int i = 0; i < sub.length; ++i) {
|
---|
124 | sub[i] = lhsCoefficients[i] - rhsCoefficients[i];
|
---|
125 | }
|
---|
126 | this.coefficients = new ArrayRealVector(sub, false);
|
---|
127 | this.relationship = relationship;
|
---|
128 | this.value = rhsConstant - lhsConstant;
|
---|
129 | }
|
---|
130 |
|
---|
131 | /**
|
---|
132 | * Build a constraint involving two linear equations.
|
---|
133 | * <p>
|
---|
134 | * A linear constraint with two linear equation has one of the forms:
|
---|
135 | * <ul>
|
---|
136 | * <li>l<sub>1</sub>x<sub>1</sub> + ... l<sub>n</sub>x<sub>n</sub> + l<sub>cst</sub> =
|
---|
137 | * r<sub>1</sub>x<sub>1</sub> + ... r<sub>n</sub>x<sub>n</sub> + r<sub>cst</sub></li>
|
---|
138 | * <li>l<sub>1</sub>x<sub>1</sub> + ... l<sub>n</sub>x<sub>n</sub> + l<sub>cst</sub> <=
|
---|
139 | * r<sub>1</sub>x<sub>1</sub> + ... r<sub>n</sub>x<sub>n</sub> + r<sub>cst</sub></li>
|
---|
140 | * <li>l<sub>1</sub>x<sub>1</sub> + ... l<sub>n</sub>x<sub>n</sub> + l<sub>cst</sub> >=
|
---|
141 | * r<sub>1</sub>x<sub>1</sub> + ... r<sub>n</sub>x<sub>n</sub> + r<sub>cst</sub></li>
|
---|
142 | * </ul>
|
---|
143 | * </p>
|
---|
144 | * @param lhsCoefficients The coefficients of the linear expression on the left hand side of the constraint
|
---|
145 | * @param lhsConstant The constant term of the linear expression on the left hand side of the constraint
|
---|
146 | * @param relationship The type of (in)equality used in the constraint
|
---|
147 | * @param rhsCoefficients The coefficients of the linear expression on the right hand side of the constraint
|
---|
148 | * @param rhsConstant The constant term of the linear expression on the right hand side of the constraint
|
---|
149 | */
|
---|
150 | public LinearConstraint(final RealVector lhsCoefficients, final double lhsConstant,
|
---|
151 | final Relationship relationship,
|
---|
152 | final RealVector rhsCoefficients, final double rhsConstant) {
|
---|
153 | this.coefficients = lhsCoefficients.subtract(rhsCoefficients);
|
---|
154 | this.relationship = relationship;
|
---|
155 | this.value = rhsConstant - lhsConstant;
|
---|
156 | }
|
---|
157 |
|
---|
158 | /**
|
---|
159 | * Gets the coefficients of the constraint (left hand side).
|
---|
160 | *
|
---|
161 | * @return the coefficients of the constraint (left hand side).
|
---|
162 | */
|
---|
163 | public RealVector getCoefficients() {
|
---|
164 | return coefficients;
|
---|
165 | }
|
---|
166 |
|
---|
167 | /**
|
---|
168 | * Gets the relationship between left and right hand sides.
|
---|
169 | *
|
---|
170 | * @return the relationship between left and right hand sides.
|
---|
171 | */
|
---|
172 | public Relationship getRelationship() {
|
---|
173 | return relationship;
|
---|
174 | }
|
---|
175 |
|
---|
176 | /**
|
---|
177 | * Gets the value of the constraint (right hand side).
|
---|
178 | *
|
---|
179 | * @return the value of the constraint (right hand side).
|
---|
180 | */
|
---|
181 | public double getValue() {
|
---|
182 | return value;
|
---|
183 | }
|
---|
184 |
|
---|
185 | /** {@inheritDoc} */
|
---|
186 | @Override
|
---|
187 | public boolean equals(Object other) {
|
---|
188 | if (this == other) {
|
---|
189 | return true;
|
---|
190 | }
|
---|
191 | if (other instanceof LinearConstraint) {
|
---|
192 | LinearConstraint rhs = (LinearConstraint) other;
|
---|
193 | return relationship == rhs.relationship &&
|
---|
194 | value == rhs.value &&
|
---|
195 | coefficients.equals(rhs.coefficients);
|
---|
196 | }
|
---|
197 | return false;
|
---|
198 | }
|
---|
199 |
|
---|
200 | /** {@inheritDoc} */
|
---|
201 | @Override
|
---|
202 | public int hashCode() {
|
---|
203 | return relationship.hashCode() ^
|
---|
204 | Double.valueOf(value).hashCode() ^
|
---|
205 | coefficients.hashCode();
|
---|
206 | }
|
---|
207 |
|
---|
208 | /**
|
---|
209 | * Serialize the instance.
|
---|
210 | * @param oos stream where object should be written
|
---|
211 | * @throws IOException if object cannot be written to stream
|
---|
212 | */
|
---|
213 | private void writeObject(ObjectOutputStream oos)
|
---|
214 | throws IOException {
|
---|
215 | oos.defaultWriteObject();
|
---|
216 | MatrixUtils.serializeRealVector(coefficients, oos);
|
---|
217 | }
|
---|
218 |
|
---|
219 | /**
|
---|
220 | * Deserialize the instance.
|
---|
221 | * @param ois stream from which the object should be read
|
---|
222 | * @throws ClassNotFoundException if a class in the stream cannot be found
|
---|
223 | * @throws IOException if object cannot be read from the stream
|
---|
224 | */
|
---|
225 | private void readObject(ObjectInputStream ois)
|
---|
226 | throws ClassNotFoundException, IOException {
|
---|
227 | ois.defaultReadObject();
|
---|
228 | MatrixUtils.deserializeRealVector(this, "coefficients", ois);
|
---|
229 | }
|
---|
230 | }
|
---|