Beispiel #1
0
        private void AddBinaryConstraint()
        {
            foreach (var col in colBinary)
            {
                double[] newRow = new double[linearProgram.ColumnCount + 1];

                newRow[col] = 1;
                newRow[linearProgram.ColumnCount - 1] = 1;
                newRow[linearProgram.ColumnCount]     = 1;

                linearProgram.LinearProgramMatrix = LpTools.AddRow(newRow, linearProgram);
                linearProgram.CountS++;
            }
        }
Beispiel #2
0
        public LinearProgram Solve()
        {
            bool        solved         = false;
            ProblemNode currentOptimal = problems.ElementAt(0);

            //loop runs until all problems are solved, exit via break
            while (true)
            {
                ProblemNode currentProblem = (ProblemNode)problems.ElementAt(0);
                //this loop checks to see if all problems are solved
                for (int i = 0; i < problems.Count; i++)
                {
                    if (!problems.ElementAt(i).Solved)
                    {
                        currentProblem = problems.ElementAt(i);
                        break;
                    }
                    if (problems.Count == i + 1)
                    {
                        solved = true;
                    }
                }

                if (solved)
                {
                    break;
                }

                if (LpTools.IsSpecialCase(currentProblem.Problem))
                {
                    currentProblem.Solved = true;
                    continue;
                }

                Dual dual = new Dual(currentProblem.Problem);
                currentProblem.Problem = dual.Solve();



                currentProblem.ZValue =
                    currentProblem.Problem.LinearProgramMatrix[0, currentProblem.Problem.ColumnCount - 1];

                currentProblem.Solved = true;

                //double[] xValues = new double[currentProblem.Problem.CountX];
                double[] xValues = LpTools.findXValues(currentProblem.Problem);
                //for (int i = 0; i < xValues.Length; i++)
                //    xValues[i] = Math.Round(currentProblem.Problem.LinearProgramMatrix[i+1, currentProblem.Problem.ColumnCount-1],5);

                currentProblem.XValues = xValues;

                Console.WriteLine("\n\nAdding Constraints:");
                Console.WriteLine("===================================================================");
                for (int i = 0; i < xValues.Length; i++)
                {
                    if ((xValues[i] % 1) != 0)
                    {
                        problems.Add(new ProblemNode(
                                         LpTools.AddBasicConstraint(currentProblem.Problem, i + 1, LpTools.LESS_THAN, (int)xValues[i]),
                                         false, null, 0));
                        Console.WriteLine("\n");
                        problems.Add(new ProblemNode(
                                         LpTools.AddBasicConstraint(currentProblem.Problem, i + 1, LpTools.GREATER_THAN, (int)xValues[i] + 1),
                                         false, null, 0));
                    }
                }
                Console.WriteLine("===================================================================");
                //todo: check for infinte loop when initial problem cannot be solved


                if ((type == LPType.Max && currentProblem.ZValue > currentOptimal.ZValue) ||
                    (type == LPType.Min && currentOptimal.ZValue > currentProblem.ZValue) ||
                    currentOptimal.XValues.Any((x) => x % 1 != 0))
                {
                    currentOptimal = currentProblem;
                }
            }
            return(currentOptimal.Problem);
        }
Beispiel #3
0
        //New Main Menu with file,Alg& sensitivity ananlysis selection
        public static void Menu()
        {
            GetInputAndOutputFiles();

            //TODO Move this to different place
            #region Stuff to Move
            List <String> unformatedLP = FileHandler.ReadLP();

            foreach (var item in unformatedLP)
            {
                Console.WriteLine(item);
            }


            #endregion

            bool done = false;

            do
            {
                try
                {
                    Console.WriteLine(@"
                IP SOLVER
________________________________________________________

                PLEASE SELECT AN ALGORITHM

                1.PRIMAL 
                2.TWO PHASE
                3.DUAL
                4.BRANCH & BOUND
                5.CUTTING PLANE
                ");

                    int       userinput = int.Parse(Console.ReadLine());
                    Algorithm menu      = (Algorithm)userinput;

                    switch (menu)
                    {
                    case Algorithm.Primal:

