public void DuplexMethodSolverTest2()
{
DenseMatrix a = DenseMatrix.OfArray(new double[,]
{
{ 1, 0, 2, 2, -3, 3 },
{ 0, 1, 0, -1, 0, 1 },
{ 1, 0, 1, 3, 2, 1 }
});
DenseVector b = new DenseVector(new double[] { 15, 0, 13 });
DenseVector c = new DenseVector(new double[] { 3, 0.5, 4, 4, 1, 5 });
DenseVector dLower = new DenseVector(new double[] { 0, 0, 0, 0, 0, 0 });
DenseVector dUpper = new DenseVector(new double[] { 3, 5, 4, 3, 3, 4 });
DenseVector expectedResult = new DenseVector(new double[] { 3, 0, 4, 1.1818, 0.6364, 1.1818 });
var qps = new DuplexMethodBoundsSolver(a, b, c, dLower, dUpper);
var actualResult = qps.Solve();
Assert.AreEqual(expectedResult, RoundVector(actualResult, 4));
Assert.AreEqual(36.2727, Math.Round(qps.ResultCost, 4));
}
public void DuplexMethodSolverTest1()
{
DenseMatrix a = DenseMatrix.OfArray(new double[,]
{
{ 2, 1, -1, 0, 0, 1 },
{ 1, 0, 1, 1, 0, 0 },
{ 0, 1, 0, 0, 1, 0 }
});
DenseVector b = new DenseVector(new double[] { 2, 5, 0 });
DenseVector c = new DenseVector(new double[] { 3, 2, 0, 3, -2, -4 });
DenseVector dLower = new DenseVector(new double[] { 0, -1, 2, 1, -1, 0 });
DenseVector dUpper = new DenseVector(new double[] { 2, 4, 4, 3, 3, 5 });
DenseVector expectedResult = new DenseVector(new double[] { 3.0 / 2, 1, 2, 3.0 / 2, -1, 0 });
var qps = new DuplexMethodBoundsSolver(a, b, c, dLower, dUpper);
var actualResult = qps.Solve();
Assert.AreEqual(expectedResult, actualResult);
Assert.AreEqual(13, qps.ResultCost);
}
public void DuplexMethodSolverTest3()
{
DenseMatrix a = DenseMatrix.OfArray(new double[,]
{
{ 1, 0, 0, 12, 1, -3, 4, -1 },
{ 0, 1, 0, 11, 12, 3, 5, 3 },
{ 0, 0, 1, 1, 0, 22, -2, 1 }
});
DenseVector b = new DenseVector(new double[] { 40, 107, 61 });
DenseVector c = new DenseVector(new double[] { 2, 1, -2, -1, 4, -5, 5, 5 });
DenseVector dLower = new DenseVector(new double[] { 0, 0, 0, 0, 0, 0, 0, 0 });
DenseVector dUpper = new DenseVector(new double[] { 3, 5, 5, 3, 4, 5, 6, 3 });
DenseVector expectedResult = new DenseVector(new double[] { 3, 5, 0, 1.8779, 2.7545, 3.0965, 6, 3 });
var qps = new DuplexMethodBoundsSolver(a, b, c, dLower, dUpper);
var actualResult = qps.Solve();
Assert.AreEqual(expectedResult, RoundVector(actualResult, 4));
Assert.AreEqual(49.6577, Math.Round(qps.ResultCost, 4));
}
public void DuplexMethodSolverTest8()
{
DenseMatrix a = DenseMatrix.OfArray(new double[,]
{
{ 1, 3, 1, -1, 0, -3, 2, 1 },
{ 2, 1, 3, -1, 1, 4, 1, 1 },
{ -1, 0, 2, -2, 2, 1, 1, 1 }
});
DenseVector b = new DenseVector(new double[] { 4, 12, 4 });
DenseVector c = new DenseVector(new double[] { 2, -1, 2, 3, -2, 3, 4, 1 });
DenseVector dLower = new DenseVector(new double[] { -1, -1, -1, -1, -1, -1, -1, -1 });
DenseVector dUpper = new DenseVector(new double[] { 2, 3, 1, 4, 3, 2, 4, 4 });
DenseVector expectedResult = new DenseVector(new double[] { -1, 0.4074, 1, 4, -0.3704, 1.7407, 4, 4 });
var qps = new DuplexMethodBoundsSolver(a, b, c, dLower, dUpper);
var actualResult = qps.Solve();
Assert.AreEqual(expectedResult, RoundVector(actualResult, 4));
Assert.AreEqual(37.5556, Math.Round(qps.ResultCost, 4));
}
public void DuplexMethodSolverTest7()
{
DenseMatrix a = DenseMatrix.OfArray(new double[,]
{
{ 2, 1, 0, 3, -1, -1 },
{ 0, 1, 2, 1, 0, 3 },
