void CountSlacksAndArtificialsForConstraint(Constraint constraint, double[] xStar)
{
double rightSide = constraint.rightSide - LP.DotProduct(constraint.coeffs, xStar);
switch (constraint.relation)
{
case Relation.Equal:
nArtificials++;
break;
case Relation.GreaterOrEqual:
nSlacks++;
if (rightSide > 0)
{
nArtificials++;
}
break;
case Relation.LessOrEqual:
nSlacks++;
if (rightSide < 0)
{
nArtificials++;
}
break;
}
}
public LPTestSolver(bool lookForZeroColumns)
{
calls++;
Console.WriteLine(calls);
lp = new LP(lookForZeroColumns);
rsm = new RevisedSimplexMethod();
}
static public LP FromFile(string fileName)
{
StreamReader sr = new StreamReader(fileName);
LP lp = new LP(false);
int nvars = Int32.Parse(sr.ReadLine());
double[] costs = new double[nvars];
string[] cw = sr.ReadLine().Split(new char[] { ' ' });
for (int i = 0; i < nvars; i++)
{
costs[i] = Double.Parse(cw[i]);
}
lp.InitCosts(costs);
sr.ReadLine();//swallow the line "constraints"
int nConstraints = Int32.Parse(sr.ReadLine());
for (int i = 0; i < nConstraints; i++)
{
string constr = sr.ReadLine();
string[] words = constr.Split(new char[] { ' ' });
List <string> ws = new List <string>();
foreach (string s in words)
{
if (s != "")
{
ws.Add(s);
}
}
double[] coeff = new double[nvars];
for (int j = 0; j < nvars; j++)
{
coeff[j] = Double.Parse((string)ws[j]);
}
Relation rel = (string)ws[nvars] == "=" ? Relation.Equal :
(string)ws[nvars] == "<=" ? Relation.LessOrEqual : Relation.GreaterOrEqual;
double rs = Double.Parse((string)ws[nvars + 1]);
lp.AddConstraint(coeff, rel, rs);
sr.ReadLine(); //eat the empty line
}
sr.Close();
return(lp);
}
public void ToFileInMathFormat(string fileName)
{
LP lp = new LP(false);
StreamWriter sw = new StreamWriter(fileName, false, System.Text.Encoding.ASCII);
sw.Write("f=[");
for (int i = 0; i < nVars; i++)
{
sw.Write(this.costs[i].ToString() + "; ");
}
sw.WriteLine("]");
int k = 0;
sw.Write("A=[");
foreach (double[] coeff in this.constraintCoeffs)
{
k = WriteConstraint(sw, k, coeff);
}
sw.WriteLine("];");
sw.Write("b=[");
k = 0;
foreach (double[] coeff in this.constraintCoeffs)
{
Relation r = this.relations[k];
double rs = this.rightSides[k];
if (r == Relation.LessOrEqual)
{
sw.Write(rs + ";");
}
else if (r == Relation.GreaterOrEqual)
{
sw.Write(-rs + ";");
}
else
{
sw.Write(-rs + ";");
sw.Write(rs + ";");
}
k++;
}
sw.WriteLine("];");
sw.WriteLine("lb = zeros({0},1);", this.nVars);
sw.Close();
}
public double GetMinimalValue()
{
if (Status == Status.Unknown || Status == Status.Feasible)
{
Minimize();
}
if (Status == Status.Optimal)
{
double[] sol = MinimalSolution();
return(-LP.DotProduct(sol, costs, costs.Length)); //minus since we reversed the costs
}
return(0);
}
public void ToFile(string fileName)
{
LP lp = new LP(false);
StreamWriter sw = new StreamWriter(fileName);
sw.WriteLine(costs.Length);
for (int i = 0; i < nVars; i++)
{
sw.Write(this.costs[i].ToString() + " ");
}
sw.WriteLine("\nconstraints");
sw.WriteLine(this.constraintCoeffs.Count);
int k = 0;
foreach (double[] coeff in this.constraintCoeffs)
{
foreach (double c in coeff)
{
sw.Write(c + " ");
}
Relation r = (Relation)this.relations[k];
string rel = r == Relation.Equal ? " = " : r == Relation.LessOrEqual ? " <= " : " >= ";
sw.WriteLine(rel + " " + this.rightSides[k] + "\n");
k++;
}
sw.WriteLine("end");
sw.Close();
}
void FillFirstStageSolverAndCosts(
bool[] solverLowBoundIsSet,
double[] solverLowBounds,
bool[] solverUpperBoundIsSet,
double[] solverUpperBounds,
double[] solverCosts,
Matrix A,
int[] basis,
double[] xStar)
{
Contract.Requires(solverUpperBounds != null);
Contract.Requires(solverLowBounds != null);
Contract.Requires(solverLowBoundIsSet != null);
Contract.Requires(solverUpperBoundIsSet != null);
Contract.Requires(solverCosts != null);
Contract.Requires(A != null);
Contract.Requires(xStar != null);
int slackVar = NVars;
int artificialVar = NVars + nSlacks;
int row = 0;
foreach (Constraint c in constraints)
{
Contract.Assume(row < basis.Length);
//we need to bring the program to the form Ax=b
double rs = c.rightSide - LP.DotProduct(xStar, c.coeffs, nVars);
switch (c.relation)
{
case Relation.Equal: //no slack variable here
if (rs >= 0)
{
SetZeroBound(solverLowBoundIsSet, solverLowBounds, artificialVar);
Contract.Assume(artificialVar < solverCosts.Length);
solverCosts[artificialVar] = -1;
//we are maximizing, so the artificial, which is non-negatiive, will be pushed to zero
}
else
{
SetZeroBound(solverUpperBoundIsSet, solverUpperBounds, artificialVar);
Contract.Assume(artificialVar < solverCosts.Length);
solverCosts[artificialVar] = 1;
}
basis[row] = artificialVar;
A[row, artificialVar++] = 1;
break;
case Relation.GreaterOrEqual:
//introduce a non-positive slack variable,
Contract.Assume(slackVar < solverUpperBoundIsSet.Length);
Contract.Assume(slackVar < solverUpperBounds.Length);
SetZeroBound(solverUpperBoundIsSet, solverUpperBounds, slackVar);
A[row, slackVar] = 1;
if (rs > 0)
{
//adding one artificial which is non-negative
SetZeroBound(solverLowBoundIsSet, solverLowBounds, artificialVar);
A[row, artificialVar] = 1;
solverCosts[artificialVar] = -1;
basis[row] = artificialVar++;
}
else
{
//we can put slackVar into basis, and avoid adding an artificial variable
//We will have an equality c.coefficients*acceptableCosts+x[slackVar]=c.rightSide, or x[slackVar]=rs<=0.
