diff options
Diffstat (limited to 'src/main/java/org/apache/commons/math/optimization/linear/AbstractLinearOptimizer.java')
-rw-r--r-- | src/main/java/org/apache/commons/math/optimization/linear/AbstractLinearOptimizer.java | 130 |
1 files changed, 130 insertions, 0 deletions
diff --git a/src/main/java/org/apache/commons/math/optimization/linear/AbstractLinearOptimizer.java b/src/main/java/org/apache/commons/math/optimization/linear/AbstractLinearOptimizer.java new file mode 100644 index 0000000..b8b2390 --- /dev/null +++ b/src/main/java/org/apache/commons/math/optimization/linear/AbstractLinearOptimizer.java @@ -0,0 +1,130 @@ +/* + * Licensed to the Apache Software Foundation (ASF) under one or more + * contributor license agreements. See the NOTICE file distributed with + * this work for additional information regarding copyright ownership. + * The ASF licenses this file to You under the Apache License, Version 2.0 + * (the "License"); you may not use this file except in compliance with + * the License. You may obtain a copy of the License at + * + * http://www.apache.org/licenses/LICENSE-2.0 + * + * Unless required by applicable law or agreed to in writing, software + * distributed under the License is distributed on an "AS IS" BASIS, + * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + * See the License for the specific language governing permissions and + * limitations under the License. + */ + +package org.apache.commons.math.optimization.linear; + +import java.util.Collection; + +import org.apache.commons.math.MaxIterationsExceededException; +import org.apache.commons.math.optimization.GoalType; +import org.apache.commons.math.optimization.OptimizationException; +import org.apache.commons.math.optimization.RealPointValuePair; + +/** + * Base class for implementing linear optimizers. + * <p>This base class handles the boilerplate methods associated to thresholds + * settings and iterations counters.</p> + * @version $Revision: 925812 $ $Date: 2010-03-21 16:49:31 +0100 (dim. 21 mars 2010) $ + * @since 2.0 + * + */ +public abstract class AbstractLinearOptimizer implements LinearOptimizer { + + /** Default maximal number of iterations allowed. */ + public static final int DEFAULT_MAX_ITERATIONS = 100; + + /** + * Linear objective function. + * @since 2.1 + */ + protected LinearObjectiveFunction function; + + /** + * Linear constraints. + * @since 2.1 + */ + protected Collection<LinearConstraint> linearConstraints; + + /** + * Type of optimization goal: either {@link GoalType#MAXIMIZE} or {@link GoalType#MINIMIZE}. + * @since 2.1 + */ + protected GoalType goal; + + /** + * Whether to restrict the variables to non-negative values. + * @since 2.1 + */ + protected boolean nonNegative; + + /** Maximal number of iterations allowed. */ + private int maxIterations; + + /** Number of iterations already performed. */ + private int iterations; + + /** Simple constructor with default settings. + * <p>The maximal number of evaluation is set to its default value.</p> + */ + protected AbstractLinearOptimizer() { + setMaxIterations(DEFAULT_MAX_ITERATIONS); + } + + /** {@inheritDoc} */ + public void setMaxIterations(int maxIterations) { + this.maxIterations = maxIterations; + } + + /** {@inheritDoc} */ + public int getMaxIterations() { + return maxIterations; + } + + /** {@inheritDoc} */ + public int getIterations() { + return iterations; + } + + /** Increment the iterations counter by 1. + * @exception OptimizationException if the maximal number + * of iterations is exceeded + */ + protected void incrementIterationsCounter() + throws OptimizationException { + if (++iterations > maxIterations) { + throw new OptimizationException(new MaxIterationsExceededException(maxIterations)); + } + } + + /** {@inheritDoc} */ + public RealPointValuePair optimize(final LinearObjectiveFunction f, + final Collection<LinearConstraint> constraints, + final GoalType goalType, final boolean restrictToNonNegative) + throws OptimizationException { + + // store linear problem characteristics + this.function = f; + this.linearConstraints = constraints; + this.goal = goalType; + this.nonNegative = restrictToNonNegative; + + iterations = 0; + + // solve the problem + return doOptimize(); + + } + + /** Perform the bulk of optimization algorithm. + * @return the point/value pair giving the optimal value for objective function + * @exception OptimizationException if no solution fulfilling the constraints + * can be found in the allowed number of iterations + */ + protected abstract RealPointValuePair doOptimize() + throws OptimizationException; + +} |