/// <inheritdoc />
protected override PointValuePair <T> DoOptimize()
{
// reset the tableau to indicate a non-feasible solution in case
// we do not pass phase 1 successfully
if (solutionCallback != null)
{
solutionCallback.Tableau = null;
}
var tableau =
new SimplexTableau <T, TPolicy>(Function,
Constraints,
GoalType,
IsRestrictedToNonNegative,
epsilon,
maxUlps);
SolvePhase1(tableau);
tableau.DropPhase1Objective();
// after phase 1, we are sure to have a feasible solution
if (solutionCallback != null)
{
solutionCallback.Tableau = tableau;
}
while (!tableau.IsOptimal())
{
DoIteration(tableau);
}
// check that the solution respects the nonNegative restriction in case
// the epsilon/cutOff values are too large for the actual linear problem
// (e.g. with very small constraint coefficients), the solver might actually
// find a non-valid solution (with negative coefficients).
PointValuePair <T> solution = tableau.GetSolution();
if (IsRestrictedToNonNegative)
{
T[] coeff = solution.Point;
for (int i = 0; i < coeff.Length; i++)
{
if (Precision <T, TPolicy> .CompareTo(coeff[i], Policy.Zero(), epsilon) < 0)
{
throw new NoFeasibleSolutionException();
}
}
}
return(solution);
}
