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ortools-clone/python/least_square.py

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Python

# Copyright 2011 Hakan Kjellerstrand hakank@bonetmail.com
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
"""
Least square optimization problem in Google or-tools.
Solving a fourth grade least square equation.
From the Swedish book 'Optimeringslara' [Optimization Theory],
page 286f.
This model was created by Hakan Kjellerstrand (hakank@bonetmail.com)
Also see my other Google CP Solver models: http://www.hakank.org/google_or_tools/
"""
import sys
from linear_solver import pywraplp
def main(sol = 'GLPK'):
# Create the solver.
# using GLPK
if sol == 'GLPK':
solver = pywraplp.Solver('CoinsGridGLPK',
pywraplp.Solver.GLPK_LINEAR_PROGRAMMING)
else:
# Using CLP
solver = pywraplp.Solver('CoinsGridCLP',
pywraplp.Solver.CLP_LINEAR_PROGRAMMING)
# data
# number of points
num = 14
# temperature
t = [20, 30, 80,125,175,225,275,325,360,420,495,540,630,700]
# percentage gas
F = [0.0,5.8,14.7,31.6,43.2,58.3,78.4,89.4,96.4,99.1,99.5,99.9,100.0,100.0]
p = 4
#
# declare variables
#
a = [solver.NumVar(-100, 100, 'a[%i]' % i ) for i in range(p + 1)]
# to minimize
z = solver.Sum([(F[i] -
(sum([a[j]*t[i]**j for j in range(p+1)])))
for i in range(num)])
#
# constraints
#
solver.Add(solver.Sum([20**i*a[i] for i in range(p+1)]) == 0)
solver.Add( (a[0] + sum([700.0**j*a[j]
for j in range(1,p+1)])) == 100.0)
for i in range(num):
solver.Add(solver.Sum([j*a[j]*t[i]**(j-1)
for j in range(p+1)]) >= 0)
objective = solver.Minimize(z)
solver.Solve()
print
print 'z = ', solver.objective_value()
for i in range(p + 1):
print a[i].solution_value(),
print
if __name__ == '__main__':
sol = 'GLPK'
if len(sys.argv) > 1:
sol = sys.argv[1]
if sol != 'GLPK' and sol != 'CBC':
print 'Solver must be either GLPK or CBC'
sys.exit(1)
main(sol)