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,