public void GoldfarbIdnaniMaximizeTest1()
{
// Solve the following optimization problem:
//
// max f(x) = -2x² + xy - y² + 5y
//
// s.t. x + y <= 0
// y >= 0
//
// Create our objective function using a text string
var f = new QuadraticObjectiveFunction("-2x² + xy - y² + 5y");
// Now, create the constraints
List <LinearConstraint> constraints = new List <LinearConstraint>();
constraints.Add(new LinearConstraint(f, "x + y <= 0"));
constraints.Add(new LinearConstraint(f, " y >= 0"));
// Now we create the quadratic programming solver for 2 variables, using the constraints.
GoldfarbIdnaniQuadraticSolver solver = new GoldfarbIdnaniQuadraticSolver(2, constraints);
// And attempt to solve it.
double maxValue = solver.Maximize(f);
Assert.AreEqual(25 / 16.0, maxValue);
Assert.AreEqual(-5 / 8.0, solver.Solution[0]);
Assert.AreEqual(5 / 8.0, solver.Solution[1]);
}
/// <summary>
/// Computes the optimization algorithm when the user
/// presses the "Compute" button in the main interface.
/// </summary>
///
private void btnCompute_Click(object sender, EventArgs e)
{
// First, get what the user entered on screen:
String strObjective = tbObjective.Text;
String[] strConstraints = tbConstraints.Lines;
// Check if this is a minimization or maximization task
bool minimize = (string)comboBox1.SelectedItem == "min";
// Now we can start creating our function:
QuadraticObjectiveFunction function;
LinearConstraint[] constraints = new LinearConstraint[strConstraints.Length];
// Attempt to parse the string and create the objective function
if (!QuadraticObjectiveFunction.TryParse(strObjective, out function))
{
tbSolution.Text = "Invalid objective function.";
return;
}
// Create list of constraints
for (int i = 0; i < constraints.Length; i++)
{
if (!LinearConstraint.TryParse(strConstraints[i], function, out constraints[i]))
{
tbSolution.Text = "Invalid constraint at line " + i + ".";
return;
}
}
// Now, after the text has been parsed into actual objects, finally create the solver
var solver = new GoldfarbIdnaniQuadraticSolver(function.NumberOfVariables, constraints);
double optimumValue;
try
{
// Solve the optimization problem:
optimumValue = (minimize) ?
solver.Minimize(function) : // the user wants to minimize it
solver.Maximize(function); // the user wants to maximize it
}
catch (NonPositiveDefiniteMatrixException)
{
tbSolution.Text = "Function is not positive definite.";
return;
}
catch (ConvergenceException)
{
tbSolution.Text = "No possible solution could be attained.";
return;
}
// Retrieve the computed solution
double[] solution = solver.Solution;
// And let's format and display it:
StringBuilder sb = new StringBuilder();
sb.AppendLine("Solution:");
sb.AppendLine();
sb.AppendLine(" " + strObjective + " = " + optimumValue);
sb.AppendLine();
for (int i = 0; i < solution.Length; i++)
{
string variableName = function.Indices[i];
sb.AppendLine(" " + variableName + " = " + solution[i]);
}
tbSolution.Text = sb.ToString();
}
private void button1_Click(object sender, EventArgs e)
{
String objectiveString = tbObjective.Text;
String[] constraintStrings = tbConstraints.Lines;
bool minimize = (string)comboBox1.SelectedItem == "min";
QuadraticObjectiveFunction function;
LinearConstraint[] constraints = new LinearConstraint[constraintStrings.Length];
try
{
// Create objective function
function = new QuadraticObjectiveFunction(objectiveString);
}
catch (FormatException)
{
tbSolution.Text = "Invalid objective function.";
return;
}
// Create list of constraints
for (int i = 0; i < constraints.Length; i++)
{
try
{
constraints[i] = new LinearConstraint(function, constraintStrings[i]);
}
catch (FormatException)
{
tbSolution.Text = "Invalid constraint at line " + i + ".";
return;
}
}
// Create solver
var solver = new GoldfarbIdnaniQuadraticSolver(function.NumberOfVariables, constraints);
try
{
// Solve the minimization or maximization problem
double value = (minimize) ? solver.Minimize(function) : solver.Maximize(function);
// Grab the solution found
double[] solution = solver.Solution;
// Format and display solution
StringBuilder sb = new StringBuilder();
sb.AppendLine("Solution:");
sb.AppendLine();
sb.AppendLine(" " + objectiveString + " = " + value);
sb.AppendLine();
for (int i = 0; i < solution.Length; i++)
{
string variableName = function.Indices[i];
sb.AppendLine(" " + variableName + " = " + solution[i]);
}
tbSolution.Text = sb.ToString();
}
catch (NonPositiveDefiniteMatrixException)
{
tbSolution.Text = "Function is not positive definite.";
}
catch (ConvergenceException)
{
tbSolution.Text = "No possible solution could be attained.";
}
}