public result Simplex(int cols, int rows, OptimisationDirection direction, bound[] rowbounds, bound[] colbounds, int[] ia, int[] ja, double[] ar, double[] coeff)
{
LPProblem p = new LPProblem();
p.ObjectiveDirection = direction;
p.AddCols(cols);
p.AddRows(rows);
for (int i = 0; i < rowbounds.Length; i++)
{
p.SetRowBounds(i + 1, rowbounds[i].BoundType, rowbounds[i].lower, rowbounds[i].upper);
}
for (int i = 0; i < colbounds.Length; i++)
{
p.SetColBounds(i + 1, colbounds[i].BoundType, colbounds[i].lower, colbounds[i].upper);
}
p.LoadMatrix(ia, ja, ar);
//p.SetMatRow(1, new int[] {0, 1, 2 }, new double[] {0, 1, 1 });
for (int i = 0; i < coeff.Length; i++)
{
p.SetObjCoef(i+1, coeff[i]);
}
p.SolveSimplex();
Console.WriteLine("result = {0}, x1 = {1}, x2 = {2}", p.GetObjectiveValue(), p.GetColPrimal(1), p.GetColPrimal(2));
//Console.In.ReadLine();
result r = new result();
r.ObjResult = p.GetObjectiveValue();
r.Columns = new double[cols];
for (int i = 0; i < cols; i++)
{
r.Columns[i] = p.GetColPrimal(i + 1);
}
return r;
}
private static void TestDavide()
{
LPProblem p = new LPProblem();
p.ObjectiveDirection = OptimisationDirection.MAXIMISE;
p.AddCols(3);
p.AddRows(3);
p.SetRowBounds(1, BOUNDSTYPE.Upper, 0, 100);
p.SetRowBounds(2, BOUNDSTYPE.Upper, 0, 600);
p.SetRowBounds(3, BOUNDSTYPE.Upper, 0, 300);
p.SetColBounds(1, BOUNDSTYPE.Lower, 0, 0);
p.SetColBounds(2, BOUNDSTYPE.Lower, 0, 0);
p.SetColBounds(3, BOUNDSTYPE.Lower, 0, 0);
int[] ia = new int[] { 0, 1, 1, 1, 2, 2, 2, 3, 3, 3 };
int[] ja = new int[] { 0, 1, 2, 3, 1, 2, 3, 1, 2, 3 };
double[] ar = new double[] { 0, 1, 1, 1, 10, 4, 5, 2, 2, 6 };
p.LoadMatrix(ia, ja, ar);
//p.SetMatRow(1, new int[] {0, 1, 2 }, new double[] {0, 1, 1 });
p.SetObjCoef(1, 10);
p.SetObjCoef(2, 6);
p.SetObjCoef(3, 4);
p.SolveSimplex();
Console.WriteLine("result = {0}, x1 = {1}, x2 = {2}", p.GetObjectiveValue(), p.GetColPrimal(1), p.GetColPrimal(2));
Console.In.ReadLine();
}
private static void TestLoadMatrix()
{
int[] ia = new int[10];
int[] ja = new int[10];
double[] ar = new double[10];
ia[1] = 1; ja[1] = 1; ar[1] = 1.0; /* a[1,1] = 1 */
ia[2] = 1; ja[2] = 2; ar[2] = 1.0; /* a[1,2] = 1 */
ia[3] = 1; ja[3] = 3; ar[3] = 1.0; /* a[1,3] = 1 */
ia[4] = 2; ja[4] = 1; ar[4] = 10.0; /* a[2,1] = 10 */
ia[5] = 3; ja[5] = 1; ar[5] = 2.0; /* a[3,1] = 2 */
ia[6] = 2; ja[6] = 2; ar[6] = 4.0; /* a[2,2] = 4 */
ia[7] = 3; ja[7] = 2; ar[7] = 2.0; /* a[3,2] = 2 */
ia[8] = 2; ja[8] = 3; ar[8] = 5.0; /* a[2,3] = 5 */
ia[9] = 3; ja[9] = 3; ar[9] = 6.0; /* a[3,3] = 6 */
LPProblem lp = new LPProblem();
lp.AddCols(3);
lp.AddRows(3);
lp.LoadMatrix(ia, ja, ar);
lp.SetRowBounds(1, BOUNDSTYPE.Upper, 0, 100);
lp.SetRowBounds(2, BOUNDSTYPE.Upper, 0, 600);
lp.SetRowBounds(3, BOUNDSTYPE.Upper, 0, 300);
lp.SetObjCoef(1, 10);
lp.SetObjCoef(2, 6);
lp.SetObjCoef(3, 4);
lp.ObjectiveDirection = OptimisationDirection.MAXIMISE;
//par défaut, les bornes sont à 0.
