/// <summary>
/// Builds a tableau for a linear problem.
/// </summary>
/// <param name="f">Linear objective function.</param>
/// <param name="constraints">Linear constraints.</param>
/// <param name="goalType">Optimization goal</param>
/// <param name="restrictToNonNegative">Whether to restrict the variables to non-negative values.</param>
/// <param name="epsilon">Amount of error to accept when checking for optimality.</param>
public SimplexTableau(LinearObjectiveFunction <T, TPolicy> f,
ICollection <LinearConstraint <T, TPolicy> > constraints,
GoalType goalType,
bool restrictToNonNegative,
T epsilon) : this(f, constraints, goalType, restrictToNonNegative, epsilon, SimplexSolver <T, TPolicy> .DEFAULT_ULPS)
{
}
/// <summary>
/// Build a tableau for a linear problem.
/// </summary>
/// <param name="f">linear objective function</param>
/// <param name="constraints">linear constraints</param>
/// <param name="goalType">type of optimization goal</param>
/// <param name="restrictToNonNegative">whether to restrict the variables to non-negative values</param>
/// <param name="epsilon">amount of error to accept when checking for optimality</param>
/// <param name="maxUlps">amount of error to accept in floating point comparisons</param>
public SimplexTableau(LinearObjectiveFunction <T, TPolicy> f,
ICollection <LinearConstraint <T, TPolicy> > constraints,
GoalType goalType,
bool restrictToNonNegative,
T epsilon,
int maxUlps)
{
CheckDimensions(f, constraints);
this.f = f;
this.constraints = NormalizeConstraints(constraints);
this.restrictToNonNegative = restrictToNonNegative;
this.epsilon = epsilon;
this.maxUlps = maxUlps;
this.numDecisionVariables = f.Coefficients.Count + (restrictToNonNegative ? 0 : 1);
this.numSlackVariables = ConstraintTypeCounts(Relationship.LEQ) +
ConstraintTypeCounts(Relationship.GEQ);
this.numArtificialVariables = ConstraintTypeCounts(Relationship.EQ) +
ConstraintTypeCounts(Relationship.GEQ);
this.tableau = CreateTableau(goalType == GoalType.MAXIMIZE);
// initialize the basic variables for phase 1:
// we know that only slack or artificial variables can be basic
InitializeBasicVariables(SlackVariableOffset);
InitializeColumnLabels();
GoalType = goalType;
}
private void CheckDimensions(LinearObjectiveFunction <T, TPolicy> objectiveFunction,
ICollection <LinearConstraint <T, TPolicy> > c)
{
int dimension = objectiveFunction.Coefficients.Count;
foreach (LinearConstraint <T, TPolicy> constraint in c)
{
int constraintDimension = constraint.Coefficients.Count;
if (constraintDimension != dimension)
{
throw new DimensionMismatchException(constraintDimension, dimension);
}
}
}