public ClEditInfo(ClConstraint cn, ClSlackVariable eplus,
ClSlackVariable eminus, double prevEditConstant,
int i)
{
_cn = cn;
_clvEditPlus = eplus;
_clvEditMinus = eminus;
_prevEditConstant = prevEditConstant;
_i = i;
}
public ClEditInfo(ClConstraint cn, ClSlackVariable eplus,
ClSlackVariable eminus, double prevEditConstant,
int i)
{
_cn = cn;
_clvEditPlus = eplus;
_clvEditMinus = eminus;
_prevEditConstant = prevEditConstant;
_i = i;
}
/// <summary>
/// Suggest a new value for an edit variable.
/// </summary>
/// <remarks>
/// The variable needs to be added as an edit variable and
/// BeginEdit() needs to be called before this is called.
/// The tableau will not be solved completely until after Resolve()
/// has been called.
/// </remarks>
IEditContext IEditContext.SuggestValue(ClVariable v, double x)
{
ClEditInfo cei = _editVarMap[v];
if (cei == null)
{
throw new CassowaryException("SuggestValue for variable " + v + ", but var is not an edit variable\n");
}
ClSlackVariable clvEditPlus = cei.ClvEditPlus;
ClSlackVariable clvEditMinus = cei.ClvEditMinus;
double delta = x - cei.PrevEditConstant;
cei.PrevEditConstant = x;
DeltaEditConstant(delta, clvEditPlus, clvEditMinus);
return(this);
}
//// END PUBLIC INTERFACE ////
/// <summary>
/// Add the constraint expr=0 to the inequality tableau using an
/// artificial variable.
/// </summary>
/// <remarks>
/// To do this, create an artificial variable av and add av=expr
/// to the inequality tableau, then make av be 0 (raise an exception
/// if we can't attain av=0).
/// </remarks>
private void AddWithArtificialVariable(ClLinearExpression expr)
/* throws ExClRequiredFailure, ExClInternalError */
{
ClSlackVariable av = new ClSlackVariable(++_artificialCounter, "a");
ClObjectiveVariable az = new ClObjectiveVariable("az");
ClLinearExpression azRow = expr.Clone();
AddRow(az, azRow);
AddRow(av, expr);
Optimize(az);
ClLinearExpression azTableauRow = RowExpression(az);
if (!Approx(azTableauRow.Constant, 0.0))
{
RemoveRow(az);
RemoveColumn(av);
throw new CassowaryRequiredFailureException();
}
// see if av is a basic variable
ClLinearExpression e = RowExpression(av);
if (e != null)
{
// find another variable in this row and pivot,
// so that av becomes parametric
if (e.IsConstant)
{
// if there isn't another variable in the row
// then the tableau contains the equation av=0 --
// just delete av's row
RemoveRow(av);
RemoveRow(az);
return;
}
ClAbstractVariable entryVar = e.AnyPivotableVariable();
Pivot(entryVar, av);
}
Assert(RowExpression(av) == null, "RowExpression(av) == null)");
RemoveColumn(av);
RemoveRow(az);
}
/// <summary>
/// Add a constraint to the solver.
/// <param name="cn">
/// The constraint to be added.
/// </param>
/// </summary>
public ClSimplexSolver AddConstraint(ClConstraint cn)
{
List <ClAbstractVariable> eplusEminus = new List <ClAbstractVariable>(2);
ClDouble prevEConstant = new ClDouble();
ClLinearExpression expr = NewExpression(cn, /* output to: */
eplusEminus,
prevEConstant);
bool cAddedOkDirectly = TryAddingDirectly(expr);
if (!cAddedOkDirectly)
{
// could not add directly
AddWithArtificialVariable(expr);
}
_cNeedsSolving = true;
if (cn.IsEditConstraint)
{
int i = _editVarMap.Count;
ClEditConstraint cnEdit = (ClEditConstraint)cn;
ClSlackVariable clvEplus = (ClSlackVariable)eplusEminus[0];
ClSlackVariable clvEminus = (ClSlackVariable)eplusEminus[1];
_editVarMap.Add(cnEdit.Variable,
new ClEditInfo(cnEdit, clvEplus, clvEminus,
prevEConstant.Value,
i));
}
if (_cOptimizeAutomatically)
{
Optimize(_objective);
SetExternalVariables();
}
return(this);
}
//// END PUBLIC INTERFACE ////
/// <summary>
/// Add the constraint expr=0 to the inequality tableau using an
/// artificial variable.
