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main
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a76dbc1ea9 | ||
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8566bc1e3b | ||
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3472cda172 | ||
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6468387814 | ||
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68081a4287 | ||
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84eb70638e | ||
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15654b84c0 | ||
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1b783e663a | ||
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9fb3634e9b | ||
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393a02feba |
@@ -14,20 +14,22 @@ class Result:
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objective_function_value: Optional[np.float64]
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solution: Optional[np.array]
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maximize: bool
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def __init__(self,
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state: State,
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objective_function_value: Optional[np.array] = None,
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solution: np.float64 = None, maximize:bool = True):
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solution: np.float64 = None, maximize: bool = True):
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self.state = state
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self.objective_function_value = objective_function_value
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self.solution = solution
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self.maximize = maximize
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#def print_initial_inputs(Vector &C, Matrix &A, Vector &b, double eps, bool maximize)
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def print_initial_inputs(
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C: np.array, # Vector of objective function coefficients
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A: np.array, # Matrix of constraint coefficients
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x_0: np.array, # Initial point (vector)
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b: np.array, # Vector of right-hand side values of constraints
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x_0: np.array, # Initial point (vector)
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eps: np.float64 = 0.01, # Solution accuracy
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alpha: np.float64 = 0.5, # Step coefficient
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maximize: bool = True):
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@@ -37,65 +39,59 @@ def print_initial_inputs(
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print(f"alpha: {alpha}")
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print(f"x_0: {x_0} \n")
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if (maximize):
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print("Maximize")
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else:
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print("Minimize")
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z_str = "z = "
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previousIsZero = True
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lastNonZero = False
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for i in range(len(C)):
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isNegative = False;
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for k in range(len(C)):
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for i in range(C.shape[0]):
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isNegative = False
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for k in range(C.shape[0]):
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if (C[k] == 0):
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lastNonZero = True
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else:
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lastNonZero = False
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break
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if (not previousIsZero and not lastNonZero):
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z_str += " + ";
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z_str += " + "
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if (C[i] != 0):
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if (C[i] != 1):
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if (C[i] < 0):
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isNegative = True
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z_str += "("
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z_str += str(C[i]) + " * "
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z_str += "x" + str(i + 1)
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if (isNegative):
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z_str += ")"
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previousIsZero = False
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else:
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previousIsZero = True
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print(z_str)
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print("\nsubject to the constrains:\n");
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for i in range(len(b)):
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print("\nsubject to the constrains:\n")
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for i in range(b.shape[0]):
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c_str = ""
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previousIsZero = True
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lastNonZero = False
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for j in range(len(A[i])):
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#for (int j = 0; j < A.getColumns(); j++)
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for j in range(A.shape[1]):
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isNegative = False
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for k in range(j, len(A[i])):
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#for (int k = j; k < A[i].size(); k++)
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for k in range(j, A.shape[1]):
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if (A[i][k] == 0):
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lastNonZero = True
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else:
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lastNonZero = False
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@@ -103,57 +99,51 @@ def print_initial_inputs(
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if (not previousIsZero and not lastNonZero):
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c_str += " + "
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if (A[i][j] != 0):
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if (A[i][j] != 0):
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if (A[i][j] != 1):
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if (A[i][j] < 0):
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isNegative = True
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c_str += "("
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c_str += str(A[i][j]) + " * "
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c_str += "x" + str(j + 1)
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if (isNegative):
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c_str += ")"
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previousIsZero = False
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else:
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previousIsZero = True
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c_str += " <= " + str(b[i])
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print(c_str)
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def print_result(result:Result):
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def print_result(result: Result):
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if (result.state == State.INAPPLICABLE):
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print("The method is not applicable!")
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elif (result.state == State.UNSOLVED ):
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elif (result.state == State.UNSOLVED):
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print("Unsolved problem!")
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else:
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print("SOLVED!")