{ 3, 0, 1, 1, 1, 1 }
});
DenseVector b = new DenseVector(new double[] { 2, 2, 5 });
DenseVector c = new DenseVector(new double[] { 0, -1, 1, 0, 4, 3 });
DenseVector dLower = new DenseVector(new double[] { 2, 0, -1, -3, 2, 1 });
DenseVector dUpper = new DenseVector(new double[] { 7, 3, 2, 3, 4, 5 });
var qps = new DuplexMethodBoundsSolver(a, b, c, dLower, dUpper);
Assert.Catch<ArithmeticException>(() => qps.Solve());
}
public void DuplexMethodSolverTest5()
{
DenseMatrix a = DenseMatrix.OfArray(new double[,]
{
{ 1, 7, 2, 0, 1, -1, 4 },
{ 0, 5, 6, 1, 0, -3, 2 },
{ 3, 2, 2, 1, 1, 1, 5 }
});
DenseVector b = new DenseVector(new double[] { 1, 4, 7 });
DenseVector c = new DenseVector(new double[] { 1, 2, 1, -3, 3, 1, 0 });
DenseVector dLower = new DenseVector(new double[] { -1, 1, -2, 0, 1, 2, 4 });
DenseVector dUpper = new DenseVector(new double[] { 3, 2, 2, 5, 3, 4, 5 });
var qps = new DuplexMethodBoundsSolver(a, b, c, dLower, dUpper);
Assert.Catch<ArithmeticException>(() => qps.Solve());
}
public void DuplexMethodSolverTest4()
{
DenseMatrix a = DenseMatrix.OfArray(new double[,]
{
{ 1, -3, 2, 0, 1, -1, 4, -1, 0 },
{ 1, -1, 6, 1, 0, -2, 2, 2, 0 },
{ 2, 2, -1, 1, 0, -3, 8, -1, 1 },
{ 4, 1, 0, 0, 1, -1, 0, -1, 1 },
{ 1, 1, 1, 1, 1, 1, 1, 1, 1 }
});
DenseVector b = new DenseVector(new double[] { 3, 9, 9, 5, 9 });
DenseVector c = new DenseVector(new double[] { -1, 5, -2, 4, 3, 1, 2, 8, 3 });
DenseVector dLower = new DenseVector(new double[] { 0, 0, 0, 0, 0, 0, 0, 0, 0 });
DenseVector dUpper = new DenseVector(new double[] { 5, 5, 5, 5, 5, 5, 5, 5, 5 });
DenseVector expectedResult = new DenseVector(new double[] { 1.1579, 0.6942, 0, 0, 2.8797, 0, 1.0627, 3.2055, 0 });
var qps = new DuplexMethodBoundsSolver(a, b, c, dLower, dUpper);
var actualResult = qps.Solve();
Assert.AreEqual(expectedResult, RoundVector(actualResult, 4));
Assert.AreEqual(38.7218, Math.Round(qps.ResultCost, 4));
}
private BAndBTask MakeUpperTask(BAndBTask oldTask, DuplexMethodBoundsSolver solvedProblem)
{
var newStartX = DenseVector.OfVector(solvedProblem.ResultX);
var newStartBaseJ = new List<int>(solvedProblem.ResultBaseJ);
var newLowerBound = DenseVector.OfVector(oldTask.LowerBound);
newLowerBound[NonIntegerJ] = Math.Floor(solvedProblem.ResultX[NonIntegerJ]) + 1;
return new BAndBTask(newLowerBound, oldTask.UpperBound, newStartX, newStartBaseJ);
}
public DenseVector Solve()
{
Eps = Math.Round(Math.Pow(0.1, MeaningDecimals), MeaningDecimals);
RecordCost = StartRecord;
Tasks = new Stack<BAndBTask>();
Tasks.Push(new BAndBTask(dLower, dUpper));
IterationCount = 0;
while (Tasks.Any())
{
IterationCount++;
var task = Tasks.Pop();
var dms = new DuplexMethodBoundsSolver(A, b, c, task.LowerBound, task.UpperBound,
task.StartX, task.StartBaseJ);
try
{
dms.Solve();
dms.RoundResult();
}
catch (ArithmeticException)
{
continue;
}
if (dms.ResultCost <= RecordCost)
continue;
if (AreAllInteger(dms.ResultX))
{
RecordCost = dms.ResultCost;
RecordX = DenseVector.OfVector(dms.ResultX);
HasResult = true;
}
else
{
Tasks.Push(MakeLowerTask(task, dms));
Tasks.Push(MakeUpperTask(task, dms));
}
}
if (!HasResult)
throw new ArithmeticException("Plans not found");
ResultCost = RecordCost;
ResultX = RecordX;
return ResultX;
}