                        linearProgram = new LpFormatter(unformatedLP, Algorithm.Primal).GetLinearProgram();

                        linearProgram.DisplayCanonicalForm();

                        PrimalSimplex simplex = new PrimalSimplex(linearProgram);

                        linearProgram = simplex.Solve();
                        break;

                    case Algorithm.TwoPhase:

                        linearProgram            = new LpFormatter(unformatedLP, Algorithm.TwoPhase).GetLinearProgram();
                        linearProgram.IsTwoPhase = true;

                        TwoPhase twoPhase = new TwoPhase(linearProgram);

                        linearProgram.DisplayCanonicalForm();

                        linearProgram = twoPhase.Solve();
                        break;

                    case Algorithm.Dual:

                        linearProgram = new LpFormatter(unformatedLP, Algorithm.Dual).GetLinearProgram();

                        linearProgram.DisplayCanonicalForm();

                        Dual dual = new Dual(linearProgram);

                        linearProgram = dual.Solve();
                        break;

                    case Algorithm.BranchAndBound:

                        linearProgram = new LpFormatter(unformatedLP, Algorithm.Dual).GetLinearProgram();

                        linearProgram.DisplayCanonicalForm();

                        Dual bbDual = new Dual(linearProgram);

                        linearProgram = bbDual.Solve();

                        BranchAndBound BB = new BranchAndBound(linearProgram);
                        linearProgram = BB.Solve();
                        break;

                    case Algorithm.CuttingPlane:
                        linearProgram = new LpFormatter(unformatedLP, Algorithm.Dual).GetLinearProgram();

                        linearProgram.DisplayCanonicalForm();

                        Dual cutDual = new Dual(linearProgram);

                        linearProgram = cutDual.Solve();

                        CuttingPlane cutingPlane = new CuttingPlane(linearProgram);
                        linearProgram = cutingPlane.Solve();
                        break;

                    default:
                        break;
                    }

                    //todo check for input errors, set done to false if there arent any
                    done = true;
                }
                catch (FormatException)
                {
                    done = false;
                    Console.WriteLine("Invalid Input");
                }
            } while (!done);

            if (LpTools.CheckIfIPIsSolved(linearProgram))
            {
                linearProgram.DisplaySolution();
            }
            else
            {
                Console.WriteLine("No Solution!");
                Console.ReadKey();
            }

            Console.Clear();

            if (LpTools.CheckIfIPIsSolved(linearProgram))
            {
                do
                {
                    SensitivityAnalysisMenu();
                } while (true);
            }
        }
Beispiel #4
0
        //Loop this?
        public static void SensitivityAnalysisMenu()
        {
            try
            {
                //Sensitivity Analysis Menu
                Console.WriteLine(@"
                                  IP SOLVER
________________________________________________________________________________________
                                                                                        
                           SENSITIVITY ANALYSIS

                       
             1. Display the range of a selected Non-Basic Variable.
             2. Apply and display a change of a selected Non-Basic Variable.
             3. Display the range of a selected Basic Variable.
             4. Apply and display a change of a selected Basic Variable.
             5. Display the range of a selected constraint right-hand-side value.
             6. Apply and display a change of a selected constraint right-hand-side value.
             7. Display the range of a selected variable in a Non-Basic Variable column.
             8. Apply and display a change of a selected variable in a Non-Basic Variable column.
             9. Add a new activity to an optimal solution.
             10. Add a new constraint to an optimal solution.
             11. Display the shadow prices.
             12. Duality
");

                Console.WriteLine("\nSolved LP\n");
                linearProgram.DisplayCurrentTable();
                Console.WriteLine();

                int userInputSensitivityAnalysis = int.Parse(Console.ReadLine());