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decVar_str = ""
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decVar_str +="Decision variables: ["
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decVar_str += "Decision variables: ["
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for i in range(len(result.solution)):
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#for (int i = 0; i < result.solution.size(); i++)
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decVar_str += str(result.solution[i])
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if (i != len(result.solution) - 1):
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decVar_str += ", "
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decVar_str += "]"
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print(decVar_str)
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res_str = ""
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if (result.maximize):
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res_str += "Maximum "
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else:
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res_str += "Minimum "
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res_str += f"objective function value: {result.objective_function_value}"
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print(res_str)
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return 0
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@@ -164,39 +154,35 @@ def interior_point(
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A: np.array, # Matrix of constraint coefficients
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b: np.array, # Vector of right-hand side values of constraints
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x_0: np.array, # Initial point (vector)
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eps: np.float64 = 0.01, # Solution accuracy
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eps: np.float64 = 1e-6, # Solution accuracy
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alpha: np.float64 = 0.5, # Step coefficient
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maximizing: bool = True) -> Result: # Flag for maximization or minimization
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# number of non-slack variables
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k = C.shape[0]
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# Check if the method is applicable: the initial point must satisfy the constraints
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if (not np.all(np.dot(A, x_0) >= b) or np.any(x_0 == 0)):
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if (not np.all(np.dot(A, x_0) <= b) or np.any(x_0 <= 0)):
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return Result(State.INAPPLICABLE, maximize=maximizing)
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# If the problem is a minimization, invert the coefficients of the objective function
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if (not maximizing):
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C = -C
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m = len(A) # Number of constraints
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n = len(A[0]) # Number of variables
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m = A.shape[0] # Number of constraints
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n = A.shape[1] # Number of variables
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# Initialize variables for the initial iteration
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x = np.ones(n) # Solution vector
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s = np.ones(m) # Slack variables vector
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x_0 = np.concatenate((x_0, b-np.dot(A, x_0)))
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x = x_0 # Solution vector
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A = np.concatenate((A, np.eye(m)), axis=1)
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C = np.concatenate((C, np.zeros(m)))
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iteration = 0 # Iteration counter
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while(True):
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# Calculate slack variables for each constraint
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for i in range(m):
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slack = b[i]
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for j in range(n):
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slack -= A[i][j] * x[j]
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s[i] = slack
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# Update solution variables
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for i in range(min(m, n)):
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x[i] = s[i]
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while (True):
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# Create a diagonal matrix from the slack variables vector
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D = np.diag(s)
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D = np.diag(x)
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# Solve the system of equations to find x*
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x_star = np.dot(np.linalg.inv(D), x)
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@@ -204,19 +190,25 @@ def interior_point(
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C_star = np.dot(D, C)
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# Form the projection matrix
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I = np.eye(n)
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A_star_transpose = np.transpose(A_star)
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P = I - np.dot(A_star_transpose, np.linalg.inv(np.dot(A_star, A_star_transpose)))
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P = np.dot(P, A_star)
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P = np.eye(n+m) - np.dot(np.dot(A_star_transpose, np.linalg.inv(np.dot(A_star, A_star_transpose))), A_star)
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# Calculate the gradient of the objective function
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C_p = np.dot(P, C_star)
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Mu = np.max(np.absolute(C_p))
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Mu = np.min(C_p)
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if (Mu > 0):
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return Result(State.INAPPLICABLE)
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# Update the value of x* considering the step size and gradient
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x_star = np.ones(n+m) + alpha / np.abs(Mu) * C_p
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x_new = np.dot(D, x_star)
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# Check the stopping criterion based on accuracy
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if Mu < eps:
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result = np.dot(C, x)
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return Result(State.SOLVED, objective_function_value=result, solution=x, maximize=maximizing)
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if np.linalg.norm(x_new - x) <= eps:
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result = np.dot(C, x) if (maximizing) else -np.dot(C, x)
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x = x[:k]
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return Result(
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State.SOLVED, objective_function_value=np.round(result, 3), solution=np.round(x, 3), maximize=maximizing
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)
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iteration += 1
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@@ -224,17 +216,13 @@ def interior_point(
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if iteration >= 1000:
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return Result(State.UNSOLVED, maximize=maximizing)
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# Update the value of x* considering the step size and gradient
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x_star += (alpha / Mu) * C_p
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x = np.dot(D, x_star)
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x = x_new
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# TODO 5 tests (from assignment 1) and comparison with simplex and alpha = 0.9
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def TEST_CASE_GENERAL():
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print("----------------------------RUNNING_TEST_GENERAL_CASE----------------------------")
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def TEST_CASE_GENERAL_A05():
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print("----------------------RUNNING_TEST_GENERAL_CASE----------------------")
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C = np.array([5, 4])
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A = np.array([
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[6, 4],
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@@ -243,16 +231,17 @@ def TEST_CASE_GENERAL():
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[0, 1]])
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b = np.array([24, 6, 1, 2])
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x_0 = np.array([1, 1])
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eps = 0.01
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eps = 1e-4
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alpha = 0.5
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maximize = True
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print_initial_inputs(C, A, b, x_0, eps, alpha, maximize);
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result = interior_point(C, A, b, x_0, eps, alpha, maximize);
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print_initial_inputs(C, A, b, x_0, eps, alpha, maximize)
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result = interior_point(C, A, b, x_0, eps, alpha, maximize)
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expected_state = State.SOLVED
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if result.state == expected_state:
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print_result(result)
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return 1
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else:
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state_name = ""
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if result.state == State.UNSOLVED:
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@@ -263,27 +252,29 @@ def TEST_CASE_GENERAL():
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state_name = "SOLVED"
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print(f"incorrect state type. expected SOLVED, got {state_name}.")
