最小二乘法 java

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。