MatProInterface.go/problem/examples.go at 4a1f58518446f32ca8fe430e55dfc3c19e3f67a6 · MatProGo-dev/MatProInterface.go · GitHub

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
package problem

import (
	getKMatrix "github.com/MatProGo-dev/SymbolicMath.go/get/KMatrix"
	getKVector "github.com/MatProGo-dev/SymbolicMath.go/get/KVector"
	"github.com/MatProGo-dev/SymbolicMath.go/symbolic"
)

/*
GetExampleProblem3
Description:

	Returns the LP from this youtube video:
		https://www.youtube.com/watch?v=QAR8zthQypc&t=483s
	It should look like this:
		Maximize	4 x1 + 3 x2 + 5 x3
		Subject to
			x1 + 2 x2 + 2 x3 <= 4
			3 x1 + 4 x3 <= 6
			2 x1 + x2 + 4 x3 <= 8
			x1 >= -1.0
			x2 >= -1.0
			x3 >= -1.0
*/
func GetExampleProblem3() *OptimizationProblem {
	// Setup
	out := NewProblem("TestProblem3")

	// Create variables
	x := out.AddVariableVectorClassic(
		3,
		-1.0,
		symbolic.Infinity.Constant(),
		symbolic.Continuous,
	)

	// Create Basic Objective
	c := getKVector.From([]float64{4.0, 3.0, 5.0})
	out.SetObjective(
		c.Transpose().Multiply(x),
		SenseMaximize,
	)

	// Create Constraints (using one big matrix)
	A := getKMatrix.From([][]float64{
		{1.0, 2.0, 2.0},
		{3.0, 0.0, 4.0},
		{2.0, 1.0, 4.0},
	})
	b := getKVector.From([]float64{4.0, 6.0, 8.0})
	out.Constraints = append(out.Constraints, A.Multiply(x).LessEq(b))

	// TODO(kwesi): Figure out how to add non-negativity constraints
	// // Add non-negativity constraints
	// for _, varII := range x {
	// 	out.Constraints = append(
	// 		out.Constraints,
	// 		varII.GreaterEq(0.0),
	// 	)
	// }
	return out
}

/*
GetExampleProblem4
Description:

	Returns the LP from this youtube video:
		https://www.youtube.com/watch?v=QAR8zthQypc&t=483s
	It should look like this:
		Maximize	4 x1 + 3 x2 + 5 x3
		Subject to
			x1 + 2 x2 + 2 x3 <= 4
			3 x1 + 4 x3 <= 6
			2 x1 + x2 + 4 x3 <= 8
			x1 >= 0
			x2 >= 0
			x3 >= 0
*/
func GetExampleProblem4() *OptimizationProblem {
	// Setup
	out := NewProblem("TestProblem3")

	// Create variables
	x := out.AddVariableVectorClassic(
		3,
		0.0, // Use this line to implement non-negativity constraints
		symbolic.Infinity.Constant(),
		symbolic.Continuous,
	)

	// Create Basic Objective
	c := getKVector.From([]float64{4.0, 3.0, 5.0})
	out.SetObjective(
		c.Transpose().Multiply(x),
		SenseMaximize,
	)

	// Create Constraints (using one big matrix)
	A := getKMatrix.From([][]float64{
		{1.0, 2.0, 2.0},
		{3.0, 0.0, 4.0},
		{2.0, 1.0, 4.0},
	})
	b := getKVector.From([]float64{4.0, 6.0, 8.0})
	out.Constraints = append(out.Constraints, A.Multiply(x).LessEq(b))

	return out
}

/*
GetExampleProblem5
Description:

	Returns the LP from this youtube video:
		https://www.youtube.com/watch?v=QAR8zthQypc&t=483s
	It should look like this:
		Maximize	4 x1 + 3 x2 + 5 x3
		Subject to
			x1 + 2 x2 + 2 x3 <= 4
			3 x1 + 4 x3 <= 6
			2 x1 + x2 + 4 x3 <= 8
			x1 >= 0
			x2 >= 0
			x3 >= 0
*/
func GetExampleProblem5() *OptimizationProblem {
	// Setup
	out := NewProblem("TestProblem3")

	// Create variables
	x := out.AddVariableVector(3)

	// Create Basic Objective
	c := getKVector.From([]float64{4.0, 3.0, 5.0})
	out.SetObjective(
		c.Transpose().Multiply(x),
		SenseMaximize,
	)

	// Create Constraints (using one big matrix)
	A := getKMatrix.From([][]float64{
		{1.0, 2.0, 2.0},
		{3.0, 0.0, 4.0},
		{2.0, 1.0, 4.0},
	})
	b := getKVector.From([]float64{4.0, 6.0, 8.0})
	out.Constraints = append(out.Constraints, A.Multiply(x).LessEq(b))

	// Add non-negativity constraints
	for _, varII := range x {
		out.Constraints = append(
			out.Constraints,
			varII.GreaterEq(0.0),
		)
	}
	return out
}