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"); } } } }
java中调用commons.math3使用最小二乘法。
在这里记录一下使用方法。