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def TEST_MINIMIZE_CASE():
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print("----------------------------RUNNING_TEST_MINIMIZE_CASE----------------------------")
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C = np.array([-2, 2, -6])
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A = np.array([
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[2, 1, -2]
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[1, 2, 4]
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[1, -1, 2]])
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b = np.array([24, 23, 10])
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x_0 = np.array([1, 1])
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eps = 0.01
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alpha = 0.5
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maximize = True
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print_initial_inputs(C, A, b, x_0, eps, alpha, maximize);
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result = interior_point(C, A, b, x_0, eps, alpha, maximize);
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def TEST_CASE_GENERAL_A09():
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print("----------------------RUNNING_TEST_GENERAL_CASE----------------------")
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C = np.array([5, 4])
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A = np.array([
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[6, 4],
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[1, 2],
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[-1, 1],
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[0, 1]])
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b = np.array([24, 6, 1, 2])
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x_0 = np.array([1, 1])
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eps = 1e-4
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alpha = 0.9
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maximize = True
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print_initial_inputs(C, A, b, x_0, eps, alpha, maximize)
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result = interior_point(C, A, b, x_0, eps, alpha, maximize)
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expected_state = State.SOLVED
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if result.state == expected_state:
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print_result(result)
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return 1
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else:
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state_name = ""
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if result.state == State.UNSOLVED:
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@@ -292,12 +283,75 @@ def TEST_MINIMIZE_CASE():
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state_name = "INAPPLICABLE"
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elif result.state == State.SOLVED:
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state_name = "SOLVED"
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print(f"incorrect state type. expected SOLVED, got {state_name}.")
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print(f"incorrect state type. expected SOLVED, got {state_name}.")
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def TEST_WITH_SLACK_CASE():
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print("----------------------------RUNNING_TEST_WITH_SLACK_CASE----------------------------")
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def TEST_MINIMIZE_CASE_A05():
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print("----------------------RUNNING_TEST_MINIMIZE_CASE----------------------")
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C = np.array([-2, 2, -6])
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A = np.array([
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[2, 1, -2],
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[1, 2, 4],
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[1, -1, 2]])
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b = np.array([24, 23, 10])
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x_0 = np.array([1, 1, 1])
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eps = 1e-4
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alpha = 0.5
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maximize = False
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print_initial_inputs(C, A, b, x_0, eps, alpha, maximize)
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result = interior_point(C, A, b, x_0, eps, alpha, maximize)
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expected_state = State.SOLVED
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if result.state == expected_state:
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print_result(result)
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return 1
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else:
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state_name = ""
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if result.state == State.UNSOLVED:
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state_name = "UNSOLVED"
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elif result.state == State.INAPPLICABLE:
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state_name = "INAPPLICABLE"
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elif result.state == State.SOLVED:
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state_name = "SOLVED"
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print(f"incorrect state type. expected SOLVED, got {state_name}.")
