Apache Commons math3 Simplex solver example

SimplexSolverExample.java

import java.util.ArrayList;
import java.util.Collection;

import org.apache.commons.math3.optim.MaxIter;
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.NonNegativeConstraint;
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 SimplexExample {
    public static void main(String[] args) {

        LinearObjectiveFunction func = new LinearObjectiveFunction(new double[] {1, -1 ,-1}, 0);

        Collection <LinearConstraint> constraints = new ArrayList <LinearConstraint> ();
        
        // LGS constraints
        constraints.add(new LinearConstraint(new double[] {2, 4, 2},Relationship.EQ, 4));
        constraints.add(new LinearConstraint(new double[] {4, 12, 5},Relationship.EQ, 10));

        SimplexSolver solver = new SimplexSolver();
        PointValuePair solution = solver.optimize(
            new MaxIter(100),                       // stop after a hundred iterations
            func,                                   // given function
            new LinearConstraintSet(constraints),   // constraints
            GoalType.MINIMIZE,                      // we want to minimize
            new NonNegativeConstraint(true));       // x1, x2x, x3 >= 0

        System.out.println(solution.getValue());
    }
}