/// <summary>
/// Returns the row with the minimum ratio as given by the minimum ratio test (MRT).
/// </summary>
/// <param name="tableau"></param>
/// <param name="col"></param>
/// <returns></returns>
private int?GetPivotRow(SimplexTableau <T, TPolicy> tableau, int col)
{
// create a list of all the rows that tie for the lowest score in the minimum ratio test
List <int?> minRatioPositions = new List <int?>();
T minRatio = default(T);
bool minRationUnassigned = true;
for (int i = tableau.NumObjectiveFunctions; i < tableau.Height; i++)
{
T rhs = tableau.GetEntry(i, tableau.Width - 1);
T entry = tableau.GetEntry(i, col);
// only consider pivot elements larger than the cutOff threshold
// selecting others may lead to degeneracy or numerical instabilities
if (Precision <T, TPolicy> .CompareTo(entry, Policy.Zero(), cutOff) > 0)
{
T ratio = Policy.Abs(Policy.Div(rhs, entry));
// check if the entry is strictly equal to the current min ratio
// do not use a ulp/epsilon check
int cmp;
if (minRationUnassigned)
{
cmp = -1;
}
else
{
cmp = Policy.Compare(ratio, minRatio);
}
if (cmp == 0)
{
minRatioPositions.Add(i);
}
else if (cmp < 0)
{
minRatio = ratio;
minRationUnassigned = false;
minRatioPositions.Clear();
minRatioPositions.Add(i);
}
}
}
if (minRatioPositions.Count == 0)
{
return(null);
}
else if (minRatioPositions.Count > 1)
{
// there's a degeneracy as indicated by a tie in the minimum ratio test
// 1. check if there's an artificial variable that can be forced out of the basis
if (tableau.NumArtificialVariables > 0)
{
foreach (int?row in minRatioPositions)
{
for (int i = 0; i < tableau.NumArtificialVariables; i++)
{
int column = i + tableau.ArtificialVariableOffset;
T entry = tableau.GetEntry(row.Value, column);
if (Precision <T, TPolicy> .Equals(entry, Policy.One(), epsilon) && row.Equals(tableau.GetBasicRow(column)))
{
return(row);
}
}
}
}
// 2. apply Bland's rule to prevent cycling:
// take the row for which the corresponding basic variable has the smallest index
//
// see http://www.stanford.edu/class/msande310/blandrule.pdf
// see http://en.wikipedia.org/wiki/Bland%27s_rule (not equivalent to the above paper)
int?minRow = null;
int minIndex = tableau.Width;
foreach (int?row in minRatioPositions)
{
int basicVar = tableau.GetBasicVariable(row.Value);
if (basicVar < minIndex)
{
minIndex = basicVar;
minRow = row;
}
}
return(minRow);
}
return(minRatioPositions[0]);
}