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return 0
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def TEST_MINIMIZE_CASE_A09():
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print("----------------------RUNNING_TEST_MINIMIZE_CASE----------------------")
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C = np.array([-2, 2, -6])
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A = np.array([
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[2, 1, -2],
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[1, 2, 4],
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[1, -1, 2]])
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b = np.array([24, 23, 10])
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x_0 = np.array([1, 1, 1])
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eps = 1e-4
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alpha = 0.9
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maximize = False
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print_initial_inputs(C, A, b, x_0, eps, alpha, maximize)
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result = interior_point(C, A, b, x_0, eps, alpha, maximize)
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expected_state = State.SOLVED
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if result.state == expected_state:
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print_result(result)
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return 1
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else:
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state_name = ""
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if result.state == State.UNSOLVED:
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state_name = "UNSOLVED"
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elif result.state == State.INAPPLICABLE:
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state_name = "INAPPLICABLE"
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elif result.state == State.SOLVED:
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state_name = "SOLVED"
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print(f"incorrect state type. expected SOLVED, got {state_name}.")
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return 0
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def TEST_WITH_SLACK_CASE_A05():
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print("----------------------RUNNING_TEST_WITH_SLACK_CASE----------------------")
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C = np.array([2, -1, 0, -1])
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A = np.array([
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@@ -305,18 +359,18 @@ def TEST_WITH_SLACK_CASE():
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[-2, -1, 0, -2],
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[3, 2, 0, 1]])
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b = np.array([10, 18, 36])
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x_0 = np.array([1, 1])
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eps = 0.01
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x_0 = np.array([1, 1, 1, 1])
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eps = 1e-4
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alpha = 0.5
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maximize = True
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print_initial_inputs(C, A, b, x_0, eps, alpha, maximize);
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result = interior_point(C, A, b, x_0, eps, alpha, maximize);
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print_initial_inputs(C, A, b, x_0, eps, alpha, maximize)
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result = interior_point(C, A, b, x_0, eps, alpha, maximize)
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expected_state = State.SOLVED
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if result.state == expected_state:
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print_result(result)
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return 1
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else:
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state_name = ""
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if result.state == State.UNSOLVED:
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@@ -326,9 +380,42 @@ def TEST_WITH_SLACK_CASE():
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elif result.state == State.SOLVED:
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state_name = "SOLVED"
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print(f"incorrect state type. expected SOLVED, got {state_name}.")
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def TEST_UNBOUNDED_CASE():
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print("----------------------------RUNNING_TEST_UNBOUNDED_CASE----------------------------")
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||||
|
||||
|
||||
def TEST_WITH_SLACK_CASE_A09():
|
||||
print("----------------------RUNNING_TEST_WITH_SLACK_CASE----------------------")
|
||||
|
||||
C = np.array([2, -1, 0, -1])
|
||||
A = np.array([
|
||||
[1, -2, 1, 0],
|
||||
[-2, -1, 0, -2],
|
||||
[3, 2, 0, 1]])
|
||||
b = np.array([10, 18, 36])
|
||||
x_0 = np.array([1, 1, 1, 1])
|
||||
eps = 1e-4
|
||||
alpha = 0.9
|
||||
maximize = True
|
||||
|
||||
print_initial_inputs(C, A, b, x_0, eps, alpha, maximize)
|
||||
result = interior_point(C, A, b, x_0, eps, alpha, maximize)
|
||||
|
||||
expected_state = State.SOLVED
|
||||
if result.state == expected_state:
|
||||
print_result(result)
|
||||
return 1
|
||||
else:
|
||||
state_name = ""
|
||||
if result.state == State.UNSOLVED:
|
||||
state_name = "UNSOLVED"
|
||||
elif result.state == State.INAPPLICABLE:
|
||||
state_name = "INAPPLICABLE"
|
||||
elif result.state == State.SOLVED:
|
||||
state_name = "SOLVED"
|
||||
print(f"incorrect state type. expected SOLVED, got {state_name}.")
