Implement input printing
This commit is contained in:
@@ -10,77 +10,249 @@ class State(Enum):
|
||||
|
||||
|
||||
class Result:
|
||||
solved: State
|
||||
state: State
|
||||
objective_function_value: Optional[np.float64]
|
||||
solution: Optional[np.array]
|
||||
|
||||
def __init__(self,
|
||||
solved: State,
|
||||
state: State,
|
||||
objective_function_value: Optional[np.array] = None,
|
||||
solution: np.float64 = None):
|
||||
self.solved = solved
|
||||
self.state = state
|
||||
self.objective_function_value = objective_function_value
|
||||
self.solution = solution
|
||||
#def print_initial_inputs(Vector &C, Matrix &A, Vector &b, double eps, bool maximize)
|
||||
def print_initial_inputs(
|
||||
C: np.array, # Vector of objective function coefficients
|
||||
A: np.array, # Matrix of constraint coefficients
|
||||
x_0: np.array, # Initial point (vector)
|
||||
b: np.array, # Vector of right-hand side values of constraints
|
||||
eps: np.float64 = 0.01, # Solution accuracy
|
||||
alpha: np.float64 = 0.5, # Step coefficient
|
||||
maximize: bool = True):
|
||||
|
||||
print("Running for the following inputs:\n")
|
||||
print(f"epsilon: {eps} ")
|
||||
print(f"alpha: {alpha}")
|
||||
print(f"x_0: {x_0} \n")
|
||||
if (maximize):
|
||||
|
||||
print("Maximize")
|
||||
|
||||
else:
|
||||
|
||||
print("Minimize")
|
||||
|
||||
|
||||
z_str = "z = "
|
||||
previousIsZero = True
|
||||
lastNonZero = False
|
||||
for i in range(len(C)):
|
||||
|
||||
isNegative = False;
|
||||
|
||||
for k in range(len(C)):
|
||||
|
||||
if (C[k] == 0):
|
||||
|
||||
lastNonZero = True
|
||||
else:
|
||||
lastNonZero = False
|
||||
break
|
||||
|
||||
|
||||
|
||||
if (not previousIsZero and not lastNonZero):
|
||||
z_str += " + ";
|
||||
|
||||
|
||||
if (C[i] != 0):
|
||||
if (C[i] != 1):
|
||||
if (C[i] < 0):
|
||||
isNegative = True
|
||||
z_str += "("
|
||||
|
||||
z_str += str(C[i]) + " * "
|
||||
|
||||
z_str += "x" + str(i + 1)
|
||||
if (isNegative):
|
||||
z_str += ")"
|
||||
previousIsZero = False
|
||||
else:
|
||||
previousIsZero = True
|
||||
|
||||
print(z_str)
|
||||
print("\nsubject to the constrains:\n");
|
||||
for i in range(len(b)):
|
||||
c_str = ""
|
||||
previousIsZero = True
|
||||
lastNonZero = False
|
||||
for j in range(len(A[i])):
|
||||
#for (int j = 0; j < A.getColumns(); j++)
|
||||
isNegative = False
|
||||
for k in range(j, len(A[i])):
|
||||
#for (int k = j; k < A[i].size(); k++)
|
||||
|
||||
if (A[i][k] == 0):
|
||||
|
||||
lastNonZero = True
|
||||
else:
|
||||
lastNonZero = False
|
||||
break
|
||||
|
||||
if (not previousIsZero and not lastNonZero):
|
||||
c_str += " + "
|
||||
|
||||
|
||||
if (A[i][j] != 0):
|
||||
if (A[i][j] != 1):
|
||||
if (A[i][j] < 0):
|
||||
isNegative = True
|
||||
c_str += "("
|
||||
|
||||
c_str += str(A[i][j]) + " * "
|
||||
|
||||
c_str += "x" + str(j + 1)
|
||||
if (isNegative):
|
||||
c_str += ")"
|
||||
|
||||
previousIsZero = False
|
||||
else:
|
||||
previousIsZero = True
|
||||
|
||||
|
||||
c_str += " <= " + str(b[i])
|
||||
print(c_str)
|
||||
|
||||
|
||||
|
||||
|
||||
def interior_point(
|
||||
C: np.array,
|
||||
A: np.array,
|
||||
x_0: np.array,
|
||||
b: np.array,
|
||||
eps: np.float64 = 0.01,
|
||||
alpha: np.float64 = 0.5,
|
||||
maximizing: bool = True) -> Result:
|
||||
C: np.array, # Vector of objective function coefficients
|
||||
A: np.array, # Matrix of constraint coefficients
|
||||
x_0: np.array, # Initial point (vector)
|
||||
b: np.array, # Vector of right-hand side values of constraints
|
||||
eps: np.float64 = 0.01, # Solution accuracy
|
||||
alpha: np.float64 = 0.5, # Step coefficient
|
||||
maximizing: bool = True) -> Result: # Flag for maximization or minimization
|
||||
