private static void VerifyDual(LinearProgram primal, DualLinearProgram dual)
{
//verify coefficients
dual.Coefficients.Length.ShouldEqual(primal.Coefficients[0].Length);
//verify orig objective
dual.OriginalObjectiveCoefficients.ShouldEqual(primal.ObjectiveCoefficients, Tolerance);
for (var m = 1; m <= dual.M; m++)
{
dual.Coefficients[m][0].ShouldEqual(1, Tolerance);
for (var n = 1; n <= dual.N; n++)
{
dual.Coefficients[m][n].ShouldEqual(-primal.Coefficients[n][m], Tolerance);
}
}
//verify objective coeficients
dual.ObjectiveCoefficients[0].ShouldEqual(0.0);
for (var n = 1; n <= dual.N; n++)
{
dual.ObjectiveCoefficients[n].ShouldEqual(-primal.Coefficients[n][0]);
}
//verify objective
dual.ObjectiveValue.ShouldEqual(0.0);
}
//[Line 1] m n
//[Line 2] B1 B2 ... Bm [the list of basic indices m integers]
//[Line 3] N1 N2 ... Nn [the list of non-basic indices n integers]
//[Line 4] b1 .. bm (m floating point numbers)
//[Line 5] a11 ... a1n (first row coefficients. See dictionary notation above.)
//....
//[Line m+4] am1 ... amn (mth row coefficients. See dictionary notation above.)
//[Line m+5] z0 c1 .. cn (objective coefficients (n+1 floating point numbers))
public LinearProgram Map(DualLinearProgram dual)
{
var primal = new LinearProgram();
primal.M = dual.N;
primal.N = dual.M;
primal.BasicIndices = new int[dual.NonBasicIndices.Length];
primal.NonBasicIndices = new int[dual.BasicIndices.Length];
//set basic / non basic indices
dual.NonBasicIndices.CopyTo(primal.BasicIndices, 0);
dual.BasicIndices.CopyTo(primal.NonBasicIndices, 0);
//set coefficients
primal.Coefficients = new double[dual.Coefficients[0].Length][];
primal.ObjectiveCoefficients = new double[dual.BasicIndices.Length];
//map dual coefficients to primal coefficients
var a = dual.Coefficients.Length;
for (var i = 0; i < primal.Coefficients.Length; i++)
{
primal.Coefficients[i] = new double[a];//empty row for 1-based indexes
if (i == 0)
{
continue;
}
for (var k = 1; k < dual.Coefficients.Length; k++)
{
primal.Coefficients[i][k] = -dual.Coefficients[k][i];
}
}
//map dual objective coefficients to primal b-values
for (var i = 1; i < dual.ObjectiveCoefficients.Length; i++)
{
primal.Coefficients[i][0] = -dual.ObjectiveCoefficients[i];
}
//map dual b-values to primal objective coefficients
for (var i = 1; i < dual.Coefficients.Length; i++)
{
primal.ObjectiveCoefficients[i] = -dual.Coefficients[i][0];
}
primal.ObjectiveCoefficients[0] = -dual.ObjectiveCoefficients[0];
return(primal);
}