Class: CompSci::Simplex

Inherits:
Object
  • Object
show all
Defined in:
lib/compsci/simplex.rb,
lib/compsci/simplex/parse.rb

Defined Under Namespace

Modules: Parse Classes: Error, SanityCheck, TooManyPivots, UnboundedProblem

Constant Summary collapse

DEFAULT_MAX_PIVOTS = 
10_000

Instance Attribute Summary collapse

Class Method Summary collapse

Instance Method Summary collapse

Constructor Details

#initialize(c, a, b) ⇒ Simplex

c - coefficients of objective function; size: num_vars a - inequality lhs coefficients; 2dim size: num_inequalities, num_vars b - inequality rhs constants size: num_inequalities

Raises:

  • (ArgumentError) 


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# File 'lib/compsci/simplex.rb', line 20

def initialize(c, a, b)
  num_vars = c.size
  num_inequalities = b.size
  raise(ArgumentError, "a doesn't match b") unless a.size == num_inequalities
  raise(ArgumentError, "a doesn't match c") unless a.first.size == num_vars

  @max_pivots = DEFAULT_MAX_PIVOTS

  # Problem dimensions; these never change
  @num_non_slack_vars = num_vars
  @num_constraints    = num_inequalities
  @num_vars           = @num_non_slack_vars + @num_constraints

  # Set up initial matrix A and vectors b, c
  @c = c.map { |flt| -1 * flt } + Array.new(@num_constraints, 0)
  @a = a.map.with_index { |ary, i|
    if ary.size != @num_non_slack_vars
      raise ArgumentError, "a is inconsistent"
    end
    # set diagonal to 1 (identity matrix?)
    ary + Array.new(@num_constraints) { |ci| ci == i ? 1 : 0 }
  }
  @b = b

  # set initial solution: all non-slack variables = 0
  @basic_vars = (@num_non_slack_vars...@num_vars).to_a
  self.update_solution
end

Instance Attribute Details

#max_pivots ⇒ Object

Returns the value of attribute max_pivots.



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# File 'lib/compsci/simplex.rb', line 15

def max_pivots
  @max_pivots
end

Class Method Details

.maximize(expression, *ineqs) ⇒ Object 



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# File 'lib/compsci/simplex/parse.rb', line 122

def self.maximize(expression, *ineqs)
  self.problem(maximize: expression, constraints: ineqs).solution
end

.problem(maximize: nil, constraints: [], **kwargs) ⇒ Object 



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# File 'lib/compsci/simplex/parse.rb', line 85

def self.problem(maximize: nil, constraints: [], **kwargs)
  if maximize
    expr, maximize = maximize, true
  elsif kwargs[:minimize]
    expr, maximize = kwargs[:minimize], false
  else
    raise(ArgumentError, "one of maximize/minimize expected")
  end
  unless expr.is_a?(String)
    raise(ArgumentError, "bad expr: #{expr} (#{expr.class})")
  end
  obj_cof = Parse.expression(expr)

  c = [] # coefficients of objective expression
  a = [] # array (per constraint) of the inequality's lhs coefficients
  b = [] # rhs (constant) for the inequalities / constraints

  # this determines the order of coefficients
  letter_vars = obj_cof.keys
  letter_vars.each { |v| c << obj_cof[v] }

  constraints.each { |str|
    unless str.is_a?(String)
      raise(ArgumentError, "bad constraint: #{str} (#{str.class})")
    end
    cofs = []
    ineq_cofs, rhs = Parse.inequality(str)
    letter_vars.each { |v|
      raise("constraint #{str} is missing var #{v}") unless ineq_cofs.key?(v)
      cofs << ineq_cofs[v]
    }
    a.push cofs
    b.push rhs
  }
  self.new(c, a, b)
end

Instance Method Details

#can_improve? ⇒ Boolean

Returns:

  • (Boolean) 


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# File 'lib/compsci/simplex.rb', line 84

def can_improve?
  !self.entering_variable.nil?
end

#current_solution ⇒ Object 



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# File 'lib/compsci/simplex.rb', line 80

def current_solution
  @x[0...@num_non_slack_vars]
end

#entering_variable ⇒ Object

idx of @c’s minimum negative value nil when no improvement is possible



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# File 'lib/compsci/simplex.rb', line 91

def entering_variable
  (0...@c.size).select { |i| @c[i] < 0 }.min_by { |i| @c[i] }
end