# Check if the method is applicable: the initial point must satisfy the constraints
|
||||
if (not np.all(np.dot(A, x_0) >= b) or np.any(x_0 == 0)):
|
||||
return Result(State.UNAPPLICABLE)
|
||||
# If the problem is a minimization, invert the coefficients of the objective function
|
||||
if (not maximizing):
|
||||
C = -C
|
||||
|
||||
m = len(A)
|
||||
n = len(A[0])
|
||||
m = len(A) # Number of constraints
|
||||
n = len(A[0]) # Number of variables
|
||||
|
||||
x = np.ones(n)
|
||||
s = np.ones(m)
|
||||
# Initialize variables for the initial iteration
|
||||
x = np.ones(n) # Solution vector
|
||||
s = np.ones(m) # Slack variables vector
|
||||
|
||||
iteration = 0
|
||||
iteration = 0 # Iteration counter
|
||||
|
||||
while(True):
|
||||
|
||||
# Calculate slack variables for each constraint
|
||||
for i in range(m):
|
||||
slack = b[i]
|
||||
for j in range(n):
|
||||
slack -= A[i][j] * x[j]
|
||||
s[i] = slack
|
||||
|
||||
# Update solution variables
|
||||
for i in range(min(m, n)):
|
||||
x[i] = s[i]
|
||||
|
||||
# Create a diagonal matrix from the slack variables vector
|
||||
D = np.diag(s)
|
||||
|
||||
# Solve the system of equations to find x*
|
||||
x_star = np.dot(np.linalg.inv(D), x)
|
||||
A_star = np.dot(A, D)
|
||||
C_star = np.dot(D, C)
|
||||
|
||||
# Form the projection matrix
|
||||
I = np.eye(n)
|
||||
A_star_transpose = np.transpose(A_star)
|
||||
P = I - np.dot(A_star_transpose, np.linalg.inv(np.dot(A_star, A_star_transpose)))
|
||||
P = np.dot(P, A_star)
|
||||
|
||||
# Calculate the gradient of the objective function
|
||||
C_p = np.dot(P, C_star)
|
||||
Mu = np.max(np.absolute(C_p))
|
||||
|
||||
# Check the stopping criterion based on accuracy
|
||||
if Mu < eps:
|
||||
result = np.dot(C, x)
|
||||
return Result(State.SOLVED, objective_function_value=result, solution=x)
|
||||
|
||||
iteration += 1
|
||||
|
||||
# Check the iteration limit
|
||||
if iteration >= 1000:
|
||||
return Result(State.UNSOLVED)
|
||||
|
||||
# Update the value of x* considering the step size and gradient
|
||||
x_star += (alpha / Mu) * C_p
|
||||
x = np.dot(D, x_star)
|
||||
|
||||
|
||||
# TODO 5 tests (from assignment 1) and comparison with simplex and alpha = 0.9
|
||||
def TEST_CASE_GENERAL():
|
||||
|
||||
print("----------------------------RUNNING_TEST_GENERAL_CASE----------------------------")
|
||||
C = [5, 4]
|
||||
A = [
|
||||
[6, 4],
|
||||
[1, 2],
|
||||
[-1, 1],
|
||||
[0, 1]]
|
||||
b = [24, 6, 1, 2]
|
||||
x_0 = [1, 1]
|
||||
print_initial_inputs(C, A, x_0, b, 0.01, True);
|
||||
result = interior_point(C, A, x_0, b );
|
||||
|
||||
|
||||
#if result.state == State.SOLVED:
|
||||
|
||||
|
||||
'''if (!(result.state == bounded))
|
||||
{
|
||||
std::string state_name;
|
||||
switch (result.state)
|
||||
{
|
||||
case unsolvable:
|
||||
state_name = "unsolvable";
|
||||
break;
|
||||
case unbounded:
|
||||
state_name = "unbounded";
|
||||
break;
|
||||
default:
|
||||
state_name = "bounded";
|
||||
break;
|
||||
}
|
||||
std::cout << "Incorrect state type. Expected bounded. Got " << state_name << std::endl;
|
||||
return 0;
|
||||
}
|
||||
|
||||
if (!check_eq(result.objective_function_value, 21))
|
||||
{
|
||||
std::cout << "Incorrect objective function value. Expected 21. Got "
|
||||
<< result.objective_function_value << std::endl;
|
||||
return 0;
|
||||
}
|
||||
|
||||
if (!(check_eq(result.solution[0], 3) && check_eq(result.solution[1], 1.5)))
|
||||
{
|
||||
std::cout << "Incorrect desire variables. Expected 3 and 1.5. Got "
|
||||
<< result.solution;
|
||||
return 0;
|
||||
}
|
||||
|
||||
printResult(result);
|
||||
return 1;'''
|
||||
|
||||
|
||||
pass
|
||||
|
||||
TEST_CASE_GENERAL()
|
||||
Reference in New Issue
Block a user