public static void MainTest(string[] args)
{
Console.WriteLine("----- test 1 --------------------");
LinearProgramming.test1();
Console.WriteLine("----- test 2 --------------------");
LinearProgramming.test2();
Console.WriteLine("----- test 3 --------------------");
try
{
LinearProgramming.test3();
}
catch (ArithmeticException e)
{
Console.WriteLine(e.Message);
Console.WriteLine(e.StackTrace);
}
Console.WriteLine("----- test 4 --------------------");
LinearProgramming.test4();
Console.WriteLine("----- test random ---------------");
int M = 5, N = 5;
if (args.Length == 3)
{
M = int.Parse(args[1]);
N = int.Parse(args[2]);
}
double[] c = new double[N];
double[] b = new double[M];
double[,] A = new double[M, N];
for (int j = 0; j < N; j++)
{
c[j] = StdRandom.Uniform(1000);
}
for (int i = 0; i < M; i++)
{
b[i] = StdRandom.Uniform(1000);
}
for (int i = 0; i < M; i++)
{
for (int j = 0; j < N; j++)
{
A[i, j] = StdRandom.Uniform(100);
}
}
try
{
LinearProgramming lp = new LinearProgramming(A, b, c);
Console.WriteLine(lp.Value);
}
catch (ArithmeticException)
{
Console.WriteLine("The randomlly generated linear program is unbounded. Try again.");
}
}
private double constant; // constant added to each entry in payoff matrix
// (0 if all entries are strictly positive)
/// <summary>
/// Determines an optimal solution to the two-sum zero-sum game
/// with the specified payoff matrix.</summary>
/// <param name="payoff">the <c>M</c>-by-<c>N</c> payoff matrix</param>
///
public TwoPersonZeroSumGame(double[,] payoff)
{
M = payoff.GetLength(0);
N = payoff.GetLength(1);
double[] c = new double[N];
double[] b = new double[M];
double[,] A = new double[M, N];
for (int i = 0; i < M; i++)
{
b[i] = 1.0;
}
for (int j = 0; j < N; j++)
{
c[j] = 1.0;
}
// find smallest entry
constant = double.PositiveInfinity;
for (int i = 0; i < M; i++)
{
for (int j = 0; j < N; j++)
{
if (payoff[i, j] < constant)
{
constant = payoff[i, j];
}
}
}
// add constant to every entry to make strictly positive
if (constant <= 0)
{
constant = -constant + 1;
}
else
{
constant = 0;
}
for (int i = 0; i < M; i++)
{
for (int j = 0; j < N; j++)
{
A[i, j] = payoff[i, j] + constant;
}
}
lp = new LinearProgramming(A, b, c);
Debug.Assert(certifySolution(payoff));
}
private static void test(double[,] A, double[] b, double[] c)
{
LinearProgramming lp = new LinearProgramming(A, b, c);
Console.WriteLine("value = " + lp.Value);
double[] x = lp.Primal();
for (int i = 0; i < x.Length; i++)
{
Console.WriteLine("x[{0}] = {1:F5}", i, x[i]);
}
double[] y = lp.Dual();
for (int j = 0; j < y.Length; j++)
{
Console.WriteLine("y[{0}] = {1:F5}", j, y[j]);
}
}