internal void Solve()
{
if (constraints.Count == 0)
{
Status = Status.Optimal;
return;
}
iterations = 0;
Contract.Assert(y.Length > 0);
var yCopy = new double[y.Length];
do
{
if (iterations++ % refactorizationPeriod == 0 || factorization == null)
{
var f = Factorization.CreateFactorization(new BMatrix(basis, A), U);
if (f != null)
{
factorization = f;
}
else
{
status = Status.FloatingPointError;
return;
}
}
bool leavingIsFound = false;
FillCostsB(y);
factorization.Solve_yBEquals_cB(y);
Contract.Assume(0 <= yCopy.Length - ((IList <double>)y).Count);
y.CopyTo(yCopy, 0);
int startLookingForEnteringFrom = 0;
do
{
bool enteringHasToGrow;
var entering = ChooseEnteringVariable(y, out enteringHasToGrow, startLookingForEnteringFrom);
if (entering == -1)
{
status = Status.Optimal;
return; //! returning from the middle of the loop in a good mood !
}
A.FillColumn(entering, y);
factorization.Solve_BdEqualsa(y);
var enteringT = BoundOnEnteringVar(entering, enteringHasToGrow);
//the value of the entering variable
var t = enteringT;
var leaving = FindLeavingVariableAndT(y, ref t, enteringHasToGrow);
if (leaving == -1 && t == infinity)
{
status = Status.Unbounded;
//increasing the entering variable is always feasible, and the product costs*x grows infinitely
return; //again returning from the middle of the loop
}
if (leaving == -1 || Math.Abs(y[index[leaving]]) > etaEpsilon)
{
//check that the diagonal element in the eta-matrix is big enough
leavingIsFound = true;
FindNewXStarAndFactorization(leaving, entering, enteringHasToGrow ? t : -t, y, t < enteringT);
if (leaving >= artificialsStart)
{
Contract.Assume(artificialsStart >= 0);
ForgetVariable(leaving);
}
}
else
{
startLookingForEnteringFrom = entering + 1;
//restore y
yCopy.CopyTo(y, 0);
}
} while (!leavingIsFound);
// if (StandardFactorization.calls >= 680) {
// ((StandardFactorization)factorization).CheckFactorization(new BMatrix(this.basis, A));
// }
} while (status != Status.Unbounded && status != Status.Optimal);
}
internal void Solve()
{
if (constraints.Count == 0)
{
Status = Status.Optimal;
return;
}
iterations = 0;
Contract.Assert(y.Length > 0);
var yCopy = new double[y.Length];
do
{
if (iterations++ % refactorizationPeriod == 0 || factorization == null)
{
var f = Factorization.CreateFactorization(new BMatrix(basis, A), U);
if (f != null)
factorization = f;
else
{
status = Status.FloatingPointError;
return;
}
}
bool leavingIsFound = false;
FillCostsB(y);
factorization.Solve_yBEquals_cB(y);
Contract.Assume(0 <= yCopy.Length - ((IList<double>) y).Count);
y.CopyTo(yCopy, 0);
int startLookingForEnteringFrom = 0;
do
{
bool enteringHasToGrow;
var entering = ChooseEnteringVariable(y, out enteringHasToGrow, startLookingForEnteringFrom);
if (entering == -1)
{
status = Status.Optimal;
return; //! returning from the middle of the loop in a good mood !
}
A.FillColumn(entering, y);
factorization.Solve_BdEqualsa(y);
var enteringT = BoundOnEnteringVar(entering, enteringHasToGrow);
//the value of the entering variable
var t = enteringT;
var leaving = FindLeavingVariableAndT(y, ref t, enteringHasToGrow);
if (leaving == -1 && t == infinity)
{
status = Status.Unbounded;
//increasing the entering variable is always feasible, and the product costs*x grows infinitely
return; //again returning from the middle of the loop
}
if (leaving == -1 || Math.Abs(y[index[leaving]]) > etaEpsilon)
{
//check that the diagonal element in the eta-matrix is big enough
leavingIsFound = true;
FindNewXStarAndFactorization(leaving, entering, enteringHasToGrow ? t : -t, y, t < enteringT);
if (leaving >= artificialsStart)
{
Contract.Assume(artificialsStart >= 0);
ForgetVariable(leaving);
}
}
else
{
startLookingForEnteringFrom = entering + 1;
//restore y
yCopy.CopyTo(y, 0);
}
} while (!leavingIsFound);
// if (StandardFactorization.calls >= 680) {
// ((StandardFactorization)factorization).CheckFactorization(new BMatrix(this.basis, A));
// }
} while (status != Status.Unbounded && status != Status.Optimal);
}
