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.  *      https://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.  */

  18. /*
  19.  * This is not the original file distributed by the Apache Software Foundation
  20.  * It has been modified by the Hipparchus project
  21.  */
  22. package org.hipparchus.optim.linear;

  24. import java.io.IOException;
  25. import java.io.ObjectInputStream;
  26. import java.io.ObjectOutputStream;
  27. import java.io.Serializable;

  29. import org.hipparchus.linear.ArrayRealVector;
  30. import org.hipparchus.linear.RealVector;

  32. /**
  33.  * A linear constraint for a linear optimization problem.
  34.  * <p>* A linear constraint has one of the forms:</p>
  35.  * <ul>
  36.  *   <li>c<sub>1</sub>x<sub>1</sub> + ... c<sub>n</sub>x<sub>n</sub> = v</li>
  37.  *   <li>c<sub>1</sub>x<sub>1</sub> + ... c<sub>n</sub>x<sub>n</sub> &lt;= v</li>
  38.  *   <li>c<sub>1</sub>x<sub>1</sub> + ... c<sub>n</sub>x<sub>n</sub> &gt;= v</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.  *   <li>l<sub>1</sub>x<sub>1</sub> + ... l<sub>n</sub>x<sub>n</sub> + l<sub>cst</sub> &lt;=
  42.  *       r<sub>1</sub>x<sub>1</sub> + ... r<sub>n</sub>x<sub>n</sub> + r<sub>cst</sub></li>
  43.  *   <li>l<sub>1</sub>x<sub>1</sub> + ... l<sub>n</sub>x<sub>n</sub> + l<sub>cst</sub> &gt;=
  44.  *       r<sub>1</sub>x<sub>1</sub> + ... r<sub>n</sub>x<sub>n</sub> + r<sub>cst</sub></li>
  45.  * </ul>
  46.  * <p>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>
  47.  * are the coordinates of the current point and v is the value of the constraint.
  48.  * </p>
  49.  *
  50.  */
  51. public class LinearConstraint implements Serializable {
  52.     /** Serializable version identifier. */
  53.     private static final long serialVersionUID = -764632794033034092L;
  54.     /** Coefficients of the constraint (left hand side). */
  55.     private final transient RealVector coefficients;
  56.     /** Relationship between left and right hand sides (=, &lt;=, &gt;=). */
  57.     private final Relationship relationship;
  58.     /** Value of the constraint (right hand side). */
  59.     private final double value;

  61.     /**
  62.      * Build a constraint involving a single linear equation.
  63.      * <p>A linear constraint with a single linear equation has one of the forms:</p>
  64.      * <ul>
  65.      *   <li>c<sub>1</sub>x<sub>1</sub> + ... c<sub>n</sub>x<sub>n</sub> = v</li>
  66.      *   <li>c<sub>1</sub>x<sub>1</sub> + ... c<sub>n</sub>x<sub>n</sub> &lt;= v</li>
  67.      *   <li>c<sub>1</sub>x<sub>1</sub> + ... c<sub>n</sub>x<sub>n</sub> &gt;= v</li>
  68.      * </ul>
  69.      * @param coefficients The coefficients of the constraint (left hand side)
  70.      * @param relationship The type of (in)equality used in the constraint
  71.      * @param value The value of the constraint (right hand side)
  72.      */
  73.     public LinearConstraint(final double[] coefficients,
  74.                             final Relationship relationship,
  75.                             final double value) {
  76.         this(new ArrayRealVector(coefficients), relationship, value);
  77.     }

  79.     /**
  80.      * Build a constraint involving a single linear equation.
  81.      * <p>A linear constraint with a single linear equation has one of the forms:</p>
  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> &gt;= v</li>
  86.      * </ul>
  87.      * @param coefficients The coefficients of the constraint (left hand side)
  88.      * @param relationship The type of (in)equality used in the constraint
  89.      * @param value The value of the constraint (right hand side)
  90.      */
  91.     public LinearConstraint(final RealVector coefficients,
  92.                             final Relationship relationship,
  93.                             final double value) {
  94.         this.coefficients = coefficients;
  95.         this.relationship = relationship;
  96.         this.value        = value;
  97.     }

  99.     /**
  100.      * Build a constraint involving two linear equations.
  101.      * <p>A linear constraint with two linear equation has one of the forms:</p>
  102.      * <ul>
  103.      *   <li>l<sub>1</sub>x<sub>1</sub> + ... l<sub>n</sub>x<sub>n</sub> + l<sub>cst</sub> =
  104.      *       r<sub>1</sub>x<sub>1</sub> + ... r<sub>n</sub>x<sub>n</sub> + r<sub>cst</sub></li>
  105.      *   <li>l<sub>1</sub>x<sub>1</sub> + ... l<sub>n</sub>x<sub>n</sub> + l<sub>cst</sub> &lt;=
  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> &gt;=
  108.      *       r<sub>1</sub>x<sub>1</sub> + ... r<sub>n</sub>x<sub>n</sub> + r<sub>cst</sub></li>
  109.      * </ul>
  110.      * @param lhsCoefficients The coefficients of the linear expression on the left hand side of the constraint
  111.      * @param lhsConstant The constant term of the linear expression on the left hand side of the constraint
  112.      * @param relationship The type of (in)equality used in the constraint
  113.      * @param rhsCoefficients The coefficients of the linear expression on the right hand side of the constraint
  114.      * @param rhsConstant The constant term of the linear expression on the right hand side of the constraint
  115.      */
  116.     public LinearConstraint(final double[] lhsCoefficients, final double lhsConstant,
  117.                             final Relationship relationship,
  118.                             final double[] rhsCoefficients, final double rhsConstant) {
  119.         double[] sub = new double[lhsCoefficients.length];
  120.         for (int i = 0; i < sub.length; ++i) {
  121.             sub[i] = lhsCoefficients[i] - rhsCoefficients[i];
  122.         }
  123.         this.coefficients = new ArrayRealVector(sub, false);
  124.         this.relationship = relationship;
  125.         this.value        = rhsConstant - lhsConstant;
  126.     }

