213 lines
7.6 KiB
Java
213 lines
7.6 KiB
Java
// Copyright 2010-2018 Google LLC
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// Licensed under the Apache License, Version 2.0 (the "License");
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// you may not use this file except in compliance with the License.
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// You may obtain a copy of the License at
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//
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// http://www.apache.org/licenses/LICENSE-2.0
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//
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// Unless required by applicable law or agreed to in writing, software
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// distributed under the License is distributed on an "AS IS" BASIS,
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// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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// See the License for the specific language governing permissions and
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// limitations under the License.
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package com.google.ortools;
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import com.google.ortools.Loader;
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import com.google.ortools.linearsolver.MPConstraint;
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import com.google.ortools.linearsolver.MPObjective;
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import com.google.ortools.linearsolver.MPSolver;
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import com.google.ortools.linearsolver.MPVariable;
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import com.google.ortools.linearsolver.main_research_linear_solver;
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import java.util.Arrays;
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import java.util.ArrayList;
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import java.util.logging.Logger;
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import org.junit.jupiter.api.Test;
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import org.junit.jupiter.params.ParameterizedTest;
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import org.junit.jupiter.params.provider.ValueSource;
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public class LinearSolverTest {
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static {
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System.setProperty("java.util.logging.SimpleFormatter.format",
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"[%1$tF %1$tT] [%4$-7s] %5$s %n");
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}
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private static final Logger logger = Logger.getLogger(LinearSolverTest.class.getName());
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private static void solveAndPrint(MPSolver solver, MPVariable[] variables, MPConstraint[] constraints) {
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logger.info("Number of variables = " + solver.numVariables());
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logger.info("Number of constraints = "+ solver.numConstraints());
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final MPSolver.ResultStatus status = solver.solve();
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// Check that the problem has an optimal solution.
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if (status != MPSolver.ResultStatus.OPTIMAL) {
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logger.severe("The problem does not have an optimal solution!");
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}
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logger.info("Solution:");
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ArrayList<MPVariable> vars = new ArrayList<>(Arrays.asList(variables));
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vars.forEach(
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var -> logger.info(var.name() + " = " + var.solutionValue())
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);
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logger.info("Optimal objective value = " + solver.objective().value());
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logger.info("");
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logger.info("Advanced usage:");
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logger.info("Problem solved in " + solver.wallTime() + " milliseconds");
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logger.info("Problem solved in " + solver.iterations() + " iterations");
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if (solver.isMip()) return;
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vars.forEach(
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var-> logger.info(var.name() + ": reduced cost " + var.reducedCost())
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);
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final double[] activities = solver.computeConstraintActivities();
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ArrayList<MPConstraint> cts = new ArrayList<>(Arrays.asList(constraints));
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cts.forEach(
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ct -> logger.info(ct.name() + ": dual value = " + ct.dualValue()
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+ " activity = " + activities[ct.index()])
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);
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}
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@ParameterizedTest
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@ValueSource(strings = { "GLOP", "GLPK_LP", "CLP", "GUROBI_LP" })
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private static void testLinearProgramming(String problem_type) {
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logger.info("------ Linear programming example with " + problem_type + " ------");
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MPSolver solver = MPSolver.createSolver(problem_type);
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if (solver == null) return;
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// x and y are continuous non-negative variables.
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MPVariable x = solver.makeNumVar(0.0, Double.POSITIVE_INFINITY, "x");
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MPVariable y = solver.makeNumVar(0.0, Double.POSITIVE_INFINITY, "y");
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// Objectif function: Maximize 3x + 4y).
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MPObjective objective = solver.objective();
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objective.setCoefficient(x, 3);
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objective.setCoefficient(y, 4);
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objective.setMaximization();
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// x + 2y <= 14.
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final MPConstraint c0 = solver.makeConstraint(-Double.POSITIVE_INFINITY, 14.0, "c0");
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c0.setCoefficient(x, 1);
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c0.setCoefficient(y, 2);
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// 3x - y >= 0.
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final MPConstraint c1 = solver.makeConstraint(0.0, Double.POSITIVE_INFINITY, "c1");
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c1.setCoefficient(x, 3);
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c1.setCoefficient(y, -1);
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// x - y <= 2.
