diff options
Diffstat (limited to 'Build/source/utils/asymptote/base/rationalSimplex.asy')
-rw-r--r-- | Build/source/utils/asymptote/base/rationalSimplex.asy | 152 |
1 files changed, 91 insertions, 61 deletions
diff --git a/Build/source/utils/asymptote/base/rationalSimplex.asy b/Build/source/utils/asymptote/base/rationalSimplex.asy index 5175b87ba74..d694843289c 100644 --- a/Build/source/utils/asymptote/base/rationalSimplex.asy +++ b/Build/source/utils/asymptote/base/rationalSimplex.asy @@ -2,21 +2,23 @@ import rational; void simplexTableau(rational[][] E, int[] Bindices, int I=-1, int J=-1) {} +void simplexPhase1(rational[] c, rational[][] A, rational[] b, + int[] Bindices) {} void simplexPhase2() {} -void simplexWrite(rational[][] E, int[] Bindicies, int, int) +void simplexWrite(rational[][] E, int[] Bindices, int, int) { int m=E.length-1; int n=E[0].length-1; - write(E[m][n],tab); - for(int j=0; j < n; ++j) + write(E[m][0],tab); + for(int j=1; j <= n; ++j) write(E[m][j],tab); write(); for(int i=0; i < m; ++i) { - write(E[i][n],tab); - for(int j=0; j < n; ++j) { + write(E[i][0],tab); + for(int j=1; j <= n; ++j) { write(E[i][j],tab); } write(); @@ -68,10 +70,10 @@ struct simplex { while(true) { // Find first negative entry in bottom (reduced cost) row rational[] Em=E[m]; - for(J=0; J < N; ++J) + for(J=1; J <= N; ++J) if(Em[J] < 0) break; - if(J == N) + if(J > N) break; int I=-1; @@ -79,7 +81,7 @@ struct simplex { for(int i=0; i < m; ++i) { rational e=E[i][J]; if(e > 0) { - M=E[i][N]/e; + M=E[i][0]/e; I=i; break; } @@ -87,7 +89,7 @@ struct simplex { for(int i=I+1; i < m; ++i) { rational e=E[i][J]; if(e > 0) { - rational v=E[i][N]/e; + rational v=E[i][0]/e; if(v < M) {M=v; I=i;} // Bland's rule: choose smallest argmin } } @@ -105,19 +107,19 @@ struct simplex { int iterateDual(rational[][] E, int N, int[] Bindices) { while(true) { - // Find first negative entry in right (basic variable) column + // Find first negative entry in zeroth (basic variable) column rational[] Em=E[m]; int I; for(I=0; I < m; ++I) { - if(E[I][N] < 0) break; + if(E[I][0] < 0) break; } if(I == m) break; - int J=-1; + int J=0; rational M; - for(int j=0; j < N; ++j) { + for(int j=1; j <= N; ++j) { rational e=E[I][j]; if(e < 0) { M=-E[m][j]/e; @@ -125,14 +127,14 @@ struct simplex { break; } } - for(int j=J+1; j < N; ++j) { + for(int j=J+1; j <= N; ++j) { rational e=E[I][j]; if(e < 0) { rational v=-E[m][j]/e; if(v < M) {M=v; J=j;} // Bland's rule: choose smallest argmin } } - if(J == -1) + if(J == 0) return INFEASIBLE; // Can only happen in Phase 2. simplexTableau(E,Bindices,I,J); @@ -157,66 +159,94 @@ struct simplex { n=A[0].length; if(n == 0) {case=INFEASIBLE; return;} - int N=phase1 ? n+m : n; - rational[][] E=new rational[m+1][N+1]; + rational[][] E=new rational[m+1][n+1]; rational[] Em=E[m]; - for(int j=0; j < n; ++j) + for(int j=1; j <= n; ++j) Em[j]=0; for(int i=0; i < m; ++i) { rational[] Ai=A[i]; rational[] Ei=E[i]; if(b[i] >= 0 || dual) { - for(int j=0; j < n; ++j) { - rational Aij=Ai[j]; + for(int j=1; j <= n; ++j) { + rational Aij=Ai[j-1]; Ei[j]=Aij; Em[j] -= Aij; } } else { - for(int j=0; j < n; ++j) { - rational Aij=-Ai[j]; + for(int j=1; j <= n; ++j) { + rational Aij=-Ai[j-1]; Ei[j]=Aij; Em[j] -= Aij; } } } - if(phase1) { - for(int i=0; i < m; ++i) { - rational[] Ei=E[i]; - for(int j=0; j < i; ++j) - Ei[n+j]=0; - Ei[n+i]=1; - for(int j=i+1; j < m; ++j) - Ei[n+j]=0; + void basicValues() { + rational sum=0; + for(int i=0; i < m; ++i) { + rational B=dual ? b[i] : abs(b[i]); + E[i][0]=B; + sum -= B; } + Em[0]=sum; } - rational sum=0; - for(int i=0; i < m; ++i) { - rational B=dual ? b[i] : abs(b[i]); - E[i][N]=B; - sum -= B; - } - Em[N]=sum; - - if(phase1) - for(int j=0; j < m; ++j) - Em[n+j]=0; - int[] Bindices; if(phase1) { - Bindices=sequence(new int(int x){return x;},m)+n; - iterate(E,N,Bindices); + Bindices=new int[m]; + int p=0; + + // Check for redundant basis vectors. + bool checkBasis(int j) { + for(int i=0; i < m; ++i) { + rational[] Ei=E[i]; + if(i != p ? Ei[j] != 0 : Ei[j] <= 0) return false; + } + return true; + } + + int checkTableau() { + for(int j=1; j <= n; ++j) + if(checkBasis(j)) return j; + return 0; + } + + int k=0; + while(p < m) { + int j=checkTableau(); + if(j > 0) + Bindices[p]=j; + else { // Add an artificial variable + Bindices[p]=n+1+k; + for(int i=0; i < p; ++i) + E[i].push(0); + E[p].push(1); + for(int i=p+1; i < m; ++i) + E[i].push(0); + E[m].push(0); + ++k; + } + ++p; + } + + basicValues(); + + simplexPhase1(c,A,b,Bindices); + + iterate(E,n+k,Bindices); - if(Em[J] != 0) { + if(Em[0] != 0) { simplexTableau(E,Bindices); case=INFEASIBLE; return; } - } else Bindices=sequence(new int(int x){return x;},m)+n-m; + } else { + Bindices=sequence(new int(int x){return x;},m)+n-m+1; + basicValues(); + } rational[] cB=phase1 ? new rational[m] : c[n-m:n]; rational[][] D=phase1 ? new rational[m+1][n+1] : E; @@ -225,12 +255,12 @@ struct simplex { // Drive artificial variables out of basis. for(int i=0; i < m; ++i) { int k=Bindices[i]; - if(k >= n) { + if(k > n) { rational[] Ei=E[i]; int j; - for(j=0; j < n; ++j) + for(j=1; j <= n; ++j) if(Ei[j] != 0) break; - if(j == n) continue; + if(j > n) continue; output=false; simplexTableau(E,Bindices,i,j); Bindices[i]=j; @@ -241,22 +271,22 @@ struct simplex { int ip=0; // reduced i for(int i=0; i < m; ++i) { int k=Bindices[i]; - if(k >= n) continue; + if(k > n) continue; Bindices[ip]=k; - cB[ip]=c[k]; + cB[ip]=c[k-1]; rational[] Dip=D[ip]; rational[] Ei=E[i]; - for(int j=0; j < n; ++j) + for(int j=1; j <= n; ++j) Dip[j]=Ei[j]; - Dip[n]=Ei[N]; + Dip[0]=Ei[0]; ++ip; } rational[] Dip=D[ip]; rational[] Em=E[m]; - for(int j=0; j < n; ++j) + for(int j=1; j <= n; ++j) Dip[j]=Em[j]; - Dip[n]=Em[N]; + Dip[0]=Em[0]; if(m > ip) { Bindices.delete(ip,m-1); @@ -267,17 +297,17 @@ struct simplex { } rational[] Dm=D[m]; - for(int j=0; j < n; ++j) { + for(int j=1; j <= n; ++j) { rational sum=0; for(int k=0; k < m; ++k) sum += cB[k]*D[k][j]; - Dm[j]=c[j]-sum; + Dm[j]=c[j-1]-sum; } rational sum=0; for(int k=0; k < m; ++k) - sum += cB[k]*D[k][n]; - Dm[n]=-sum; + sum += cB[k]*D[k][0]; + Dm[0]=-sum; simplexPhase2(); @@ -290,9 +320,9 @@ struct simplex { x[j]=0; for(int k=0; k < m; ++k) - x[Bindices[k]]=D[k][n]; + x[Bindices[k]-1]=D[k][0]; - cost=-Dm[n]; + cost=-Dm[0]; } // Try to find a solution x to sgn(Ax-b)=sgn(s) that minimizes the cost |