|
||||
|
||||
|
||||
def TEST_UNBOUNDED_CASE_A05():
|
||||
print("----------------------RUNNING_TEST_UNBOUNDED_CASE----------------------")
|
||||
|
||||
C = np.array([2, 1])
|
||||
A = np.array([
|
||||
@@ -336,17 +423,17 @@ def TEST_UNBOUNDED_CASE():
|
||||
[2, 0]])
|
||||
b = np.array([10, 40])
|
||||
x_0 = np.array([1, 1])
|
||||
eps = 0.01
|
||||
eps = 1e-4
|
||||
alpha = 0.5
|
||||
maximize = True
|
||||
|
||||
|
||||
print_initial_inputs(C, A, b, x_0, eps, alpha, maximize);
|
||||
result = interior_point(C, A, b, x_0, eps, alpha, maximize);
|
||||
|
||||
expected_state = State.SOLVED
|
||||
maximize = True
|
||||
|
||||
print_initial_inputs(C, A, b, x_0, eps, alpha, maximize)
|
||||
result = interior_point(C, A, b, x_0, eps, alpha, maximize)
|
||||
|
||||
expected_state = State.UNSOLVED
|
||||
if result.state == expected_state:
|
||||
print_result(result)
|
||||
return 1
|
||||
else:
|
||||
state_name = ""
|
||||
if result.state == State.UNSOLVED:
|
||||
@@ -356,9 +443,43 @@ def TEST_UNBOUNDED_CASE():
|
||||
elif result.state == State.SOLVED:
|
||||
state_name = "SOLVED"
|
||||
print(f"incorrect state type. expected SOLVED, got {state_name}.")
|
||||
|
||||
def TEST_UNSOLVABLE_CASE():
|
||||
print("----------------------------RUNNING_TEST_UNSOLVABLE_CASE----------------------------")
|
||||
return 0
|
||||
|
||||
|
||||
def TEST_UNBOUNDED_CASE_A09():
|
||||
print("----------------------RUNNING_TEST_UNBOUNDED_CASE----------------------")
|
||||
|
||||
C = np.array([2, 1])
|
||||
A = np.array([
|
||||
[1, -1],
|
||||
[2, 0]])
|
||||
b = np.array([10, 40])
|
||||
x_0 = np.array([1, 1])
|
||||
eps = 1e-4
|
||||
alpha = 0.9
|
||||
maximize = True
|
||||
|
||||
print_initial_inputs(C, A, b, x_0, eps, alpha, maximize)
|
||||
result = interior_point(C, A, b, x_0, eps, alpha, maximize)
|
||||
|
||||
expected_state = State.UNSOLVED
|
||||
if result.state == expected_state:
|
||||
print_result(result)
|
||||
return 1
|
||||
else:
|
||||
state_name = ""
|
||||
if result.state == State.UNSOLVED:
|
||||
state_name = "UNSOLVED"
|
||||
elif result.state == State.INAPPLICABLE:
|
||||
state_name = "INAPPLICABLE"
|
||||
elif result.state == State.SOLVED:
|
||||
state_name = "SOLVED"
|
||||
print(f"incorrect state type. expected SOLVED, got {state_name}.")
|
||||
return 0
|
||||
|
||||
|
||||
def TEST_UNSOLVABLE_CASE_A05():
|
||||
print("----------------------RUNNING_TEST_UNSOLVABLE_CASE----------------------")
|
||||
|
||||
C = np.array([5, 4, 0, -5, 13])
|
||||
A = np.array([
|
||||
@@ -367,19 +488,18 @@ def TEST_UNSOLVABLE_CASE():
|
||||
[-1, 0, 0, 10, 0],
|
||||
[0, 1, 1, -5, 1]])
|
||||
b = np.array([-24, 6, 1, 2])
|
||||
x_0 = np.array([1, 1])
|
||||
eps = 0.01
|
||||
x_0 = np.array([-2, -3, -1, -1, 1])
|
||||
eps = 1e-4
|
||||
alpha = 0.5
|
||||
maximize = True
|
||||
|
||||
print_initial_inputs(C, A, b, x_0, eps, alpha, maximize);
|
||||
result = interior_point(C, A, b, x_0, eps, alpha, maximize);
|
||||
|
||||
|
||||
|
||||
expected_state = State.SOLVED
|
||||
|
||||
print_initial_inputs(C, A, b, x_0, eps, alpha, maximize)
|
||||
result = interior_point(C, A, b, x_0, eps, alpha, maximize)
|
||||
|
||||
expected_state = State.INAPPLICABLE
|
||||
if result.state == expected_state:
|
||||
print_result(result)
|
||||
return 1
|
||||
else:
|
||||
state_name = ""
|
||||
if result.state == State.UNSOLVED:
|
||||
@@ -388,4 +508,77 @@ def TEST_UNSOLVABLE_CASE():
|
||||
state_name = "INAPPLICABLE"
|
||||
elif result.state == State.SOLVED:
|
||||
state_name = "SOLVED"
|
||||
print(f"incorrect state type. expected SOLVED, got {state_name}.")
