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package Algorithm::Simplex; |
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1355
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use Moo; |
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2091
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use MooX::Types::MooseLike::Base qw( ArrayRef HashRef Num Int Str ); |
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use namespace::clean; |
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use Carp; |
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4119
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our $VERSION = '0.44'; |
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has tableau => ( |
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is => 'rw', |
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isa => ArrayRef [ ArrayRef [Num] ], |
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required => 1, |
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); |
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has display_tableau => ( |
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is => 'lazy', |
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isa => ArrayRef [ ArrayRef [Str] ], |
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); |
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has objective_function_value => ( |
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is => 'lazy', |
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isa => Str, |
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); |
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has number_of_rows => ( |
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is => 'lazy', |
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isa => Int, |
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init_arg => undef, |
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); |
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has number_of_columns => ( |
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is => 'lazy', |
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isa => Int, |
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init_arg => undef, |
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); |
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has number_of_pivots_made => ( |
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is => 'rw', |
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isa => Int, |
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default => sub { 0 }, |
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); |
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has EPSILON => ( |
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is => 'rw', |
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isa => Num, |
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default => sub { 1e-13 }, |
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); |
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has MAXIMUM_PIVOTS => ( |
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is => 'rw', |
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isa => Int, |
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default => sub { 200 }, |
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); |
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has x_variables => ( |
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is => 'lazy', |
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isa => ArrayRef [ HashRef [Str] ], |
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); |
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has 'y_variables' => ( |
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is => 'lazy', |
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isa => ArrayRef [ HashRef [Str] ], |
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); |
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has u_variables => ( |
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is => 'lazy', |
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isa => ArrayRef [ HashRef [Str] ], |
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); |
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has v_variables => ( |
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is => 'lazy', |
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isa => ArrayRef [ HashRef [Str] ], |
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); |
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72
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=head1 Name |
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74
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Algorithm::Simplex - Simplex Algorithm Implementation using Tucker Tableaux |
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=head1 Synopsis |
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78
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Given a linear program formulated as a Tucker tableau, a 2D matrix or |
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ArrayRef[ArrayRef] in Perl, seek an optimal solution. |
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81
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use Algorithm::Simplex::Rational; |
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my $matrix = [ |
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[ 5, 2, 30], |
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[ 3, 4, 20], |
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[10, 8, 0], |
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]; |
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my $tableau = Algorithm::Simplex::Rational->new( tableau => $matrix ); |
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$tableau->solve; |
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my ($primal_solution, $dual_solution) = $tableau->current_solution; |
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91
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=head1 Methods |
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=head2 _build_number_of_rows |
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Set the number of rows. |
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This number represent the number of rows of the |
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coefficient matrix. It is one less than the full tableau. |
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99
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=cut |
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101
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sub _build_number_of_rows { |
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my $self = shift; |
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104
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return scalar @{ $self->tableau } - 1; |
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407
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105
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} |
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107