basis[row] = slackVar;
}
slackVar++;
break;
case Relation.LessOrEqual:
//introduce a non-negative slack variable,
Contract.Assume(slackVar < solverLowBoundIsSet.Length);
Contract.Assume(slackVar < solverLowBounds.Length);
SetZeroBound(solverLowBoundIsSet, solverLowBounds, slackVar);
A[row, slackVar] = 1;
if (rs < 0)
{
//adding one artificial which is non-positive
SetZeroBound(solverUpperBoundIsSet, solverUpperBounds, artificialVar);
A[row, artificialVar] = 1;
Contract.Assume(artificialVar < solverCosts.Length);
solverCosts[artificialVar] = 1;
basis[row] = artificialVar++;
}
else
{
//we can put slackVar into basis, and avoid adding an artificial variable
//We will have an equality c.coefficients*acceptableCosts+x[slackVar]=c.rightSide, or x[slackVar]=rs<=0.
basis[row] = slackVar;
}
slackVar++;
break;
}
xStar[basis[row]] = rs;
row++;
}
}
public LPTestSolver(bool lookForZeroColumns) {
calls++;
Console.WriteLine(calls);
lp = new LP(lookForZeroColumns);
rsm = new RevisedSimplexMethod();
}
public void ToFile(string fileName)
{
LP lp = new LP(false);
StreamWriter sw = new StreamWriter(fileName);
sw.WriteLine(costs.Length);
for (int i = 0; i < nVars; i++)
{
sw.Write(this.costs[i].ToString() + " ");
}
sw.WriteLine("\nconstraints");
sw.WriteLine(this.constraintCoeffs.Count);
int k = 0;
foreach (double[] coeff in this.constraintCoeffs)
{
foreach (double c in coeff)
sw.Write(c + " ");
Relation r = (Relation)this.relations[k];
string rel = r == Relation.Equal ? " = " : r == Relation.LessOrEqual ? " <= " : " >= ";
sw.WriteLine(rel + " " + this.rightSides[k] + "\n");
k++;
}
sw.WriteLine("end");
sw.Close();
}
public void ToFileInMathFormat(string fileName) {
LP lp = new LP(false);
StreamWriter sw = new StreamWriter(fileName, false,System.Text.Encoding.ASCII);
sw.Write("f=[");
for (int i = 0; i < nVars; i++) {
sw.Write(this.costs[i].ToString() + "; ");
}
sw.WriteLine("]");
int k = 0;
sw.Write("A=[");
foreach (double[] coeff in this.constraintCoeffs) {
k = WriteConstraint(sw, k, coeff);
}
sw.WriteLine("];");
sw.Write("b=[");
k = 0;
foreach (double[] coeff in this.constraintCoeffs) {
Relation r = this.relations[k];
double rs=this.rightSides[k];
if (r == Relation.LessOrEqual)
sw.Write(rs + ";");
else if (r == Relation.GreaterOrEqual)
sw.Write(-rs + ";");
else {
sw.Write(-rs + ";");
sw.Write(rs + ";");
}
k++;
}
sw.WriteLine("];");
sw.WriteLine("lb = zeros({0},1);",this.nVars);
sw.Close();
}
static public LP FromFile(string fileName)
{
StreamReader sr = new StreamReader(fileName);
LP lp = new LP(false);
int nvars = Int32.Parse(sr.ReadLine());
double[] costs = new double[nvars];
string[] cw = sr.ReadLine().Split(new char[] { ' ' });
for (int i = 0; i < nvars; i++)
costs[i] = Double.Parse(cw[i]);
lp.InitCosts(costs);
sr.ReadLine();//swallow the line "constraints"
int nConstraints = Int32.Parse(sr.ReadLine());
for (int i = 0; i < nConstraints; i++)
{
string constr = sr.ReadLine();
string[] words = constr.Split(new char[] { ' ' });
List<string> ws = new List<string>();
foreach (string s in words)
{
if (s != "")
ws.Add(s);
}
double[] coeff = new double[nvars];
for (int j = 0; j < nvars; j++)
{
coeff[j] = Double.Parse((string)ws[j]);
}
Relation rel = (string)ws[nvars] == "=" ? Relation.Equal :
(string)ws[nvars] == "<=" ? Relation.LessOrEqual : Relation.GreaterOrEqual;
double rs = Double.Parse((string)ws[nvars + 1]);
lp.AddConstraint(coeff, rel, rs);
sr.ReadLine(); //eat the empty line
}
sr.Close();
return lp;
}