/// </summary>
/// <remarks>
/// To do this, create an artificial variable av and add av=expr
/// to the inequality tableau, then make av be 0 (raise an exception
/// if we can't attain av=0).
/// </remarks>
protected void AddWithArtificialVariable(ClLinearExpression expr)
/* throws ExClRequiredFailure, ExClInternalError */
{
if (Trace)
FnEnterPrint("AddWithArtificialVariable: " + expr);
ClSlackVariable av = new ClSlackVariable(++_artificialCounter, "a");
ClObjectiveVariable az = new ClObjectiveVariable("az");
ClLinearExpression azRow = (ClLinearExpression) expr.Clone();
if (Trace)
TracePrint("before AddRows:\n" + this);
AddRow(az, azRow);
AddRow(av, expr);
if (Trace)
TracePrint("after AddRows:\n" + this);
Optimize(az);
ClLinearExpression azTableauRow = RowExpression(az);
if (Trace)
TracePrint("azTableauRow.Constant == " + azTableauRow.Constant);
if (!Cl.Approx(azTableauRow.Constant, 0.0))
{
RemoveRow(az);
RemoveColumn(av);
throw new ExClRequiredFailure();
}
// see if av is a basic variable
ClLinearExpression e = RowExpression(av);
if (e != null)
{
// find another variable in this row and pivot,
// so that av becomes parametric
if (e.IsConstant)
{
// if there isn't another variable in the row
// then the tableau contains the equation av=0 --
// just delete av's row
RemoveRow(av);
RemoveRow(az);
return;
}
ClAbstractVariable entryVar = e.AnyPivotableVariable();
Pivot(entryVar, av);
}
Assert(RowExpression(av) == null, "RowExpression(av) == null)");
RemoveColumn(av);
RemoveRow(az);
}
protected ClLinearExpression NewExpression(ClConstraint cn,
ArrayList eplus_eminus,
ClDouble prevEConstant)
{
if (Trace)
{
FnEnterPrint("NewExpression: " + cn);
TracePrint("cn.IsInequality == " + cn.IsInequality);
TracePrint("cn.IsRequired == " + cn.IsRequired);
}
ClLinearExpression cnExpr = cn.Expression;
ClLinearExpression expr = new ClLinearExpression(cnExpr.Constant);
ClSlackVariable slackVar = new ClSlackVariable();
ClDummyVariable dummyVar = new ClDummyVariable();
ClSlackVariable eminus = new ClSlackVariable();
ClSlackVariable eplus = new ClSlackVariable();
Hashtable cnTerms = cnExpr.Terms;
foreach(ClAbstractVariable v in cnTerms.Keys)
{
double c = ((ClDouble) cnTerms[v]).Value;
ClLinearExpression e = RowExpression(v);
if (e == null)
expr.AddVariable(v, c);
else
expr.AddExpression(e, c);
}
if (cn.IsInequality)
{
++_slackCounter;
slackVar = new ClSlackVariable (_slackCounter, "s");
expr.SetVariable(slackVar, -1);
_markerVars.Add(cn, slackVar);
if (!cn.IsRequired)
{
++_slackCounter;
eminus = new ClSlackVariable(_slackCounter, "em");
expr.SetVariable(eminus, 1.0);
ClLinearExpression zRow = RowExpression(_objective);
ClSymbolicWeight sw = cn.Strength.SymbolicWeight.Times(cn.Weight);
zRow.SetVariable(eminus, sw.AsDouble());
InsertErrorVar(cn, eminus);
NoteAddedVariable(eminus, _objective);
}
}
else
{
// cn is an equality
if (cn.IsRequired)
{
++_dummyCounter;
dummyVar = new ClDummyVariable(_dummyCounter, "d");
expr.SetVariable(dummyVar, 1.0);
_markerVars.Add(cn, dummyVar);
if (Trace)
TracePrint("Adding dummyVar == d" + _dummyCounter);
}
else
{
++_slackCounter;
eplus = new ClSlackVariable(_slackCounter, "ep");
