Java tutorial
/* * Copyright 2011-2016 joptimizer.com * * This work is licensed under the Creative Commons Attribution-NoDerivatives 4.0 * International License. To view a copy of this license, visit * * http://creativecommons.org/licenses/by-nd/4.0/ * * or send a letter to Creative Commons, PO Box 1866, Mountain View, CA 94042, USA. */ package com.joptimizer.util; import java.io.File; import java.io.FileInputStream; import java.io.IOException; import java.util.List; import java.util.Map; import java.util.Properties; import junit.framework.TestCase; import org.apache.commons.lang3.ArrayUtils; import org.apache.commons.logging.Log; import org.apache.commons.logging.LogFactory; import org.apache.commons.math3.linear.Array2DRowRealMatrix; import org.apache.commons.math3.linear.ArrayRealVector; import org.apache.commons.math3.linear.RealMatrix; import org.apache.commons.math3.linear.RealVector; /** * MPS parsing test. * * @see "http://en.wikipedia.org/wiki/MPS_%28format%29" * @author alberto trivellato (alberto.trivellato@gmail.com) */ public class MPSParserNetlibTest extends TestCase { private Log log = LogFactory.getLog(this.getClass().getName()); /** * Tests the parsing of a netlib problem. */ public void xxxtestSingleNetlib() throws Exception { log.debug("testSingleNetlib"); //String problemName = "afiro"; //String problemName = "afiroPresolved"; //String problemName = "adlittle"; //String problemName = "kb2"; //String problemName = "sc50a"; //String problemName = "sc50b"; //String problemName = "blend"; //String problemName = "scorpion"; //String problemName = "recipe"; //String problemName = "recipePresolved"; //String problemName = "sctap1"; //String problemName = "fit1d"; //String problemName = "israel"; //String problemName = "grow15"; //String problemName = "etamacro"; //String problemName = "pilot"; //String problemName = "pilot4"; //String problemName = "osa-14"; //String problemName = "brandyPresolved"; String problemName = "maros"; File f = Utils.getClasspathResourceAsFile("lp" + File.separator + "netlib" + File.separator + problemName + File.separator + problemName + ".mps"); MPSParser mpsParser = new MPSParser(); mpsParser.parse(f); Properties expectedSolProps = null; try { //this is the solution of the mps problem given by Mathematica expectedSolProps = load(Utils.getClasspathResourceAsFile( "lp" + File.separator + "netlib" + File.separator + problemName + File.separator + "sol.txt")); } catch (Exception e) { } log.debug("name: " + mpsParser.getName()); log.debug("n : " + mpsParser.getN()); log.debug("meq : " + mpsParser.getMeq()); log.debug("mieq: " + mpsParser.getMieq()); log.debug("meq+mieq: " + (mpsParser.getMeq() + mpsParser.getMieq())); List<String> variablesNames = mpsParser.getVariablesNames(); log.debug("x: " + ArrayUtils.toString(variablesNames)); // log.debug("c: " + ArrayUtils.toString(p.getC())); // log.debug("G: " + ArrayUtils.toString(p.getG())); // log.debug("h: " + ArrayUtils.toString(p.getH())); // log.debug("A: " + ArrayUtils.toString(p.getA())); // log.debug("b: " + ArrayUtils.toString(p.getB())); // log.debug("lb:" + ArrayUtils.toString(p.getLb())); // log.debug("ub:" + ArrayUtils.toString(p.getUb())); //check consistency: if the problem was correctly parsed, the expectedSol must be its solution double delta = 1.e-7; if (expectedSolProps != null) { //key = variable name //value = sol value assertEquals(expectedSolProps.size(), variablesNames.size()); RealVector expectedSol = new ArrayRealVector(variablesNames.size()); for (int i = 0; i < variablesNames.size(); i++) { expectedSol.setEntry(i, Double.parseDouble(expectedSolProps.getProperty(variablesNames.get(i)))); } log.debug("expectedSol: " + ArrayUtils.toString(expectedSol.toArray())); //check objective function value Map<String, LPNetlibProblem> problemsMap = LPNetlibProblem.loadAllProblems(); LPNetlibProblem problem = problemsMap.get(problemName); RealVector c = new ArrayRealVector(mpsParser.getC().toArray()); double value = c.dotProduct(expectedSol); log.debug("optimalValue: " + problem.optimalValue); log.debug("value : " + value); assertEquals(problem.optimalValue, value, delta); //check G.x < h if (mpsParser.getG() != null) { RealMatrix G = new Array2DRowRealMatrix(mpsParser.getG().toArray()); RealVector h = new ArrayRealVector(mpsParser.getH().toArray()); RealVector Gxh = G.operate(expectedSol).subtract(h); double maxGxh = -Double.MAX_VALUE; for (int i = 0; i < Gxh.getDimension(); i++) { //log.debug(i); maxGxh = Math.max(maxGxh, Gxh.getEntry(i)); assertTrue(Gxh.getEntry(i) <= 0); } log.debug("max(G.x - h): " + maxGxh); } //check A.x = b if (mpsParser.getA() != null) { RealMatrix A = new Array2DRowRealMatrix(mpsParser.getA().toArray()); RealVector b = new ArrayRealVector(mpsParser.getB().toArray()); RealVector Axb = A.operate(expectedSol).subtract(b); double norm = Axb.getNorm(); log.debug("||A.x -b||: " + norm); assertEquals(0., norm, delta * mpsParser.getN());//some more tolerance } //check upper and lower bounds for (int i = 0; i < mpsParser.getLb().size(); i++) { double di = Double.isNaN(mpsParser.getLb().getQuick(i)) ? -Double.MAX_VALUE : mpsParser.getLb().getQuick(i); assertTrue(di <= expectedSol.getEntry(i)); } for (int i = 0; i < mpsParser.getUb().size(); i++) { double di = Double.isNaN(mpsParser.getUb().getQuick(i)) ? Double.MAX_VALUE : mpsParser.getUb().getQuick(i); assertTrue(di >= expectedSol.getEntry(i)); } } Utils.writeDoubleArrayToFile(mpsParser.getC().toArray(), "target" + File.separator + "c.txt"); Utils.writeDoubleMatrixToFile(mpsParser.getG().toArray(), "target" + File.separator + "G.csv"); Utils.writeDoubleArrayToFile(mpsParser.getH().toArray(), "target" + File.separator + "h.txt"); Utils.writeDoubleMatrixToFile(mpsParser.getA().toArray(), "target" + File.separator + "A.csv"); Utils.writeDoubleArrayToFile(mpsParser.getB().toArray(), "target" + File.separator + "b.txt"); Utils.writeDoubleArrayToFile(mpsParser.getLb().toArray(), "target" + File.separator + "lb.txt"); Utils.writeDoubleArrayToFile(mpsParser.getUb().toArray(), "target" + File.separator + "ub.txt"); } /** * Tests the parsing of all the netlib problems. */ public void testBulkNetlib() throws Exception { log.debug("testBulkNetlib"); Map<String, LPNetlibProblem> problemsMap = LPNetlibProblem.loadAllProblems(); //List<NetlibLPResult> list = NetlibLPResult.getProblemsOrderedByName(resultsMap); //List<NetlibLPResult> list = NetlibLPResult.getProblemsOrderedByNumberOfRows(resultsMap); List<LPNetlibProblem> list = LPNetlibProblem.getProblemsOrderedByNumberOfColumns(problemsMap); for (LPNetlibProblem problem : list) { log.debug("problem: " + problem); //System.out.println(res.name); File f = Utils.getClasspathResourceAsFile("lp" + File.separator + "netlib" + File.separator + problem.name + File.separator + problem.name + ".mps"); MPSParser p = new MPSParser(); p.parse(f); } } public Properties load(File propsFile) throws IOException { Properties props = new Properties(); FileInputStream fis = new FileInputStream(propsFile); props.load(fis); fis.close(); return props; } }