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=head2 _build_number_of_columns |
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109
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Set the number of columns given the tableau matrix. |
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This number represent the number of columns of the |
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coefficient matrix. |
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113
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=cut |
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115
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sub _build_number_of_columns { |
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my $self = shift; |
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return scalar @{ $self->tableau->[0] } - 1; |
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} |
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121
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=head2 _build_x_variables |
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Set x variable names for the given tableau, x1, x2 ... xn |
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These are the decision variables of the maximization problem. |
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The maximization problem is read horizontally in a Tucker tableau. |
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=cut |
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sub _build_x_variables { |
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my $self = shift; |
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my $x_vars; |
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for my $j (0 .. $self->number_of_columns - 1) { |
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my $x_index = $j + 1; |
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$x_vars->[$j]->{'generic'} = 'x' . $x_index; |
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} |
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return $x_vars; |
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} |
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=head2 _build_y_variables |
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Set y variable names for the given tableau. |
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These are the slack variables of the maximization problem. |
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145
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=cut |
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sub _build_y_variables { |
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my $self = shift; |
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my $y_vars; |
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for my $i (0 .. $self->number_of_rows - 1) { |
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my $y_index = $i + 1; |
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$y_vars->[$i]->{'generic'} = 'y' . $y_index; |
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} |
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return $y_vars; |
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} |
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=head2 _build_u_variables |
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Set u variable names for the given tableau. |
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These are the slack variables of the minimization problem. |
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163
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=cut |
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165
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sub _build_u_variables { |
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my $self = shift; |
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my $u_vars; |
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for my $j (0 .. $self->number_of_columns - 1) { |
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my $u_index = $j + 1; |
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$u_vars->[$j]->{'generic'} = 'u' . $u_index; |
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} |
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return $u_vars; |
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} |
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=head2 _build_v_variables |
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Set v variable names for the given tableau: v1, v2 ... vm |
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These are the decision variables for the minimization problem. |
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The minimization problem is read horizontally in a Tucker tableau. |
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182
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=cut |
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184
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sub _build_v_variables { |
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my $self = shift; |
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my $v_vars; |
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for my $i (0 .. $self->number_of_rows - 1) { |
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my $v_index = $i + 1; |
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$v_vars->[$i]->{'generic'} = 'v' . $v_index; |
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} |
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return $v_vars; |
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} |
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195
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sub _build_display_tableau { |
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my $self = shift; |
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return $self->tableau; |
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} |
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200
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sub _build_objective_function_value { |
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my $self = shift; |
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return $self->display_tableau->[ $self->number_of_rows ] |
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->[ $self->number_of_columns ] * (-1); |
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} |
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206
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=head2 get_bland_number_for |
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208
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Given a column number (which represents a u variable) build the bland number |
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from the generic variable name. |
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211
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=cut |
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213
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sub get_bland_number_for { |
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1
