162 lines
4.3 KiB
C++
162 lines
4.3 KiB
C++
#include <algorithm>
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#include <iostream>
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#include "tools/matrix.h"
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#include "tools/math.h"
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#include "tools/elimination.h"
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enum solver_state {
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unbounded,
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bounded,
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unsolvable
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};
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struct Result {
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solver_state state;
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Vector solution;
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double objective_function_value;
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};
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void _printInitialInputs(Vector& C, Matrix& A, Vector& b) {
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}
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void _stopIterating(Matrix& generalMatrix, Vector& C, std::vector<int>& basicVars, solver_state state, Result& result) {
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DestroyMatrix destroyedGeneralMatrix = disassembleGeneralMatrix(generalMatrix);
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Matrix _A = destroyedGeneralMatrix.A;
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Vector _C = destroyedGeneralMatrix.C;
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Vector _b = destroyedGeneralMatrix.b;
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result.state = state;
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if (state == bounded) {
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result.solution = Vector(C.size());
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for (int i = 0; i < C.size(); i++) {
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result.solution[i] = 0;
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}
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for (size_t i = 1; i < basicVars.size(); i++) {
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if (basicVars[i] < C.size()) {
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result.solution[basicVars[i]] = _b[i];
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}
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}
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result.objective_function_value = _b[0];
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} else {
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result.solution = Vector({0});
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result.objective_function_value = 0;
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}
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}
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/*
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Implementation of the Simplex method.
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*/
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Result simplex(Vector& C, Matrix& A, Vector& b, double eps = 0.01, bool maximize=true) {
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if (maximize == true) {
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for (int i = 0; i < C.size(); i++) {
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C[i] = -C[i];
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}
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}
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Result result{};
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Matrix generalMatrix = createGeneralMatrix(A, C, b);
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std::cout << "Before:" << std::endl << generalMatrix;
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std::vector<int> basicVars(generalMatrix.getRows());
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basicVars[0] = -1;
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for (int i = 0; i < b.size(); ++i) {
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if (b[i] < 0) {
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_stopIterating(generalMatrix, C, basicVars, unsolvable, result);
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return result;
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}
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}
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for (size_t i = 1; i < basicVars.size(); i++) {
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basicVars[i] = static_cast<int>(basicVars.size()) + i;
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}
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int iterationCount = 0;
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while (true) {
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//3
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iterationCount++;
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int pivot_column_index = 0;
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pivot_column_index = min_index(generalMatrix[0]);
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if (generalMatrix[0][pivot_column_index] >= 0) {
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_stopIterating(generalMatrix, C, basicVars, bounded, result);
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if (!maximize) {
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result.objective_function_value = -result.objective_function_value;
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}
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return result;
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}
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std::cout << "Iteration: ";
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std::cout << iterationCount << std::endl;
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//4
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Vector ratio_vector(generalMatrix.getRows());
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for (int i = 1; i < generalMatrix.getRows(); i++) {
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if (generalMatrix[i][pivot_column_index] != 0) {
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ratio_vector[i] = generalMatrix[i][generalMatrix.getColumns() - 1] / generalMatrix[i][pivot_column_index];
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if (std::abs(ratio_vector[i]) < eps) {
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ratio_vector[i] = 0;
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}
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} else {
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ratio_vector[i] = 0;
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}
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}
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ratio_vector[0] = 0;
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int pivot_row_index = min_index_positive(ratio_vector);
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// No leaving variable exists
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if (pivot_row_index == -1) {
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_stopIterating(generalMatrix, C, basicVars, unbounded, result);
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return result;
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}
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basicVars[pivot_row_index] = pivot_column_index;
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//5
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elimination(generalMatrix, pivot_row_index, pivot_column_index);
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std::cout << "After:" << std::endl << generalMatrix;
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}
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return result;
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}
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/*
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Function_name(C, A, b, eps = eps_default)
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Input:
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- C: A vector of coefficients of the objective function
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- A: A matrix of coefficients of the constraint functions
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- b: A vector of right-hand side values
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- eps: Approximation accuracy (optional, default = eps_default)
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Steps:
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1. Print the optimization problem:
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- max (or min) z = C[0] * x1 + C[1] * x2 + ... + C[n] * xn
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- subject to the constraints:
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- A[0] * x <= b[0]
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- A[1] * x <= b[1]
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- ...
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- A[m] * x <= b[m]
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2. Initialize:
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- Form the initial tableau by introducing slack variables to convert inequalities into equalities.
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3. Iteratively apply the Simplex method:
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- Step 1: Identify the entering variable (most negative coefficient in the objective row).
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- Step 2: Identify the leaving variable (smallest positive ratio of RHS to pivot column).
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- Step 3: Perform pivot operations to update the tableau.
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4. Check for optimality or unboundedness:
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- If all coefficients in the objective function row are non-negative, the solution is optimal.
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- If no leaving variable exists, the problem is unbounded.
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5. Return:
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- solver_state: {solved, unbounded}
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- x*: Optimal vector of decision variables (if solved)
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- z: Maximum (or minimum) value of the objective function (if solved)
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End Function
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*/
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