                SensitivityMenu smenu = (SensitivityMenu)userInputSensitivityAnalysis;
                switch (smenu)
                {
                case SensitivityMenu.display1:
                    //TODO Display the range of a selected Non-Basic Variable.
                    //SensivitityAnalysis.GetNonBasicVariables(linearProgram);

                    Console.WriteLine("Enter the column Number: (Z Column = Column 0)");

                    int rowNumber = int.Parse(Console.ReadLine());

                    Console.WriteLine("Ranges for Non Basic Variables");
                    SensivitityAnalysis.GetNBVRange(SensivitityAnalysis.GetFormatedSensistivityMatrix(linearProgram.LinearProgramMatrix), rowNumber);
                    Console.ReadKey();

                    break;

                case SensitivityMenu.display2:
                    //TODO Display the range of a selected Non-Basic Variable.
                    Console.WriteLine("Enter the column Number: (Z Column = Column 0)");

                    int columnNumber = int.Parse(Console.ReadLine());

                    Console.WriteLine("Enter the row Number: (Z Column = Column 0)");

                    rowNumber = int.Parse(Console.ReadLine());

                    if (linearProgram.GetBasicVariables()[columnNumber] != 0)
                    {
                        Console.WriteLine("Not NBV");
                    }
                    else
                    {
                        Console.WriteLine("ENter NEw Value:");

                        int valuenew = int.Parse(Console.ReadLine());

                        linearProgram.LinearProgramMatrix[rowNumber, columnNumber] = valuenew;

                        linearProgram.DisplayCurrentTable();

                        if (LpTools.CheckIfIPIsSolved(linearProgram))
                        {
                            Console.WriteLine("No Change");
                            Console.ReadKey();
                        }
                        else
                        {
                            LinearProgram linearProgramNew = (LinearProgram)linearProgram.Clone();

                            Dual dual2 = new Dual(linearProgramNew);

                            dual2.Solve();

                            if (LpTools.CheckIfIPIsSolved(linearProgramNew))
                            {
                                linearProgramNew.DisplaySolution();
                            }
                            else
                            {
                                Console.WriteLine("No solution");
                                Console.ReadKey();
                            }
                        }
                    }



                    break;

                case SensitivityMenu.display3:
                    //TODO Display the range of a selected Basic Variable.
                    Console.WriteLine("Enter the column Number: (Z Column = Column 0)");

                    rowNumber = int.Parse(Console.ReadLine());



                    Console.WriteLine("Ranges for Basic variables");
                    SensivitityAnalysis.GetRangesForSelectedBV(SensivitityAnalysis.GetFormatedSensistivityMatrix(linearProgram.LinearProgramMatrix), rowNumber);
                    Console.ReadKey();
                    break;

                case SensitivityMenu.display4:
                    //TODO Apply and display a change of a selected Basic Variable.
                    break;

                case SensitivityMenu.display5:
                    //TODO Display the range of a selected constraint right-hand-side value.
                    //Console.WriteLine("Enter the row Number: (Z Row = Row 0)");

                    //rowNumber = int.Parse(Console.ReadLine());

                    Console.WriteLine("Ranges for RHS variables");
                    SensivitityAnalysis.GetRangesForRHS(SensivitityAnalysis.GetFormatedSensistivityMatrix(linearProgram.LinearProgramMatrix), linearProgram);
                    Console.ReadKey();
                    break;

                case SensitivityMenu.display6:
                    //TODO Apply and display a change of a selected constraint right-hand-side value.
                    break;

                case SensitivityMenu.display7:
                    //TODO Display the range of a selected variable in a Non-Basic Variable column.
                    break;

                case SensitivityMenu.display8:
                    //TODO Apply and display a change of a selected variable in a Non-Basic Variable column.
                    Console.WriteLine("Under Construction");
                    Console.ReadKey();
                    break;

                case SensitivityMenu.display9:
                    //TODO Add a new activity to an optimal solution.
                    break;

                case SensitivityMenu.display10:
                    //TODO Add a new constraint to an optimal solution.
                    Console.WriteLine("Enter the X Number: (Z Row = Row 0)");

                    rowNumber = int.Parse(Console.ReadLine());

