public Tuple <List <double>, List <List <double> >, List <List <double> >, List <double> > SolveProblem(List <List <double> > numerators, List <double> denominator, List <Constraint> _constraints, List <double> ls, List <double> ws, OptDirectionEnum _optDirection)
{
var fs = new List <double>();
var xs = new List <List <double> >();
var zs = new List <List <double> >();
var deltas = new List <double>();
var constraints = ConvertToDualConstraints(_constraints, denominator);
for (int i = 0; i < numerators.Count; i++)
{
List <double> func = new List <double>
{
0
};
func.AddRange(numerators[i]);
try
{
Tuple <double, List <double>, List <double> > problem1 = Solve(
constraints,
func,
_optDirection,
denominator.Count,
0);
fs.Add(problem1.Item1);
xs.Add(problem1.Item2);
zs.Add(problem1.Item3);
}
catch (NoOptimumException ex)
{
throw ex;
}
catch (Y0IsNullException ex)
{
throw ex;
}
}
List <double> fun = new List <double>();
for (int i = 0; i < denominator.Count + 1; i++)
{
fun.Add(0);
}
fun.AddRange(ws);
try
{
Tuple <double, List <double>, List <double> > problem = Solve(
ConvertToDualConstraintsWithZ(constraints, numerators, ls, fs, _optDirection),
fun,
OptDirectionEnum.min,
denominator.Count,
ls.Count);
fs.Add(problem.Item1);
xs.Add(problem.Item2);
zs.Add(problem.Item3);
deltas = FindDeltas(problem.Item2, numerators, denominator, fs);
}
catch (NoOptimumException ex)
{
throw ex;
}
catch (Y0IsNullException ex)
{
throw ex;
}
return(new Tuple <List <double>, List <List <double> >, List <List <double> >, List <double> >(fs, xs, zs, deltas));
}
private Tuple <double, List <double>, List <double> > Solve(List <Constraint> _constraints, List <double> _function, OptDirectionEnum _optDirection, int xCount, int zCount)
{
Solver solver = Solver.CreateSolver("GLOP");
List <Variable> variables = new List <Variable>();
//add y
for (int i = 0; i < _function.Count; i++)
{
variables.Add(solver.MakeNumVar(0.0, double.PositiveInfinity, "y" + i));
}
List <Google.OrTools.LinearSolver.Constraint> constraints = CreateConstraints(solver, _constraints);
SetConstraints(constraints, _constraints, variables);
//setup function
Objective objective = solver.Objective();
for (int i = 0; i < _function.Count; i++)
{
objective.SetCoefficient(variables[i], _function[i]);
}
if (_optDirection == OptDirectionEnum.max)
{
objective.SetMaximization();
}
else
{
objective.SetMinimization();
}
Solver.ResultStatus resultStatus = solver.Solve();
// Check that the problem has an optimal solution.
if (resultStatus != Solver.ResultStatus.OPTIMAL)
{
throw new NoOptimumException();
//Console.WriteLine("The problem does not have an optimal solution!");
}
if (variables[0].SolutionValue() == 0)
{
throw new Y0IsNullException();
}
List <double> ys = new List <double>();
for (int i = 0; i < xCount + 1; i++)
{
ys.Add(variables[i].SolutionValue());
}
List <double> zs = new List <double>();
for (int i = 0; i < zCount; i++)
{
zs.Add(variables[xCount + 1 + i].SolutionValue());
}
return(new Tuple <double, List <double>, List <double> >(solver.Objective().Value(), ConvertToX(ys), zs));
}
private List <Constraint> ConvertToDualConstraintsWithZ(List <Constraint> _constraints, List <List <double> > numerators, List <double> ls, List <double> fOpts, OptDirectionEnum optDirection)
{
List <Constraint> constraintStructs = new List <Constraint>();
for (int i = 0; i < _constraints.Count; i++)
{
for (int j = 0; j < numerators.Count; j++)
{
_constraints[i].Coefficients.Add(0);
}
constraintStructs.Add(_constraints[i]);
}
for (int i = 0; i < numerators.Count; i++)
{
var coefs = new List <double>();
coefs.Add(0);
coefs.AddRange(numerators[i]);
for (int j = 0; j < numerators.Count; j++)
{
if (i == j)
{
if (optDirection == OptDirectionEnum.min)
{
coefs.Add(-1);
}
else
{
coefs.Add(1);
}
}
else
{
coefs.Add(0);
}
}
if (optDirection == OptDirectionEnum.min)
{
constraintStructs.Add(new Constraint(coefs, SymbolEnum.LessOrEqual, ls[i] + fOpts[i]));
}
else
{
constraintStructs.Add(new Constraint(coefs, SymbolEnum.MoreOrEqual, fOpts[i] - ls[i]));
}
}
return(constraintStructs);
}
