org.akutan.optimization
Class RevisedSimplex

java.lang.Object
  org.akutan.optimization.RevisedSimplex

public class RevisedSimplex
extends java.lang.Object

Field Summary

cern.colt.matrix.DoubleMatrix2D	A
static int	Artificial
boolean	ArtificialAdded
cern.colt.matrix.DoubleMatrix1D	b
cern.colt.matrix.DoubleMatrix2D	B
static int	BasicType
int[]	BasicVariables
cern.colt.matrix.DoubleMatrix2D	Bt
cern.colt.matrix.DoubleMatrix2D	colOfA
int[]	constraintType
static int	Continue
double[]	cost
int	CurrentStep
int	EnteringVariable
static int	Feasible
int	LeavingVariable
cern.colt.matrix.DoubleMatrix2D	littleCost
double	MinRatio
static int	NonBasicType
int[]	NonBasicVariables
int	NumArtificials
int	numConstraints
int	NumIterations
int	NumMinRatio
int	numNonbasic
int	numVariables
double	objectiveValue
static int	Optimal
cern.colt.matrix.DoubleMatrix2D	pi
double[]	reducedCost
static int	Regular
static int	SlackOrSurplus
boolean	TypeMinimize
static int	Unbounded
int[]	varType
double[]	x
cern.colt.matrix.DoubleMatrix2D	yB

Constructor Summary

RevisedSimplex(int nv, int nc)
Constructs

Method Summary

void	addConstraint(Constraint cons) Add a constraint to the list of constraints
int	AugmentBasis(int BasisSize)
double	calculateObjective() Evaluate the objective function for the current point
void	calculateReducedCosts()
void	ChooseEnteringVariable() Choose new variable to enter the active set
void	chooseLeavingVariable() Choose new variable to leave the active set
double	Dot(cern.colt.matrix.DoubleMatrix2D row, cern.colt.matrix.DoubleMatrix2D col, int size) Returns the dot product of the two vectors, but the vectors are stored as 2D matrices
void	getRidOfArtificials()
int	iterate() Performs one step towards the solution
boolean	preprocess(int numberOfVariables, int numberOfConstraints) Preprocesses the problem to get ready for optimization
void	reset(int numberOfVariables, int numberOfConstraints) Resets the simplex optimizer to initial state
void	SetCostForPhaseOne()
void	showInfo() Show diagnostics
int	solveLP() Solve the problem
void	specifyObjective(double[] coefficients, boolean type) Set the objective function
boolean	testForOptimality() Tests to see if the current solution is optimal.
boolean	testUnboundedness()
void	updateSolution()

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

numVariables

public int numVariables

numConstraints

public int numConstraints

numNonbasic

public int numNonbasic

CurrentStep

public int CurrentStep

NumIterations

public int NumIterations

NumArtificials

public int NumArtificials

reducedCost

public double[] reducedCost

cost

public double[] cost

x

public double[] x

pi

public cern.colt.matrix.DoubleMatrix2D pi

yB

public cern.colt.matrix.DoubleMatrix2D yB

MinRatio

public double MinRatio

NumMinRatio

public int NumMinRatio

Bt

public cern.colt.matrix.DoubleMatrix2D Bt

B

public cern.colt.matrix.DoubleMatrix2D B

littleCost

public cern.colt.matrix.DoubleMatrix2D littleCost

objectiveValue

public double objectiveValue

A

public cern.colt.matrix.DoubleMatrix2D A

b

public cern.colt.matrix.DoubleMatrix1D b

constraintType

public int[] constraintType

BasicVariables

public int[] BasicVariables

NonBasicVariables

public int[] NonBasicVariables

varType

public int[] varType

colOfA

public cern.colt.matrix.DoubleMatrix2D colOfA

EnteringVariable

public int EnteringVariable

LeavingVariable

public int LeavingVariable

TypeMinimize

public boolean TypeMinimize

ArtificialAdded

public boolean ArtificialAdded

Continue

public static final int Continue

See Also:

Constant Field Values

Optimal

public static final int Optimal

See Also:

Constant Field Values

Feasible

public static final int Feasible

See Also:

Constant Field Values

Unbounded

public static final int Unbounded

See Also:

Constant Field Values

Regular

public static final int Regular

See Also:

Constant Field Values

SlackOrSurplus

public static final int SlackOrSurplus

See Also:

Constant Field Values

Artificial

public static final int Artificial

See Also:

Constant Field Values

BasicType

public static final int BasicType

See Also:

Constant Field Values

NonBasicType

public static final int NonBasicType

See Also:

Constant Field Values

Constructor Detail

RevisedSimplex

public RevisedSimplex(int nv,
                      int nc)

Constructs

Parameters:

nv - Number of variables

nc - Number of constraints

Method Detail

iterate

public int iterate()

Performs one step towards the solution

Returns:

Status value of whether the problem is solved or not

calculateObjective

public double calculateObjective()

Evaluate the objective function for the current point

Returns:

The value of the objective function at the current point

chooseLeavingVariable

public void chooseLeavingVariable()

Choose new variable to leave the active set

updateSolution

public void updateSolution()

ChooseEnteringVariable

public void ChooseEnteringVariable()

Choose new variable to enter the active set

testUnboundedness

public boolean testUnboundedness()

calculateReducedCosts

public void calculateReducedCosts()

testForOptimality

public boolean testForOptimality()

Tests to see if the current solution is optimal.

Returns:

true if the solution is optimal.

addConstraint

public void addConstraint(Constraint cons)

Add a constraint to the list of constraints

Parameters:

cons -

specifyObjective

public void specifyObjective(double[] coefficients,
                             boolean type)

Set the objective function

Parameters:

coefficients - Array of coefficents for the objective function

type - Solution is minimized (true) or maximized (false)

preprocess

public boolean preprocess(int numberOfVariables,
                          int numberOfConstraints)

Preprocesses the problem to get ready for optimization

Parameters:

numberOfVariables - The number of variables

numberOfConstraints - The number of constraints on the problem

Returns:

true if preprocessing completed successfully

SetCostForPhaseOne

public void SetCostForPhaseOne()

getRidOfArtificials

public void getRidOfArtificials()

Dot

public double Dot(cern.colt.matrix.DoubleMatrix2D row,
                  cern.colt.matrix.DoubleMatrix2D col,
                  int size)

Returns the dot product of the two vectors, but the vectors are stored as 2D matrices

Parameters:

row - The matrix from which the row is selected

col - The matrix matrix from which the column is selected

size - Not used

Returns:

The dot product of the two vectors

showInfo

public void showInfo()

Show diagnostics

solveLP

public int solveLP()

Solve the problem

Returns:

The status of the solution (solved, not-solved)

reset

public void reset(int numberOfVariables,
                  int numberOfConstraints)

Resets the simplex optimizer to initial state

Parameters:

numberOfVariables -

numberOfConstraints -

AugmentBasis

public int AugmentBasis(int BasisSize)