LinearConstraint.java

  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 org.apache.commons.math3.optim.linear;

  19. import java.io.IOException;
  20. import java.io.ObjectInputStream;
  21. import java.io.ObjectOutputStream;
  22. import java.io.Serializable;
  23. import org.apache.commons.math3.linear.MatrixUtils;
  24. import org.apache.commons.math3.linear.RealVector;
  25. import org.apache.commons.math3.linear.ArrayRealVector;

  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> &lt;= 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> &lt;=
  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 (=, &lt;=, >=). */
  54.     private final Relationship relationship;
  55.     /** Value of the constraint (right hand side). */
  56.     private final double value;

  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> &lt;= 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.     }

  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> &lt;= 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.     }

  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> &lt;=
  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.     }

  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> &lt;=
  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.     }

  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.     }

  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.     }

  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.     }

  185.     @Override
  186.     public boolean equals(Object other) {
  187.         if (this == other) {
  188.             return true;
  189.         }
  190.         if (other instanceof LinearConstraint) {
  191.             LinearConstraint rhs = (LinearConstraint) other;
  192.             return relationship == rhs.relationship &&
  193.                 value == rhs.value &&
  194.                 coefficients.equals(rhs.coefficients);
  195.         }
  196.         return false;
  197.     }

  199.     @Override
  200.     public int hashCode() {
  201.         return relationship.hashCode() ^
  202.             Double.valueOf(value).hashCode() ^
  203.             coefficients.hashCode();
  204.     }

  206.     /**
  207.      * Serialize the instance.
  208.      * @param oos stream where object should be written
  209.      * @throws IOException if object cannot be written to stream
  210.      */
  211.     private void writeObject(ObjectOutputStream oos)
  212.         throws IOException {
  213.         oos.defaultWriteObject();
  214.         MatrixUtils.serializeRealVector(coefficients, oos);
  215.     }

  217.     /**
  218.      * Deserialize the instance.
  219.      * @param ois stream from which the object should be read
  220.      * @throws ClassNotFoundException if a class in the stream cannot be found
  221.      * @throws IOException if object cannot be read from the stream
  222.      */
  223.     private void readObject(ObjectInputStream ois)
  224.       throws ClassNotFoundException, IOException {
  225.         ois.defaultReadObject();
  226.         MatrixUtils.deserializeRealVector(this, "coefficients", ois);
  227.     }
  228. }
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