eminus = new ClSlackVariable(_slackCounter, "em");
expr.SetVariable(eplus, -1.0);
expr.SetVariable(eminus, 1.0);
_markerVars.Add(cn, eplus);
ClLinearExpression zRow = RowExpression(_objective);
ClSymbolicWeight sw = cn.Strength.SymbolicWeight.Times(cn.Weight);
double swCoeff = sw.AsDouble();
if (swCoeff == 0)
{
if (Trace)
{
TracePrint("sw == " + sw);
TracePrint("cn == " + cn);
TracePrint("adding " + eplus + " and " + eminus + " with swCoeff == " + swCoeff);
}
}
zRow.SetVariable(eplus, swCoeff);
NoteAddedVariable(eplus, _objective);
zRow.SetVariable(eminus, swCoeff);
NoteAddedVariable(eminus, _objective);
InsertErrorVar(cn, eminus);
InsertErrorVar(cn, eplus);
if (cn.IsStayConstraint)
{
_stayPlusErrorVars.Add(eplus);
_stayMinusErrorVars.Add(eminus);
}
else if (cn.IsEditConstraint)
{
eplus_eminus.Add(eplus);
eplus_eminus.Add(eminus);
prevEConstant.Value = cnExpr.Constant;
}
}
}
if (expr.Constant < 0)
expr.MultiplyMe(-1);
if (Trace)
FnExitPrint("returning " + expr);
return expr;
}
private ClLinearExpression NewExpression(ClConstraint cn,
ICollection <ClAbstractVariable> eplusEminus,
ClDouble prevEConstant)
{
ClLinearExpression cnExpr = cn.Expression;
ClLinearExpression expr = new ClLinearExpression(cnExpr.Constant);
ClSlackVariable eminus;
var cnTerms = cnExpr.Terms;
foreach (ClAbstractVariable v in cnTerms.Keys)
{
double c = (cnTerms[v]).Value;
ClLinearExpression e = RowExpression(v);
if (e == null)
{
expr.AddVariable(v, c);
}
else
{
expr.AddExpression(e, c);
}
}
if (cn.IsInequality)
{
++_slackCounter;
ClSlackVariable slackVar = new ClSlackVariable(_slackCounter, "s");
expr.SetVariable(slackVar, -1);
_markerVars.Add(cn, slackVar);
if (!cn.Strength.IsRequired)
{
++_slackCounter;
eminus = new ClSlackVariable(_slackCounter, "em");
expr.SetVariable(eminus, 1.0);
ClLinearExpression zRow = RowExpression(_objective);
ClSymbolicWeight sw = cn.Strength.SymbolicWeight.Times(cn.Weight);
zRow.SetVariable(eminus, sw.AsDouble());
InsertErrorVar(cn, eminus);
NoteAddedVariable(eminus, _objective);
}
}
else
{
// cn is an equality
if (cn.Strength.IsRequired)
{
++_dummyCounter;
ClDummyVariable dummyVar = new ClDummyVariable(_dummyCounter, "d");
expr.SetVariable(dummyVar, 1.0);
_markerVars.Add(cn, dummyVar);
}
else
{
++_slackCounter;
ClSlackVariable eplus = new ClSlackVariable(_slackCounter, "ep");
eminus = new ClSlackVariable(_slackCounter, "em");
expr.SetVariable(eplus, -1.0);
expr.SetVariable(eminus, 1.0);
_markerVars.Add(cn, eplus);
ClLinearExpression zRow = RowExpression(_objective);
ClSymbolicWeight sw = cn.Strength.SymbolicWeight.Times(cn.Weight);
double swCoeff = sw.AsDouble();
zRow.SetVariable(eplus, swCoeff);
NoteAddedVariable(eplus, _objective);
zRow.SetVariable(eminus, swCoeff);
NoteAddedVariable(eminus, _objective);
InsertErrorVar(cn, eminus);
InsertErrorVar(cn, eplus);
if (cn.IsStayConstraint)
{
_stayPlusErrorVars.Add(eplus);
_stayMinusErrorVars.Add(eminus);
}
else if (cn.IsEditConstraint)
{
eplusEminus.Add(eplus);
eplusEminus.Add(eminus);
prevEConstant.Value = cnExpr.Constant;
}
}
}
if (expr.Constant < 0)
{
expr.MultiplyMe(-1);
}
return(expr);
}
/// <summary>
/// Remove a constraint from the tableau.
