/* 120: */
/* 121: */ public PointValuePair doOptimize()
/* 122: */ throws MaxCountExceededException, UnboundedSolutionException,
NoFeasibleSolutionException
/* 123: */ {
/* 124:187 */ SimplexTableau tableau =
new SimplexTableau(
getFunction(),
getConstraints(),
getGoalType(),
restrictToNonNegative(),
this.epsilon,
this.maxUlps);
/* 125: */
/* 126: */
/* 127: */
/* 128: */
/* 129: */
/* 130: */
/* 131: */
/* 132:195 */ solvePhase1(tableau);
/* 133:196 */ tableau.dropPhase1Objective();
/* 134:198 */ while (!tableau.isOptimal()) {
/* 135:199 */ doIteration(tableau);
/* 136: */ }
/* 137:201 */ return tableau.getSolution();
/* 138: */ }
/**
* Returns the column with the most negative coefficient in the objective function row.
*
* @param tableau simple tableau for the problem
* @return column with the most negative coefficient
*/
private Integer getPivotColumn(SimplexTableau tableau) {
double minValue = 0;
Integer minPos = null;
for (int i = tableau.getNumObjectiveFunctions(); i < tableau.getWidth() - 1; i++) {
if (MathUtils.compareTo(tableau.getEntry(0, i), minValue, epsilon) < 0) {
minValue = tableau.getEntry(0, i);
minPos = i;
}
}
return minPos;
}
/** {@inheritDoc} */
@Override
public RealPointValuePair doOptimize() throws OptimizationException {
final SimplexTableau tableau =
new SimplexTableau(f, constraints, goalType, restrictToNonNegative, epsilon);
solvePhase1(tableau);
tableau.discardArtificialVariables();
while (!isOptimal(tableau)) {
doIteration(tableau);
}
return tableau.getSolution();
}
/**
* Returns whether the problem is at an optimal state.
*
* @param tableau simple tableau for the problem
* @return whether the model has been solved
*/
public boolean isOptimal(final SimplexTableau tableau) {
if (tableau.getNumArtificialVariables() > 0) {
return false;
}
for (int i = tableau.getNumObjectiveFunctions(); i < tableau.getWidth() - 1; i++) {
if (MathUtils.compareTo(tableau.getEntry(0, i), 0, epsilon) < 0) {
return false;
}
}
return true;
}
/**
* Returns the column with the most negative coefficient in the objective function row.
*
* @param tableau Simple tableau for the problem.
* @return the column with the most negative coefficient.
*/
private Integer getPivotColumn(SimplexTableau tableau) {
double minValue = 0;
Integer minPos = null;
for (int i = tableau.getNumObjectiveFunctions(); i < tableau.getWidth() - 1; i++) {
final double entry = tableau.getEntry(0, i);
// check if the entry is strictly smaller than the current minimum
// do not use a ulp/epsilon check
if (entry < minValue) {
minValue = entry;
minPos = i;
}
}
return minPos;
}
/* 27: */
/* 28: */ private Integer getPivotColumn(SimplexTableau tableau) /* 29: */ {
/* 30: 70 */ double minValue = 0.0D;
/* 31: 71 */ Integer minPos = null;
/* 32: 72 */ for (int i = tableau.getNumObjectiveFunctions(); i < tableau.getWidth() - 1; i++)
/* 33: */ {
/* 34: 73 */ double entry = tableau.getEntry(0, i);
/* 35: 74 */ if (Precision.compareTo(entry, minValue, this.maxUlps) < 0)
/* 36: */ {
/* 37: 75 */ minValue = entry;
/* 38: 76 */ minPos = Integer.valueOf(i);
/* 39: */ }
/* 40: */ }
/* 41: 79 */ return minPos;
/* 42: */ }
/**
* Solves Phase 1 of the Simplex method.
*
* @param tableau simple tableau for the problem
* @exception OptimizationException if the maximal number of iterations is exceeded, or if the
* problem is found not to have a bounded solution, or if there is no feasible solution
*/
protected void solvePhase1(final SimplexTableau tableau) throws OptimizationException {
// make sure we're in Phase 1
if (tableau.getNumArtificialVariables() == 0) {
return;
}
while (!isPhase1Solved(tableau)) {
doIteration(tableau);
}
// if W is not zero then we have no feasible solution
if (!MathUtils.equals(tableau.getEntry(0, tableau.getRhsOffset()), 0, epsilon)) {
throw new NoFeasibleSolutionException();
}
}
/* 106: */
/* 107: */ protected void solvePhase1(SimplexTableau tableau)
/* 108: */ throws MaxCountExceededException, UnboundedSolutionException,
NoFeasibleSolutionException
/* 109: */ {
/* 110:169 */ if (tableau.getNumArtificialVariables() == 0) {
/* 111:170 */ return;
/* 112: */ }
/* 113:173 */ while (!tableau.isOptimal()) {
/* 114:174 */ doIteration(tableau);
/* 115: */ }
/* 116:178 */ if (!Precision.equals(
tableau.getEntry(0, tableau.getRhsOffset()), 0.0D, this.epsilon)) {
/* 117:179 */ throw new NoFeasibleSolutionException();
/* 118: */ }
/* 119: */ }
/**
* Returns the row with the minimum ratio as given by the minimum ratio test (MRT).