  128.     /**
  129.      * Build a constraint involving two linear equations.
  130.      * <p>A linear constraint with two linear equation has one of the forms:</p>
  131.      * <ul>
  132.      *   <li>l<sub>1</sub>x<sub>1</sub> + ... l<sub>n</sub>x<sub>n</sub> + l<sub>cst</sub> =
  133.      *       r<sub>1</sub>x<sub>1</sub> + ... r<sub>n</sub>x<sub>n</sub> + r<sub>cst</sub></li>
  134.      *   <li>l<sub>1</sub>x<sub>1</sub> + ... l<sub>n</sub>x<sub>n</sub> + l<sub>cst</sub> &lt;=
  135.      *       r<sub>1</sub>x<sub>1</sub> + ... r<sub>n</sub>x<sub>n</sub> + r<sub>cst</sub></li>
  136.      *   <li>l<sub>1</sub>x<sub>1</sub> + ... l<sub>n</sub>x<sub>n</sub> + l<sub>cst</sub> &gt;=
  137.      *       r<sub>1</sub>x<sub>1</sub> + ... r<sub>n</sub>x<sub>n</sub> + r<sub>cst</sub></li>
  138.      * </ul>
  139.      * @param lhsCoefficients The coefficients of the linear expression on the left hand side of the constraint
  140.      * @param lhsConstant The constant term of the linear expression on the left hand side of the constraint
  141.      * @param relationship The type of (in)equality used in the constraint
  142.      * @param rhsCoefficients The coefficients of the linear expression on the right hand side of the constraint
  143.      * @param rhsConstant The constant term of the linear expression on the right hand side of the constraint
  144.      */
  145.     public LinearConstraint(final RealVector lhsCoefficients, final double lhsConstant,
  146.                             final Relationship relationship,
  147.                             final RealVector rhsCoefficients, final double rhsConstant) {
  148.         this.coefficients = lhsCoefficients.subtract(rhsCoefficients);
  149.         this.relationship = relationship;
  150.         this.value        = rhsConstant - lhsConstant;
  151.     }

  153.     /**
  154.      * Gets the coefficients of the constraint (left hand side).
  155.      *
  156.      * @return the coefficients of the constraint (left hand side).
  157.      */
  158.     public RealVector getCoefficients() {
  159.         return coefficients;
  160.     }

  162.     /**
  163.      * Gets the relationship between left and right hand sides.
  164.      *
  165.      * @return the relationship between left and right hand sides.
  166.      */
  167.     public Relationship getRelationship() {
  168.         return relationship;
  169.     }

  171.     /**
  172.      * Gets the value of the constraint (right hand side).
  173.      *
  174.      * @return the value of the constraint (right hand side).
  175.      */
  176.     public double getValue() {
  177.         return value;
  178.     }

  180.     /** {@inheritDoc} */
  181.     @Override
  182.     public boolean equals(Object other) {
  183.         if (this == other) {
  184.             return true;
  185.         }
  186.         if (other instanceof LinearConstraint) {
  187.             LinearConstraint rhs = (LinearConstraint) other;
  188.             return relationship == rhs.relationship &&
  189.                 value == rhs.value &&
  190.                 coefficients.equals(rhs.coefficients);
  191.         }
  192.         return false;
  193.     }

  195.     /** {@inheritDoc} */
  196.     @Override
  197.     public int hashCode() {
  198.         return relationship.hashCode() ^
  199.             Double.valueOf(value).hashCode() ^
  200.             coefficients.hashCode();
  201.     }

  203.     /**
  204.      * Serialize the instance.
  205.      * @param oos stream where object should be written
  206.      * @throws IOException if object cannot be written to stream
  207.      */
  208.     private void writeObject(ObjectOutputStream oos)
  209.         throws IOException {
  210.         oos.defaultWriteObject();
  211.         final int n = coefficients.getDimension();
  212.         oos.writeInt(n);
  213.         for (int i = 0; i < n; ++i) {
  214.             oos.writeDouble(coefficients.getEntry(i));
  215.         }
  216.     }

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

  228.         // read the vector data
  229.         final int n = ois.readInt();
  230.         final double[] data = new double[n];
  231.         for (int i = 0; i < n; ++i) {
  232.             data[i] = ois.readDouble();
  233.         }

  235.         try {
  236.             // create the instance
  237.             ArrayRealVector vector = new ArrayRealVector(data, false);
  238.             final java.lang.reflect.Field f = getClass().getDeclaredField("coefficients");
  239.             f.setAccessible(true); // NOPMD
  240.             f.set(this, vector);
  241.         } catch (NoSuchFieldException | IllegalArgumentException | IllegalAccessException e) {
  242.             IOException ioe = new IOException();
  243.             ioe.initCause(e);
  244.             throw ioe;
  245.         }

  247.     }
  248. }
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