#formatted_tableau ⇒ Object 



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# File 'lib/compsci/simplex.rb', line 146

def formatted_tableau
  if self.can_improve?
    pivot_column = self.entering_variable
    pivot_row    = self.pivot_row(pivot_column)
  else
    pivot_row = nil
  end
  c = @c.to_a.map { |flt| "%2.3f" % flt }
  b = @b.to_a.map { |flt| "%2.3f" % flt }
  a = @a.to_a.map { |vec| vec.to_a.map { |flt| "%2.3f" % flt } }
  if pivot_row
    a[pivot_row][pivot_column] = "*" + a[pivot_row][pivot_column]
  end
  max = (c + b + a + ["1234567"]).flatten.map(&:size).max
  result = []
  result << c.map { |str| str.rjust(max, " ") }
  a.zip(b) do |arow, brow|
    result << (arow + [brow]).map { |val| val.rjust(max, " ") }
    result.last.insert(arow.length, "|")
  end
  lines = result.map { |ary| ary.join("  ") }
  max_line_length = lines.map(&:length).max
  lines.insert(1, "-"*max_line_length)
  lines.join("\n")
end

#pivot ⇒ Object

Raises:



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# File 'lib/compsci/simplex.rb', line 95

def pivot
  pivot_column = self.entering_variable or return nil
  pivot_row = self.pivot_row(pivot_column) or raise UnboundedProblem
  leaving_var = nil
  @a[pivot_row].each_with_index { |a, i|
    if a == 1 and @basic_vars.include?(i)
      leaving_var = i
      break
    end
  }
  raise(SanityCheck, "no leaving_var") if leaving_var.nil?

  @basic_vars.delete(leaving_var)
  @basic_vars.push(pivot_column)
  @basic_vars.sort!

  pivot_ratio = Rational(1, @a[pivot_row][pivot_column])

  # update pivot row
  @a[pivot_row] = @a[pivot_row].map { |val| val * pivot_ratio }
  @b[pivot_row] = @b[pivot_row] * pivot_ratio

  # update objective
  # @c -= @c[pivot_column] * @a[pivot_row]
  @c = @c.map.with_index { |val, i|
    val - @c[pivot_column] * @a[pivot_row][i]
  }

  # update A and B
  @num_constraints.times { |i|
    next if i == pivot_row
    r = @a[i][pivot_column]
    @a[i] = @a[i].map.with_index { |val, j| val - r * @a[pivot_row][j] }
    @b[i] = @b[i] - r * @b[pivot_row]
  }

  self.update_solution
end

#pivot_row(column_ix) ⇒ Object 



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# File 'lib/compsci/simplex.rb', line 134

def pivot_row(column_ix)
  min_ratio = nil
  idx = nil
  @num_constraints.times { |i|
    a, b = @a[i][column_ix], @b[i]
    next if a == 0 or (b < 0) ^ (a < 0)
    ratio = Rational(b, a)
    idx, min_ratio = i, ratio if min_ratio.nil? or ratio <= min_ratio
  }
  idx
end

#solution ⇒ Object 



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# File 'lib/compsci/simplex.rb', line 66

def solution
  self.solve
  self.current_solution
end

#solve ⇒ Object 



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# File 'lib/compsci/simplex.rb', line 71

def solve
  count = 0
  while self.can_improve?
    count += 1
    raise(TooManyPivots, count.to_s) unless count < @max_pivots
    self.pivot
  end
end

#update_solution ⇒ Object

does not modify vector / matrix



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# File 'lib/compsci/simplex.rb', line 50

def update_solution
  @x = Array.new(@num_vars, 0)

  @basic_vars.each { |basic_var|
    idx = nil
    @num_constraints.times { |i|
      if @a[i][basic_var] == 1
        idx =i
        break
      end
    }
    raise(SanityCheck, "no idx for basic_var #{basic_var} in a") unless idx
    @x[basic_var] = @b[idx]
  }
end