lp.SetColBounds(1, BOUNDSTYPE.Lower, 0, 0);
lp.SetColBounds(2, BOUNDSTYPE.Lower, 0, 0);
lp.SetColBounds(3, BOUNDSTYPE.Lower, 0, 0);
//lp.WriteCPLEX("yo.lp");
Console.Out.WriteLine(lp.SolveSimplex().ToString());
}
public result Simplex(int cols, int rows, OptimisationDirection direction, bound[] rowbounds, bound[] colbounds, int[] ia, int[] ja, double[] ar, double[] coeff)
{
LPProblem p = new LPProblem();
p.ObjectiveDirection = direction;
p.AddCols(cols);
p.AddRows(rows);
for (int i = 0; i < rowbounds.Length; i++)
{
p.SetRowBounds(i + 1, rowbounds[i].BoundType, rowbounds[i].lower, rowbounds[i].upper);
}
for (int i = 0; i < colbounds.Length; i++)
{
p.SetColBounds(i + 1, colbounds[i].BoundType, colbounds[i].lower, colbounds[i].upper);
}
p.LoadMatrix(ia, ja, ar);
//p.SetMatRow(1, new int[] {0, 1, 2 }, new double[] {0, 1, 1 });
for (int i = 0; i < coeff.Length; i++)
{
p.SetObjCoef(i + 1, coeff[i]);
}
p.SolveSimplex();
Console.WriteLine("result = {0}, x1 = {1}, x2 = {2}", p.GetObjectiveValue(), p.GetColPrimal(1), p.GetColPrimal(2));
//Console.In.ReadLine();
result r = new result();
r.ObjResult = p.GetObjectiveValue();
r.Columns = new double[cols];
for (int i = 0; i < cols; i++)
{
r.Columns[i] = p.GetColPrimal(i + 1);
}
return(r);
}
private static void TestDavide()
{
LPProblem p = new LPProblem();
p.ObjectiveDirection = OptimisationDirection.MAXIMISE;
p.AddCols(3);
p.AddRows(3);
p.SetRowBounds(1, BOUNDSTYPE.Upper, 0, 100);
p.SetRowBounds(2, BOUNDSTYPE.Upper, 0, 600);
p.SetRowBounds(3, BOUNDSTYPE.Upper, 0, 300);
p.SetColBounds(1, BOUNDSTYPE.Lower, 0, 0);
p.SetColBounds(2, BOUNDSTYPE.Lower, 0, 0);
p.SetColBounds(3, BOUNDSTYPE.Lower, 0, 0);
int[] ia = new int[] { 0, 1, 1, 1, 2, 2, 2, 3, 3, 3};
int[] ja = new int[] { 0, 1, 2, 3, 1, 2, 3, 1, 2, 3};
double[] ar = new double[] { 0, 1, 1, 1, 10, 4, 5, 2, 2, 6 };
p.LoadMatrix(ia, ja, ar);
//p.SetMatRow(1, new int[] {0, 1, 2 }, new double[] {0, 1, 1 });
p.SetObjCoef(1, 10);
p.SetObjCoef(2, 6);
p.SetObjCoef(3, 4);
p.SolveSimplex();
Console.WriteLine("result = {0}, x1 = {1}, x2 = {2}", p.GetObjectiveValue(), p.GetColPrimal(1), p.GetColPrimal(2));
Console.In.ReadLine();
}
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();
}
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();
}
private static void TestLoadMatrix()
{
int[] ia = new int[10];
int[] ja = new int[10];
double[] ar = new double[10];
ia[1] = 1; ja[1] = 1; ar[1] = 1.0; /* a[1,1] = 1 */
ia[2] = 1; ja[2] = 2; ar[2] = 1.0; /* a[1,2] = 1 */
ia[3] = 1; ja[3] = 3; ar[3] = 1.0; /* a[1,3] = 1 */
ia[4] = 2; ja[4] = 1; ar[4] = 10.0; /* a[2,1] = 10 */
ia[5] = 3; ja[5] = 1; ar[5] = 2.0; /* a[3,1] = 2 */
ia[6] = 2; ja[6] = 2; ar[6] = 4.0; /* a[2,2] = 4 */
ia[7] = 3; ja[7] = 2; ar[7] = 2.0; /* a[3,2] = 2 */
ia[8] = 2; ja[8] = 3; ar[8] = 5.0; /* a[2,3] = 5 */
ia[9] = 3; ja[9] = 3; ar[9] = 6.0; /* a[3,3] = 6 */
LPProblem lp = new LPProblem();
lp.AddCols(3);
lp.AddRows(3);
lp.LoadMatrix(ia, ja, ar);
lp.SetRowBounds(1, BOUNDSTYPE.Upper, 0, 100);
lp.SetRowBounds(2, BOUNDSTYPE.Upper, 0, 600);
lp.SetRowBounds(3, BOUNDSTYPE.Upper, 0, 300);
lp.SetObjCoef(1, 10);
lp.SetObjCoef(2, 6);
lp.SetObjCoef(3, 4);
lp.ObjectiveDirection = OptimisationDirection.MAXIMISE;
//par défaut, les bornes sont à 0.
lp.SetColBounds(1, BOUNDSTYPE.Lower, 0, 0);
lp.SetColBounds(2, BOUNDSTYPE.Lower, 0, 0);
lp.SetColBounds(3, BOUNDSTYPE.Lower, 0, 0);
//lp.WriteCPLEX("yo.lp");
Console.Out.WriteLine(lp.SolveSimplex().ToString());
}