*
* @param tableau simple tableau for the problem
* @param col the column to test the ratio of. See {@link #getPivotColumn(SimplexTableau)}
* @return row with the minimum ratio
*/
private Integer getPivotRow(final int col, final SimplexTableau tableau) {
double minRatio = Double.MAX_VALUE;
Integer minRatioPos = null;
for (int i = tableau.getNumObjectiveFunctions(); i < tableau.getHeight(); i++) {
final double rhs = tableau.getEntry(i, tableau.getWidth() - 1);
final double entry = tableau.getEntry(i, col);
if (MathUtils.compareTo(entry, 0, epsilon) > 0) {
final double ratio = rhs / entry;
if (ratio < minRatio) {
minRatio = ratio;
minRatioPos = i;
}
}
}
return minRatioPos;
}
/**
* Solves Phase 1 of the Simplex method.
*
* @param tableau Simple tableau for the problem.
* @throws TooManyIterationsException if the allowed number of iterations has been exhausted.
* @throws UnboundedSolutionException if the model is found not to have a bounded solution.
* @throws NoFeasibleSolutionException if there is no feasible solution?
*/
protected void solvePhase1(final SimplexTableau tableau)
throws TooManyIterationsException, UnboundedSolutionException, NoFeasibleSolutionException {
// make sure we're in Phase 1
if (tableau.getNumArtificialVariables() == 0) {
return;
}
while (!tableau.isOptimal()) {
doIteration(tableau);
}
// if W is not zero then we have no feasible solution
if (!Precision.equals(tableau.getEntry(0, tableau.getRhsOffset()), 0d, epsilon)) {
throw new NoFeasibleSolutionException();
}
}
/* 85: */
/* 86: */ protected void doIteration(SimplexTableau tableau)
/* 87: */ throws MaxCountExceededException, UnboundedSolutionException
/* 88: */ {
/* 89:137 */ incrementIterationsCounter();
/* 90: */
/* 91:139 */ Integer pivotCol = getPivotColumn(tableau);
/* 92:140 */ Integer pivotRow = getPivotRow(tableau, pivotCol.intValue());
/* 93:141 */ if (pivotRow == null) {
/* 94:142 */ throw new UnboundedSolutionException();
/* 95: */ }
/* 96:146 */ double pivotVal = tableau.getEntry(pivotRow.intValue(), pivotCol.intValue());
/* 97:147 */ tableau.divideRow(pivotRow.intValue(), pivotVal);
/* 98:150 */ for (int i = 0; i < tableau.getHeight(); i++) {
/* 99:151 */ if (i != pivotRow.intValue())
/* 100: */ {
/* 101:152 */ double multiplier = tableau.getEntry(i, pivotCol.intValue());
/* 102:153 */ tableau.subtractRow(i, pivotRow.intValue(), multiplier);
/* 103: */ }
/* 104: */ }
/* 105: */ }
/** {@inheritDoc} */
@Override
public PointValuePair doOptimize()
throws MaxCountExceededException, UnboundedSolutionException, NoFeasibleSolutionException {
final SimplexTableau tableau =
new SimplexTableau(
getFunction(),
getConstraints(),
getGoalType(),
restrictToNonNegative(),
epsilon,
maxUlps);
solvePhase1(tableau);
tableau.dropPhase1Objective();
while (!tableau.isOptimal()) {
doIteration(tableau);
}
return tableau.getSolution();
}
/**
* Runs one iteration of the Simplex method on the given model.