                    Console.WriteLine("Type:\n1. <= \n2 . >=");

                    int sign = int.Parse(Console.ReadLine());

                    Console.WriteLine("RHS:");

                    int rhs = int.Parse(Console.ReadLine());

                    linearProgram = LpTools.AddBasicConstraint(linearProgram, rowNumber, sign - 1, rhs);

                    Console.WriteLine("New Table");
                    linearProgram.DisplayCurrentTable();

                    LinearProgram newLP = (LinearProgram)linearProgram.Clone();

                    Dual dual = new Dual(newLP);

                    dual.Solve();

                    if (LpTools.CheckIfIPIsSolved(newLP))
                    {
                        linearProgram.DisplaySolution();
                    }
                    else
                    {
                        Console.WriteLine("No solution");
                        Console.ReadKey();
                    }

                    break;

                case SensitivityMenu.display11:
                    //TODO Display the shadow prices.
                    Console.WriteLine("shadow prices.");
                    SensivitityAnalysis.GetShadowPrices(SensivitityAnalysis.GetFormatedSensistivityMatrix(linearProgram.LinearProgramMatrix), linearProgram);
                    Console.ReadKey();
                    break;

                case SensitivityMenu.display12:
                    //TODO Duality

                    Duality duality = new Duality(linearProgram);

                    duality.DeterminDuality();
                    Console.ReadKey();

                    break;

                default:
                    break;
                }
            }
            catch (FormatException)
            {
                Console.WriteLine("Invalid Input");
            }
        }
Beispiel #5
0
        public LinearProgram Solve()
        {
            int    targetRow          = 0;
            double fractionDifferance = 1;

            for (int c = 1; c < linearProgram.CountX + 1; c++)
            {
                for (int r = 1; r < linearProgram.RowCount; r++)
                {
                    double currentCell  = linearProgram.LinearProgramMatrix[r, c];
                    double currentValue = linearProgram.LinearProgramMatrix[r, linearProgram.ColumnCount - 1];

                    if (currentCell != 0 && currentCell != 1)
                    {
                        break;
                    }

                    if (currentCell == 1)
                    {
                        double thisFraction = Math.Abs(currentValue) - (int)Math.Abs(currentValue);
                        double tempDiff     = Math.Abs(0.5 - thisFraction);
                        if (tempDiff < fractionDifferance)
                        {
                            targetRow          = r;
                            fractionDifferance = tempDiff;
                        }
                    }
                }
            }
            if (fractionDifferance == 1)
            {
                return(linearProgram);
            }


            double[] fractionArray = new double[linearProgram.ColumnCount + 1];
            for (int i = 0; i < linearProgram.ColumnCount; i++)
            {
                fractionArray[i] = linearProgram.LinearProgramMatrix[targetRow, i];
                if (fractionArray[i] % 1 == 0)
                {
                    fractionArray[i] = 0;
                }
                else if (fractionArray[i] > 0)
                {
                    fractionArray[i] -= (int)fractionArray[i];
                }
                else
                {
                    fractionArray[i] += (((int)fractionArray[i] * -1) + 1);
                }
                fractionArray[i]  = Math.Round(fractionArray[i], 9);
                fractionArray[i] *= -1;
            }

            fractionArray[fractionArray.Length - 1] = fractionArray[fractionArray.Length - 2];
            fractionArray[fractionArray.Length - 2] = 1;

            linearProgram.LinearProgramMatrix = LpTools.AddRow(fractionArray, linearProgram);
            linearProgram.CountS++;

            Dual          dual     = new Dual(linearProgram);
            LinearProgram solvedLp = dual.Solve();


            while (!LpTools.CheckIfIPIsSolved(solvedLp, true))
            {
                if (LpTools.IsSpecialCase(solvedLp))
                {
                    return(solvedLp);
                }
                solvedLp = new CuttingPlane(solvedLp).Solve();
            }
            return(solvedLp);
        }