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simplex_tableau.py
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185 lines (156 loc) · 5.61 KB
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import numpy as np
# from helpers import round6
from fractions import Fraction
def tableau(A, b, c):
m, n = A.shape
# STEP 1 - Verify if works #TODO Not tested in frac case
index_list = [index for index in range(len(b)) if b[index] < 0]
for index in index_list:
b[index] = -b[index]
A[index, :] = -A[index, :]
table = np.zeros((m+1, n+m+1), dtype=int) + Fraction()
table[1:m+1, n+1:n+m+1] = np.eye(m, dtype=int) + Fraction()
table[1:m+1, 1:n+1] = A
table[1:m+1, 0] = b
top_row = -1*table[:, 0:n+1].sum(axis=0)
table[0, 0:n+1] = top_row[0:n+1]
basis_list = np.arange(n+1, n+m+1, dtype=int) # x1,x2,x3,x4
# TODO - Verifying
_, t2 = table.shape
simplex_mod(table, t2-1, basis_list)
# STEP 3 - Should be fine
if (table[0, 0] > 0):
return None, None, 1, None
while (True):
# STEP 4 - #TODO Verify
if (abs(table[0, 0]) <= 1e-8 and np.all(basis_list < n+1)): # TODO make 0 now
x_opt = np.zeros(n, dtype=int) + Fraction()
j = 1
for i in basis_list:
x_opt[i-1] = table[j, 0] # basis_list indices x1,x2,x3,x4
j += 1
new_table = np.zeros((len(basis_list)+1, n+1),
dtype=int) + Fraction()
new_table[1:len(basis_list)+1, 0:n +
1] = table[1:len(basis_list)+1, 0:n+1]
top_left = 0
for var in basis_list:
top_left += c[var-1]*x_opt[var-1]
new_table[0, 0] = top_left
c_b = np.zeros(len(basis_list), dtype=int) + Fraction()
i = 0
for var in basis_list:
c_b[i] = c[var-1]
i += 1
for i in range(n):
if (i+1 not in basis_list):
# TODO Verify
new_table[0, i+1] = c[i] - \
np.dot(c_b, table[1:len(basis_list)+1, i+1])
return x_opt, new_table, 0, basis_list
# STEP 5 - TODO Verify
i = 0
for var in basis_list:
if (var > n):
if (np.all(abs(table[i+1, 1:n+1]) <= 1e-6)):
table = np.delete(table, i+1, 0)
basis_list = np.delete(basis_list, i)
else:
for it in range(1, n+1):
if (table[i+1, it] != 0):
buff = it
break
basis_list[i] = buff
table[i+1, :] = table[i+1, :]/table[i+1, buff]
for it in range(len(basis_list)):
if (it != i+1):
table[it, :] = table[it, :] - \
table[i+1, buff]*table[it, :]
i += 1
else:
i += 1
def simplex_mod(table, n, basis_list):
a, b = table.shape
while (True):
x = table[0, 1:b]
# x = round6(x)
if np.all((x >= 0)):
x_opt = np.zeros(n, dtype=int) + Fraction()
l = 1
for i in basis_list:
x_opt[i-1] = table[l, 0]
l += 1
return x_opt, 0
j = 0
for i in range(b-1):
if (x[i] < 0):
j = i
break
j += 1 # In original table
u = table[1:a, j]
# u = round6(u)
if np.all((u <= 0)):
flag = 1
return None, 1
l = 0 # l in original table
min_ratio = float("inf") # TODO Verify
for i in range(1, a):
if (u[i-1] <= 0):
continue
ratio = table[i, 0]/u[i-1]
# ratio = round(ratio,10)
if (ratio < min_ratio):
min_ratio = ratio
l = i
basis_list[l-1] = j
# table[l,:] = Fraction(numerator=table[l,:],denominator=table[l,j]) #TODO Verify all together
pivot = table[l, j]
for i in range(b):
table[l, i] = Fraction(numerator=table[l, i], denominator=pivot)
for i in range(a):
if (i == l):
continue
table[i, :] = table[i, :] - table[i, j]*table[l, :]
def dualsimplex(table, n, basis_list):
# Verify whole pending
a, b = table.shape
while (True):
x = table[1:a, 0]
# x = round6(x)
if np.all((x >= 0)):
x_opt = np.zeros(n, dtype=int) + Fraction()
j = 1
for i in basis_list:
x_opt[i-1] = table[j, 0] # basis_list indices x1,x2,x3,x4
j += 1
return x_opt, 0
l = 0
for i in range(a-1):
if (x[i] < 0):
l = i
break
l += 1 # In original table
v = table[l, 1:b]
# v = round6(v)
if np.all((v >= 0)):
flag = 1
return None, 1
j = 0 # j in original table
min_ratio = float("inf") # TODO Verify
for i in range(1, b):
if (v[i-1] >= 0):
continue
ratio = Fraction(numerator=table[0, i], denominator=abs(v[i-1]))
if (ratio < min_ratio):
min_ratio = ratio
j = i
# Pivot is (l,j) in initial table
basis_list[l-1] = j
# table[l,:] = Fraction(numerator=table[l,:],denominator=table[l,j])
pivot = table[l, j]
for i in range(b):
table[l, i] = Fraction(numerator=table[l, i], denominator=pivot)
for i in range(a):
if (i == l):
continue
table[i, :] = table[i, :] - table[i, j]*table[l, :]