*
* @param tableau simple tableau for the problem
* @throws OptimizationException if the maximal iteration count has been exceeded or if the model
* is found not to have a bounded solution
*/
protected void doIteration(final SimplexTableau tableau) throws OptimizationException {
incrementIterationsCounter();
Integer pivotCol = getPivotColumn(tableau);
Integer pivotRow = getPivotRow(pivotCol, tableau);
if (pivotRow == null) {
throw new UnboundedSolutionException();
}
// set the pivot element to 1
double pivotVal = tableau.getEntry(pivotRow, pivotCol);
tableau.divideRow(pivotRow, pivotVal);
// set the rest of the pivot column to 0
for (int i = 0; i < tableau.getHeight(); i++) {
if (i != pivotRow) {
double multiplier = tableau.getEntry(i, pivotCol);
tableau.subtractRow(i, pivotRow, multiplier);
}
}
}
/* 43: */
/* 44: */ private Integer getPivotRow(SimplexTableau tableau, int col) /* 45: */ {
/* 46: 90 */ List<Integer> minRatioPositions = new ArrayList();
/* 47: 91 */ double minRatio = 1.7976931348623157E+308D;
/* 48: 92 */ for (int i = tableau.getNumObjectiveFunctions(); i < tableau.getHeight(); i++)
/* 49: */ {
/* 50: 93 */ double rhs = tableau.getEntry(i, tableau.getWidth() - 1);
/* 51: 94 */ double entry = tableau.getEntry(i, col);
/* 52: 96 */ if (Precision.compareTo(entry, 0.0D, this.maxUlps) > 0)
/* 53: */ {
/* 54: 97 */ double ratio = rhs / entry;
/* 55: 98 */ int cmp = Precision.compareTo(ratio, minRatio, this.maxUlps);
/* 56: 99 */ if (cmp == 0)
/* 57: */ {
/* 58:100 */ minRatioPositions.add(Integer.valueOf(i));
/* 59: */ }
/* 60:101 */ else if (cmp < 0)
/* 61: */ {
/* 62:102 */ minRatio = ratio;
/* 63:103 */ minRatioPositions = new ArrayList();
/* 64:104 */ minRatioPositions.add(Integer.valueOf(i));
/* 65: */ }
/* 66: */ }
/* 67: */ }
/* 68:109 */ if (minRatioPositions.size() == 0) {
/* 69:110 */ return null;
/* 70: */ }
/* 71:111 */ if (minRatioPositions.size() > 1) {
/* 72:114 */ for (Integer row : minRatioPositions) {
/* 73:115 */ for (int i = 0; i < tableau.getNumArtificialVariables(); i++)
/* 74: */ {
/* 75:116 */ int column = i + tableau.getArtificialVariableOffset();
/* 76:117 */ double entry = tableau.getEntry(row.intValue(), column);
/* 77:118 */ if ((Precision.equals(entry, 1.0D, this.maxUlps))
&& (row.equals(tableau.getBasicRow(column)))) {
/* 78:120 */ return row;
/* 79: */ }
/* 80: */ }
/* 81: */ }
/* 82: */ }
/* 83:125 */ return (Integer) minRatioPositions.get(0);
/* 84: */ }
/**
* Returns the row with the minimum ratio as given by the minimum ratio test (MRT).
*
* @param tableau Simple tableau for the problem.
* @param col Column to test the ratio of (see {@link #getPivotColumn(SimplexTableau)}).
* @return the row with the minimum ratio.
*/
private Integer getPivotRow(SimplexTableau tableau, final int col) {
// create a list of all the rows that tie for the lowest score in the minimum ratio test
List<Integer> minRatioPositions = new ArrayList<Integer>();
double minRatio = Double.MAX_VALUE;
for (int i = tableau.getNumObjectiveFunctions(); i < tableau.getHeight(); i++) {
final double rhs = tableau.getEntry(i, tableau.getWidth() - 1);
final double entry = tableau.getEntry(i, col);
if (Precision.compareTo(entry, 0d, maxUlps) > 0) {
final double ratio = rhs / entry;
// check if the entry is strictly equal to the current min ratio
// do not use a ulp/epsilon check
final int cmp = Double.compare(ratio, minRatio);
if (cmp == 0) {
minRatioPositions.add(i);
} else if (cmp < 0) {
minRatio = ratio;
minRatioPositions = new ArrayList<Integer>();
minRatioPositions.add(i);
}
}
}
if (minRatioPositions.size() == 0) {
return null;
} else if (minRatioPositions.size() > 1) {
// there's a degeneracy as indicated by a tie in the minimum ratio test
// 1. check if there's an artificial variable that can be forced out of the basis
if (tableau.getNumArtificialVariables() > 0) {
for (Integer row : minRatioPositions) {
for (int i = 0; i < tableau.getNumArtificialVariables(); i++) {
int column = i + tableau.getArtificialVariableOffset();
final double entry = tableau.getEntry(row, column);
if (Precision.equals(entry, 1d, maxUlps) && row.equals(tableau.getBasicRow(column))) {
return row;
}
}
}
}
// 2. apply Bland's rule to prevent cycling:
// take the row for which the corresponding basic variable has the smallest index
//
// see http://www.stanford.edu/class/msande310/blandrule.pdf
// see http://en.wikipedia.org/wiki/Bland%27s_rule (not equivalent to the above paper)
//
// Additional heuristic: if we did not get a solution after half of maxIterations
// revert to the simple case of just returning the top-most row
// This heuristic is based on empirical data gathered while investigating MATH-828.
if (getEvaluations() < getMaxEvaluations() / 2) {
Integer minRow = null;
int minIndex = tableau.getWidth();
final int varStart = tableau.getNumObjectiveFunctions();
final int varEnd = tableau.getWidth() - 1;
for (Integer row : minRatioPositions) {
for (int i = varStart; i < varEnd && !row.equals(minRow); i++) {
final Integer basicRow = tableau.getBasicRow(i);
if (basicRow != null && basicRow.equals(row) && i < minIndex) {
minIndex = i;
minRow = row;
}
}
}
return minRow;
}
}
return minRatioPositions.get(0);
}