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final MPConstraint c2 = solver.makeConstraint(-Double.POSITIVE_INFINITY, 2.0, "c2");
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c2.setCoefficient(x, 1);
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c2.setCoefficient(y, -1);
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solveAndPrint(solver, new MPVariable[] {x, y}, new MPConstraint[] {c0, c1, c2});
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}
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@ParameterizedTest
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@ValueSource(strings = { "GLPK", "CBC", "SCIP", "SAT" })
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private static void testMixedIntegerProgramming(String problem_type) {
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logger.info("------ Mixed integer programming example with " + problem_type + " ------");
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MPSolver solver = MPSolver.createSolver(problem_type);
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if (solver == null) return;
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// x and y are continuous non-negative variables.
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MPVariable x = solver.makeIntVar(0.0, Double.POSITIVE_INFINITY, "x");
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MPVariable y = solver.makeIntVar(0.0, Double.POSITIVE_INFINITY, "y");
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// Objectif function: Maximize x + 10 * y.
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MPObjective objective = solver.objective();
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objective.setCoefficient(x, 1);
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objective.setCoefficient(y, 10);
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objective.setMaximization();
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// x + 7 * y <= 17.5.
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final MPConstraint c0 = solver.makeConstraint(-Double.POSITIVE_INFINITY, 17.5, "c0");
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c0.setCoefficient(x, 1);
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c0.setCoefficient(y, 7);
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// x <= 3.5.
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final MPConstraint c1 = solver.makeConstraint(-Double.POSITIVE_INFINITY, 3.5, "c1");
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c1.setCoefficient(x, 1);
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c1.setCoefficient(y, 0);
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solveAndPrint(solver, new MPVariable[] {x, y}, new MPConstraint[] {c0, c1});
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}
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@ParameterizedTest
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@ValueSource(strings = { "SAT", "BOP" })
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private static void testBooleanProgramming(String problem_type) {
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logger.info("------ Boolean programming example with " + problem_type + " ------");
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MPSolver solver = MPSolver.createSolver(problem_type);
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if (solver == null) return;
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// x and y are continuous non-negative variables.
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MPVariable x = solver.makeBoolVar("x");
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MPVariable y = solver.makeBoolVar("y");
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// Objectif function: Maximize 2 * x + y.
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MPObjective objective = solver.objective();
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objective.setCoefficient(x, 2);
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objective.setCoefficient(y, 1);
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objective.setMinimization();
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// 1 <= x + 2 * y <= 3.
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final MPConstraint c0 = solver.makeConstraint(1, 3, "c0");
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c0.setCoefficient(x, 1);
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c0.setCoefficient(y, 2);
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solveAndPrint(solver, new MPVariable[] {x, y}, new MPConstraint[] {c0});
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}
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@Test
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public void testSameConstraintName() {
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Loader.loadNativeLibraries();
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MPSolver solver = MPSolver.createSolver("CBC");
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boolean success = true;
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solver.makeConstraint("my_const_name");
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try {
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solver.makeConstraint("my_const_name");
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} catch(Throwable e) {
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System.out.println(e);
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success = false;
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}
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logger.info("Success = " + success);
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}
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@Test
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public void testSetHintAndSolverGetters() {
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Loader.loadNativeLibraries();
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MPSolver solver = MPSolver.createSolver("GLOP");
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// x and y are continuous non-negative variables.
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MPVariable x = solver.makeIntVar(0.0, Double.POSITIVE_INFINITY, "x");
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MPVariable y = solver.makeIntVar(0.0, Double.POSITIVE_INFINITY, "y");
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// Objectif function: Maximize x + 10 * y.
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MPObjective objective = solver.objective();
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objective.setCoefficient(x, 1);
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objective.setCoefficient(y, 10);
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objective.setMaximization();
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// x + 7 * y <= 17.5.
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final MPConstraint c0 = solver.makeConstraint(-Double.POSITIVE_INFINITY, 17.5, "c0");
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c0.setCoefficient(x, 1);
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c0.setCoefficient(y, 7);
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// x <= 3.5.
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final MPConstraint c1 = solver.makeConstraint(-Double.POSITIVE_INFINITY, 3.5, "c1");
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c1.setCoefficient(x, 1);
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c1.setCoefficient(y, 0);
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if (solver.constraints().length != 2) {
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throw new RuntimeException("WrongConstraintLength");
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}
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if (solver.variables().length != 2) {
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throw new RuntimeException("WrongConstraintLength");
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}
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solver.setHint(new MPVariable[] {x, y}, new double[] {2.0, 3.0});
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}
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}
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