/// Also remove any error variable associated with it.
/// </summary>
public ClSimplexSolver RemoveConstraint(ClConstraint cn)
/* throws ExClRequiredFailure, ExClInternalError */
{
_cNeedsSolving = true;
ResetStayConstants();
ClLinearExpression zRow = RowExpression(_objective);
HashSet <ClAbstractVariable> eVars;
if (_errorVars.TryGetValue(cn, out eVars))
{
foreach (ClAbstractVariable clv in eVars)
{
ClLinearExpression expr = RowExpression(clv);
if (expr == null)
{
zRow.AddVariable(clv, -cn.Weight *
cn.Strength.SymbolicWeight.AsDouble(),
_objective, this);
}
else // the error variable was in the basis
{
zRow.AddExpression(expr, -cn.Weight *
cn.Strength.SymbolicWeight.AsDouble(),
_objective, this);
}
}
}
ClAbstractVariable marker;
if (!_markerVars.TryGetValue(cn, out marker))
{
throw new CassowaryConstraintNotFoundException();
}
_markerVars.Remove(cn);
if (RowExpression(marker) == null)
{
// not in the basis, so need to do some more work
var col = Columns[marker];
ClAbstractVariable exitVar = null;
double minRatio = 0.0;
foreach (ClAbstractVariable v in col)
{
if (v.IsRestricted)
{
ClLinearExpression expr = RowExpression(v);
double coeff = expr.CoefficientFor(marker);
if (coeff < 0.0)
{
double r = -expr.Constant / coeff;
if (exitVar == null || r < minRatio)
{
minRatio = r;
exitVar = v;
}
}
}
}
if (exitVar == null)
{
foreach (ClAbstractVariable v in col)
{
if (v.IsRestricted)
{
ClLinearExpression expr = RowExpression(v);
double coeff = expr.CoefficientFor(marker);
double r = expr.Constant / coeff;
if (exitVar == null || r < minRatio)
{
minRatio = r;
exitVar = v;
}
}
}
}
if (exitVar == null)
{
// exitVar is still null
if (col.Count == 0)
{
RemoveColumn(marker);
}
else
{
// put first element in exitVar
var colEnum = col.GetEnumerator();
colEnum.MoveNext();
exitVar = colEnum.Current;
}
}
if (exitVar != null)
{
Pivot(marker, exitVar);
}
}
if (RowExpression(marker) != null)
{
RemoveRow(marker);
}
if (eVars != null)
{
foreach (ClAbstractVariable v in eVars.Where(a => a != marker))
{
RemoveColumn(v);
}
}
if (cn.IsStayConstraint)
{
if (eVars != null)
{
for (int i = 0; i < _stayPlusErrorVars.Count; i++)
{
eVars.Remove(_stayPlusErrorVars[i]);
eVars.Remove(_stayMinusErrorVars[i]);
}
}
}
else if (cn.IsEditConstraint)
{
Assert(eVars != null, "eVars != null");
ClEditConstraint cnEdit = (ClEditConstraint)cn;
ClVariable clv = cnEdit.Variable;
ClEditInfo cei = _editVarMap[clv];
ClSlackVariable clvEditMinus = cei.ClvEditMinus;
RemoveColumn(clvEditMinus);
_editVarMap.Remove(clv);
}
// FIXME: do the remove at top
if (eVars != null)
{
//_errorVars.Remove(eVars);
_errorVars.Remove(cn);
}
if (_cOptimizeAutomatically)
{
Optimize(_objective);
SetExternalVariables();
}
return(this);
}