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my $self = shift; |
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my $variable_type = shift; |
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120
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177
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my $variables = $variable_type . '_variables'; |
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120
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142
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my $index = shift; |
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120
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1794
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my $generic_name = $self->$variables->[$index]->{'generic'}; |
219
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220
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120
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4071
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my ($var, $num); |
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120
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308
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if ($generic_name =~ m{(.)(\d+)}mxs) { |
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$var = $1; |
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$num = $2; |
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} |
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else { |
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0
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0
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croak "The generic variable names have format issues.\n"; |
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} |
228
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120
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0
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218
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my $start_num = |
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0
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50
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100
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229
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$var eq 'x' ? 1 |
230
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: $var eq 'y' ? 2 |
231
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: $var eq 'v' ? 4 |
232
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: $var eq 'u' ? 3 |
233
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: croak "Variable name: $var does not equal x, y, v or u"; |
234
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120
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207
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my $bland_number = $start_num . $num; |
235
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120
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277
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return $bland_number; |
236
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} |
237
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238
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=head2 determine_bland_pivot_column_number |
239
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240
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Find the pivot column using Bland ordering technique to prevent cycles. |
241
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242
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=cut |
243
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244
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sub determine_bland_pivot_column_number { |
245
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40
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40
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1
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83
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my ($self, @simplex_pivot_column_numbers) = @_; |
246
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247
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40
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53
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my @bland_number_for_simplex_pivot_column; |
248
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40
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68
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foreach my $col_number (@simplex_pivot_column_numbers) { |
249
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74
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147
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push @bland_number_for_simplex_pivot_column, |
250
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$self->get_bland_number_for('x', $col_number); |
251
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} |
252
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253
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# Pass blands number to routine that returns index of location where minimum bland occurs. |
254
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# Use this index to return the bland column column number from @positive_profit_column_numbers |
255
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40
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100
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my @bland_column_number_index = |
256
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$self->min_index(\@bland_number_for_simplex_pivot_column); |
257
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40
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68
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my $bland_column_number_index = $bland_column_number_index[0]; |
258
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259
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40
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81
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return $simplex_pivot_column_numbers[$bland_column_number_index]; |
260
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} |
261
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262
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=head2 determine_bland_pivot_row_number |
263
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264
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Find the pivot row using Bland ordering technique to prevent cycles. |
265
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266
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=cut |
267
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268
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sub determine_bland_pivot_row_number { |
269
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40
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40
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1
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78
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my ($self, $positive_ratios, $positive_ratio_row_numbers) = @_; |
270
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271