|
||||
print(f"incorrect state type. expected SOLVED, got {state_name}.")
|
||||
|
||||
return 0
|
||||
|
||||
|
||||
def TEST_UNSOLVABLE_CASE_A09():
|
||||
print("----------------------RUNNING_TEST_UNSOLVABLE_CASE----------------------")
|
||||
|
||||
C = np.array([5, 4, 0, -5, 13])
|
||||
A = np.array([
|
||||
[6, 4, 1, 3, 4],
|
||||
[1, 2, 0, 0, 2],
|
||||
[-1, 0, 0, 10, 0],
|
||||
[0, 1, 1, -5, 1]])
|
||||
b = np.array([-24, 6, 1, 2])
|
||||
x_0 = np.array([-2, -3, -1, -1, 1])
|
||||
eps = 1e-4
|
||||
alpha = 0.9
|
||||
maximize = True
|
||||
|
||||
print_initial_inputs(C, A, b, x_0, eps, alpha, maximize)
|
||||
result = interior_point(C, A, b, x_0, eps, alpha, maximize)
|
||||
|
||||
expected_state = State.INAPPLICABLE
|
||||
if result.state == expected_state:
|
||||
print_result(result)
|
||||
return 1
|
||||
else:
|
||||
state_name = ""
|
||||
if result.state == State.UNSOLVED:
|
||||
state_name = "UNSOLVED"
|
||||
elif result.state == State.INAPPLICABLE:
|
||||
state_name = "INAPPLICABLE"
|
||||
elif result.state == State.SOLVED:
|
||||
state_name = "SOLVED"
|
||||
print(f"incorrect state type. expected SOLVED, got {state_name}.")
|
||||
|
||||
return 0
|
||||
|
||||
|
||||
simplex_general_case_decVar_str = ("----------------------SIMPLEX_TEST_GENERAL_CASE----------------------\n"
|
||||
"Decision variables: [3, 1.5]")
|
||||
simplex_minimize_case_decVar_str = ("----------------------SIMPLEX_TEST_MINIMIZE_CASE"
|
||||
"----------------------\n"
|
||||
"Decision variables: [0, 0.75, 5.375]")
|
||||
simplex_slack_case_decVar_str = ("----------------------SIMPLEX_TEST_SLACK_CASE----------------------\n"
|
||||
"Decision variables: [11.5, 0.75, 0, 0]")
|
||||
simplex_unbounded_case_decVar_str = ("----------------------SIMPLEX_TEST_UNBOUNDED_CASE"
|
||||
"----------------------\n"
|
||||
"Decision variables: None")
|
||||
simplex_unsolvable_case_decVar_str = ("----------------------SIMPLEX_TEST_UNSOLVABLE_CASE"
|
||||
"----------------------\n"
|
||||
"Decision variables: None")
|
||||
|
||||
|
||||
tests = [
|
||||
[TEST_CASE_GENERAL_A05, TEST_CASE_GENERAL_A09, simplex_general_case_decVar_str],
|
||||
[TEST_MINIMIZE_CASE_A05, TEST_MINIMIZE_CASE_A09, simplex_minimize_case_decVar_str],
|
||||
[TEST_WITH_SLACK_CASE_A05, TEST_WITH_SLACK_CASE_A09, simplex_slack_case_decVar_str],
|
||||
[TEST_UNBOUNDED_CASE_A05, TEST_UNBOUNDED_CASE_A09, simplex_unbounded_case_decVar_str],
|
||||
[TEST_UNSOLVABLE_CASE_A05, TEST_UNSOLVABLE_CASE_A09, simplex_unsolvable_case_decVar_str]
|
||||
]
|
||||
tests_passed = 0
|
||||
for test in tests:
|
||||
for test_variant_i in range(len(test)):
|
||||
if (test_variant_i == 2):
|
||||
print(test[2])
|
||||
else:
|
||||
tests_passed += test[test_variant_i]()
|
||||
|
||||
|
||||
print("----------------------RESULTS----------------------")
|
||||
print(f"Total number of tests: {len(tests) * 2}")
|
||||
print(f"Total number of passed tests: {tests_passed}")
|
||||
|
||||
Reference in New Issue
Block a user