最小二乘法 java

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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中調用commons.math3使用最小二乘法。

 

在這裡記錄一下使用方法。

最小二乘法 java