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# Now that we have the ratios and their respective rows we can find the min |
272
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# and then select the lowest bland min if there are ties. |
273
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40
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83
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my @min_indices = $self->min_index($positive_ratios); |
274
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my @min_ratio_row_numbers = |
275
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40
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67
|
map { $positive_ratio_row_numbers->[$_] } @min_indices; |
|
46
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100
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276
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40
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58
|
my @bland_number_for_min_ratio_rows; |
277
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40
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65
|
foreach my $row_number (@min_ratio_row_numbers) { |
278
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46
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118
|
push @bland_number_for_min_ratio_rows, |
279
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|
$self->get_bland_number_for('y', $row_number); |
280
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} |
281
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282
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# Pass blands number to routine that returns index of location where minimum bland occurs. |
283
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|
# Use this index to return the bland row number. |
284
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40
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90
|
my @bland_min_ratio_row_index = |
285
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|
|
$self->min_index(\@bland_number_for_min_ratio_rows); |
286
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40
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61
|
my $bland_min_ratio_row_index = $bland_min_ratio_row_index[0]; |
287
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40
|
|
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|
81
|
return $min_ratio_row_numbers[$bland_min_ratio_row_index]; |
288
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|
|
} |
289
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290
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|
=head2 min_index |
291
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|
292
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|
|
Determine the index of the element with minimal value. |
293
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|
|
Used when finding bland pivots. |
294
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295
|
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|
|
=cut |
296
|
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|
297
|
|
|
|
|
|
|
sub min_index { |
298
|
120
|
|
|
120
|
1
|
179
|
my ($self, $l) = @_; |
299
|
120
|
|
|
|
|
140
|
my $n = @{$l}; |
|
120
|
|
|
|
|
164
|
|
300
|
120
|
50
|
|
|
|
210
|
if (!$n) { |
301
|
0
|
|
|
|
|
0
|
return (); |
302
|
|
|
|
|
|
|
} |
303
|
120
|
|
|
|
|
177
|
my $v_min = $l->[0]; |
304
|
120
|
|
|
|
|
183
|
my @i_min = (0); |
305
|
|
|
|
|
|
|
|
306
|
120
|
|
|
|
|
215
|
for my $i (1 .. $n - 1) { |
307
|
118
|
100
|
|
|
|
296
|
if ($l->[$i] < $v_min) { |
|
|
100
|
|
|
|
|
|
308
|
24
|
|
|
|
|
35
|
$v_min = $l->[$i]; |
309
|
24
|
|
|
|
|
40
|
@i_min = ($i); |
310
|
|
|
|
|
|
|
} |
311
|
|
|
|
|
|
|
elsif ($l->[$i] == $v_min) { |
312
|
6
|
|
|
|
|
9
|
push @i_min, $i; |
313
|
|
|
|
|
|
|
} |
314
|
|
|
|
|
|
|
} |
315
|
120
|
|
|
|
|
233
|
return @i_min; |
316
|
|
|
|
|
|
|
|
317
|
|
|
|
|
|
|
} |
318
|
|
|
|
|
|
|
|
319
|
|
|
|
|
|
|
=head2 exchange_pivot_variables |
320
|
|
|
|
|
|
|
|
321
|
|
|
|
|
|
|
Exchange the variables when a pivot is done. The method pivot() does the |
322
|
|
|
|
|
|
|
algrebra while this method does the variable swapping, and thus tracking of |
323
|
|
|
|
|
|
|
what variables take on non-zero values. This is needed to accurately report |
324
|
|
|
|
|
|
|
an optimal solution. |
325
|
|
|
|
|
|
|
|
326
|
|
|
|
|
|
|
=cut |
327
|
|
|
|
|
|
|
|
328
|
|
|
|
|
|
|
sub exchange_pivot_variables { |
329
|
40
|
|
|
40
|
1
|
160
|
my $self = shift; |
330
|
40
|
|
|
|
|
57
|
my $pivot_row_number = shift; |
331
|
40
|
|
|
|
|
49
|
my $pivot_column_number = shift; |
332
|
|
|
|
|
|
|
|
333
|
|
|
|
|
|
|
# exchange variables based on $pivot_column_number and $pivot_row_number |
334
|
40
|
|
|
|
|
538
|
my $increasing_primal_variable = $self->x_variables->[$pivot_column_number]; |
335
|
40
|
|
|
|
|
720
|
my $zeroeing_primal_variable = $self->y_variables->[$pivot_row_number]; |
336
|
40
|
|
|
|
|
708
|
$self->x_variables->[$pivot_column_number] = $zeroeing_primal_variable; |
337
|
40
|
|
|
|
|
719
|
$self->y_variables->[$pivot_row_number] = $increasing_primal_variable; |
338
|
|
|
|
|
|
|
|
339
|
40
|
|
|
|
|
752
|
my $increasing_dual_variable = $self->v_variables->[$pivot_row_number]; |
340
|
40
|
|
|
|
|
2379
|
my $zeroeing_dual_variable = $self->u_variables->[$pivot_column_number]; |
341
|
40
|
|
|
|
|
2172
|
$self->v_variables->[$pivot_row_number] = $zeroeing_dual_variable; |
342
|
40
|
|
|
|
|
681
|
$self->u_variables->[$pivot_column_number] = $increasing_dual_variable; |
343
|
40
|
|
|
|
|
252
|
return; |
344
|
|
|
|
|
|
|
} |
345
|
|
|
|
|
|
|
|
346
|
|
|
|
|
|
|
=head2 get_row_and_column_numbers |
347
|
|
|
|
|
|
|
|
348
|
|
|
|
|
|
|
Get the dimensions of the tableau. |
349
|
|
|
|
|
|
|
|
350
|
|
|
|
|
|
|
=cut |
351
|
|
|
|
|
|
|
|
352
|
|
|
|
|
|
|
sub get_row_and_column_numbers { |
353
|
0
|
|
|
0
|
1
|
0
|
my $self = shift; |
354
|
0
|
|
|
|
|
0
|
return $self->number_of_rows, $self->number_of_columns; |
355
|
|
|
|
|
|
|
} |
356
|
|
|
|
|
|
|
|
357
|
|
|
|
|
|
|
=head2 determine_bland_pivot_row_and_column_numbers |
358
|
|
|
|
|
|
|
|
359
|
|
|
|
|
|
|
Higher level function that uses others to return the (bland) pivot point. |
360
|
|
|
|
|
|
|
|
361
|
|
|
|
|
|
|
=cut |
362
|
|
|
|
|
|
|
|
363
|
|
|
|
|
|
|
sub determine_bland_pivot_row_and_column_numbers { |
364
|
40
|
|
|
40
|
1
|
104
|
my $self = shift; |
365
|
|
|
|
|
|
|
|
366
|
40
|
|
|
|
|
99
|
my @simplex_pivot_columns = $self->determine_simplex_pivot_columns; |
367
|
40
|
|
|
|
|
112
|
my $pivot_column_number = |
368
|
|
|
|
|
|
|
$self->determine_bland_pivot_column_number(@simplex_pivot_columns); |
369
|
40
|
|
|
|
|
111
|
my ($positive_ratios, $positive_ratio_row_numbers) = |
370
|
|
|
|
|
|
|
$self->determine_positive_ratios($pivot_column_number); |
371
|
40
|
|
|
|
|
104
|
my $pivot_row_number = |
372
|
|
|
|
|
|
|
$self->determine_bland_pivot_row_number($positive_ratios, |
373
|
|
|
|
|
|
|
$positive_ratio_row_numbers); |
374
|
|
|
|
|
|
|
|
375
|
40
|
|
|
|
|
128
|
return ($pivot_row_number, $pivot_column_number); |
376
|
|
|
|
|
|
|
} |
377
|
|
|
|
|
|
|
|
378
|
|
|
|
|
|
|
1; |
379
|
|
|
|
|
|
|
|
380
|
|
|
|
|
|
|
__END__ |