apache.commons.math3 - how to use linear programming?

Question

commons-math (ver. 2.2) had an LP solver.

Here I found the follow example code:

import java.util.ArrayList;
import java.util.Collection;

import org.apache.commons.math.optimization.GoalType;
import org.apache.commons.math.optimization.OptimizationException;
import org.apache.commons.math.optimization.RealPointValuePair;
import org.apache.commons.math.optimization.linear.LinearConstraint;
import org.apache.commons.math.optimization.linear.LinearObjectiveFunction;
import org.apache.commons.math.optimization.linear.Relationship;
import org.apache.commons.math.optimization.linear.SimplexSolver;

@SuppressWarnings("deprecation")
public class Main {
    @SuppressWarnings({ "rawtypes", "unchecked"})
    public static void main(String[] args) {
        //describe the optimization problem
        LinearObjectiveFunction f = new LinearObjectiveFunction(new double[] { 3, 5}, 0);

        Collection constraints = new ArrayList();
        constraints.add(new LinearConstraint(new double[] { 2, 8}, Relationship.LEQ, 13));
        constraints.add(new LinearConstraint(new double[] { 5, -1}, Relationship.LEQ, 11));

        constraints.add(new LinearConstraint(new double[] { 1, 0}, Relationship.GEQ, 0));
        constraints.add(new LinearConstraint(new double[] { 0, 1}, Relationship.GEQ, 0));

        //create and run solver
        RealPointValuePair solution = null;
        try {
            solution = new SimplexSolver().optimize(f, constraints, GoalType.MAXIMIZE, false);
        }
        catch (OptimizationException e) {
            e.printStackTrace();
        }

        if (solution != null) {
            //get solution
            double max = solution.getValue();
            System.out.println("Opt: " + max);

            //print decision variables
            for (int i = 0; i < 2; i++) {
                System.out.print(solution.getPoint()[i] + "\t");
            }
        }
    }
}

However, when adding the maven dependency of the latest math version (3.6.1)

I see most related classes are deprecated, and I haven't found any code examples for the updated versions.

Would be glad to use 3.6.1 for my LP problems - can someone assist here please?

Answer 1

The example from the link is using commons-math version 2.

The main package from commons math seems to change from version 2 org.apache.commons.math to org.apache.commons.math3 in version 3.

The classes used in the example are from org.apache.commons.math.optimization package, in this concret case the package in the new version is org.apache.commons.math3.optim .

The sample code from version 2, to version 3 looks like:

package commons.math;

import java.util.ArrayList;
import java.util.Collection;

import org.apache.commons.math3.optim.PointValuePair;
import org.apache.commons.math3.optim.linear.LinearConstraint;
import org.apache.commons.math3.optim.linear.LinearConstraintSet;
import org.apache.commons.math3.optim.linear.LinearObjectiveFunction;
import org.apache.commons.math3.optim.linear.Relationship;
import org.apache.commons.math3.optim.linear.SimplexSolver;
import org.apache.commons.math3.optim.nonlinear.scalar.GoalType;

public class MathTest {

    public static void main(String[] args) {
        //describe the optimization problem
        LinearObjectiveFunction f = new LinearObjectiveFunction(new double[] { 3, 5}, 0);

        Collection<LinearConstraint> constraints = new ArrayList<LinearConstraint>();
        constraints.add(new LinearConstraint(new double[] { 2, 8}, Relationship.LEQ, 13));
        constraints.add(new LinearConstraint(new double[] { 5, -1}, Relationship.LEQ, 11));

        constraints.add(new LinearConstraint(new double[] { 1, 0}, Relationship.GEQ, 0));
        constraints.add(new LinearConstraint(new double[] { 0, 1}, Relationship.GEQ, 0));

        //create and run solver
        PointValuePair solution = null;
        solution = new SimplexSolver().optimize(f, new LinearConstraintSet(constraints), GoalType.MAXIMIZE);

        if (solution != null) {
            //get solution
            double max = solution.getValue();
            System.out.println("Opt: " + max);

            //print decision variables
            for (int i = 0; i < 2; i++) {
                System.out.print(solution.getPoint()[i] + "\t");
            }
        }
    }
}

Hope it helps,