scalation.minima

Simplex

class Simplex extends MinimizerLP

This class solves Linear Programming (LP) problems using a tableau based Simplex Algorithm. Given a constraint matrix 'a', limit/RHS vector 'b' and cost vector 'c', find values for the solution/decision vector 'x' that minimize the objective function f(x), while satisfying all of the constraints, i.e.,

minimize f(x) = c x subject to a x <= b, x >= 0

In case of "a_i x >= b_i", use -b_i as an indicator of a ">=" constraint. The program will flip such negative b_i back to positive as well as use a surplus variable instead of the usual slack variable, i.e., a_i x <= b_i => a_i x + s_i = b_i // use slack variable s_i with coeff 1 a_i x >= b_i => a_i x + s_i = b_i // use surplus variable s_i with coeff -1

Creates an MM-by-NN simplex tableau with -- [0..M-1, 0..N-1] = a (constraint matrix) -- [0..M-1, N..M+N-1] = s (slack/surplus variable matrix) -- [0..M-1, NN-1] = b (limit/RHS vector) -- [M, 0..NN-2] = c (cost vector)

Linear Supertypes
MinimizerLP, Error, AnyRef, Any
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Instance Constructors

  1. new Simplex(a: MatrixD, b: VectorD, c: VectorD)

    In case there are no surplus variables (only slacks), the slack variables can form an inittial basis.

    In case there are no surplus variables (only slacks), the slack variables can form an inittial basis.

    a

    the M-by-N constraint matrix

    b

    the M-length limit/RHS vector (input b_i negative for surplus)

    c

    the N-length cost vector

  2. new Simplex(a: MatrixD, b: VectorD, c: VectorD, x_B: Array[Int])

    a

    the M-by-N constraint matrix

    b

    the M-length limit/RHS vector (input b_i negative for surplus)

    c

    the N-length cost vector

    x_B

    the indices of the initial basis (if not available use Simple2P)

Value Members

  1. final def !=(arg0: Any): Boolean

    Definition Classes
    AnyRef → Any
  2. final def ##(): Int

    Definition Classes
    AnyRef → Any
  3. final def ==(arg0: Any): Boolean

    Definition Classes
    AnyRef → Any
  4. val EPSILON: Double

    Attributes
    protected
    Definition Classes
    MinimizerLP
  5. final def asInstanceOf[T0]: T0

    Definition Classes
    Any
  6. def check(x: VectorD, y: VectorD, f: Double): Boolean

    Determine whether the current solution is correct.

    Determine whether the current solution is correct.

    x

    the primal solution vector x

    y

    the dual solution vector y

    f

    the minimum value of the objective function

    Definition Classes
    MinimizerLP
  7. val checker: CheckLP

    Definition Classes
    SimplexMinimizerLP
  8. def clone(): AnyRef

    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  9. def dual: VectorD

    Return the dual solution vector y (cost row (M) under the slack columns).

  10. def entering(): Int

    Find the best variable x_l to enter the basis.

    Find the best variable x_l to enter the basis. Determine the index of entering variable corresponding to COLUMN l (e.g., using Dantiz's Rule or Bland's Rule). Return -1 to indicate no such column. t(M).argmaxPos (JJ) // use Dantiz's rule (index of max +ve, cycling possible) t(M).firstPos (JJ) // use Bland's rule (index of first +ve, FPE possible)

  11. final def eq(arg0: AnyRef): Boolean

    Definition Classes
    AnyRef
  12. def equals(arg0: Any): Boolean

    Definition Classes
    AnyRef → Any
  13. def finalize(): Unit

    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( classOf[java.lang.Throwable] )
  14. def flaw(method: String, message: String): Unit

    Show the flaw by printing the error message.

    Show the flaw by printing the error message.

    method

    the method where the error occurred

    message

    the error message

    Definition Classes
    Error
  15. final def getClass(): Class[_]

    Definition Classes
    AnyRef → Any
  16. def hashCode(): Int

    Definition Classes
    AnyRef → Any
  17. def infeasible: Boolean

    Determine whether the current solution (x = primal) is still primal feasible.

  18. final def isInstanceOf[T0]: Boolean

    Definition Classes
    Any
  19. def leaving(l: Int): Int

    Find the best variable x_k to leave the basis given that x_l is entering.

    Find the best variable x_k to leave the basis given that x_l is entering. Determine the index of the leaving variable corresponding to ROW k using the Min-Ratio Rule. Return -1 to indicate no such row.

    l

    the entering variable (column)

  20. final def ne(arg0: AnyRef): Boolean

    Definition Classes
    AnyRef
  21. final def notify(): Unit

    Definition Classes
    AnyRef
  22. final def notifyAll(): Unit

    Definition Classes
    AnyRef
  23. def objF(x: VectorD): Double

    Return the value of the objective function f(x) = c x.

    Return the value of the objective function f(x) = c x.

    x

    the coordinate values of the current point

    Definition Classes
    SimplexMinimizerLP
  24. def pivot(k: Int, l: Int): Unit

    Pivot on entry (k, l) using Gauss-Jordan elimination to replace variable x_k with x_l in the basis.

    Pivot on entry (k, l) using Gauss-Jordan elimination to replace variable x_k with x_l in the basis.

    k

    the leaving variable (row)

    l

    the entering variable (column)

  25. def primal: VectorD

    Return the primal solution vector x (only the basic variables are non-zero).

  26. def showTableau(iter: Int): Unit

    Show the current tableau.

    Show the current tableau.

    iter

    the number of iterations do far

  27. def solve(): VectorD

    Run the Simplex Algorithm starting from an initial BFS and iteratively find a non-basic variable to replace a variable in the current basis so long as the objective function improves.

    Run the Simplex Algorithm starting from an initial BFS and iteratively find a non-basic variable to replace a variable in the current basis so long as the objective function improves. Return the optimal vector x.

    Definition Classes
    SimplexMinimizerLP
  28. final def synchronized[T0](arg0: ⇒ T0): T0

    Definition Classes
    AnyRef
  29. def toString(): String

    Convert the current tableau and basis to a string suitable for display.

    Convert the current tableau and basis to a string suitable for display.

    Definition Classes
    Simplex → AnyRef → Any
  30. final def wait(): Unit

    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  31. final def wait(arg0: Long, arg1: Int): Unit

    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  32. final def wait(arg0: Long): Unit

    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

Inherited from MinimizerLP

Inherited from Error

Inherited from AnyRef

Inherited from Any

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