/// <summary>
/// KKT行列を作って解く。
/// </summary>
private void SolveKKT()
{
var pList = mDGEditor.PointList();
var eList = mDGEditor.EdgeList();
var earthP = mDGEditor.EarthedPoint();
if (pList.Count == 0 || eList.Count == 0)
{
return;
}
var A = CalcA();
AddLog(string.Format("A: {0}", A.ToString()));
var C = CalcC();
// A^T
var AT = A.Transpose();
// K = A^T C Aを作る。
var K = new WWMatrix(pList.Count - 1, pList.Count - 1);
{
var CA = WWMatrix.Mul(C, A);
K = WWMatrix.Mul(AT, CA);
}
AddLog(string.Format("K: {0}", K.ToString()));
var b = new WWMatrix(eList.Count, 1);
{ // 電圧源b
for (int i = 0; i < eList.Count; ++i)
{
var e = eList[i];
b.Set(i, 0, e.B);
}
}
AddLog(string.Format("b: {0}", b.ToString()));
var f = new WWMatrix(pList.Count - 1, 1);
{ // fを作る。
int nP = 0;
for (int i = 0; i < pList.Count; ++i)
{
var point = pList[i];
if (point == earthP)
{
// アースされている点は除外。
continue;
}
f.Set(nP, 0, point.F);
++nP;
}
}
AddLog(string.Format("f: {0}", f.ToString()));
WWMatrix KKT;
{ // KKT行列
var Cinv = CalcCinv();
var Cinv_A = WWMatrix.JoinH(Cinv, A);
var AT_zero = WWMatrix.JoinH(AT, new WWMatrix(A.Column, A.Column));
KKT = WWMatrix.JoinV(Cinv_A, AT_zero);
}
AddLog(string.Format("KKT: {0}", KKT.ToString()));
WWMatrix bf;
{ // bとfを縦に連結した縦ベクトル。
bf = WWMatrix.JoinV(b, f);
}
AddLog(string.Format("bf: {0}", bf.ToString()));
var bfA = bf.ToArray();
// KKT u = bfを解いて uを求める。
var uA = WWLinearEquation.SolveKu_eq_f(KKT, bfA);
var u = new WWMatrix(uA.Length, 1, uA);
AddLog(string.Format("u: {0}", u.ToString()));
}
private static void TestGeneral()
{
TextWriter tout = new NullWriter();
LPProblem p = new LPProblem();
tout.WriteLine(p.AddRows(4));
tout.WriteLine(p.AddCols(5));
p.Name = "yoyoyo";
tout.WriteLine(p.Name);
p.ObjectiveName = "monobj";
tout.WriteLine(p.ObjectiveName);
p.ObjectiveDirection = OptimisationDirection.MINIMISE;
tout.WriteLine(p.ObjectiveDirection);
p.ObjectiveDirection = OptimisationDirection.MAXIMISE;
tout.WriteLine(p.ObjectiveDirection);
p.SetRowName(1, "ert");
tout.WriteLine(p.GetRowName(1));
tout.WriteLine(p.GetRowName(2));
p.SetRowName(1, null);
tout.WriteLine(p.GetRowName(1));
p.SetColName(1, "colk");
tout.WriteLine(p.GetColName(1));
p.SetColName(1, null);
tout.WriteLine(p.GetColName(1));
tout.WriteLine(p.GetColName(2));
p.SetRowBounds(1, BOUNDSTYPE.Upper, 4, 6);
p.SetColBounds(2, BOUNDSTYPE.Upper, 3, 7);
p.SetMatRow(1, new int[] { 0, 1, 2, 4 }, new double[] { 0, 2.2, 3.3, 4.4 });
int[] ind;
double[] val;
p.GetMatRow(1, out ind, out val);
tout.WriteLine(ind.Length + " " + ind[1]);
tout.WriteLine(val.Length + " " + val[1]);
p.SetObjCoef(2, 3.6);
tout.WriteLine(p.GetObjCoef(2));
tout.WriteLine(p.GetNonZeroCount());
tout.WriteLine(p.GetColBoundType(2));
tout.WriteLine(p.GetColLb(2));
tout.WriteLine(p.GetColUb(2));
p.SetColKind(1, COLKIND.Integer);
tout.WriteLine(p.GetColsCount());
tout.WriteLine(p.GetRowsCount());
Console.Out.WriteLine(p.GetVersion());
p.TermHook(new TermHookDelegate(Hook));
p.ModelClass = MODELCLASS.MIP;
BnCCallback.SetCallback(p,
new BranchAndCutDelegate(
delegate(BranchTree t, Object o)
{
Console.WriteLine(t.GetReason().ToString());
}
));
p.SolveSimplex();
p.SolveInteger();
p.WriteSol("c:\\sol.txt");
KKT kkt = p.CheckKKT(0);
int count;
int cpeak;
double total;
double tpeak;
p.GetMemoryUsage(out count, out cpeak, out total, out tpeak);
Console.Out.WriteLine(count);
Console.Out.WriteLine(cpeak);
Console.Out.WriteLine(total);
Console.Out.WriteLine(tpeak);
LPProblem copy = p.Clone(true);
p.Clear();
Console.Out.WriteLine("tapez une touche.");
Console.In.ReadLine();
//Console.In.Read();
}