Beispiel #1
0
void simplex(Tableau *tab) {
  int loop=0;
  add_slack_variables(tab);
  check_b_positive(tab);
  print_tableau(tab,"Padded with slack variables");
  while( ++loop ) {
    int pivot_col, pivot_row;

    pivot_col = find_pivot_column(tab);
    if( pivot_col < 0 ) {
      printf("Found optimal value=A[0,0]=%3.2lf (no negatives in row 0).\n",
        tab->mat[0][0]);
      print_optimal_vector(tab, "Optimal vector");
      break;
    }
    printf("Entering variable x%d to be made basic, so pivot_col=%d.\n",
      pivot_col, pivot_col);

    pivot_row = find_pivot_row(tab, pivot_col);
    if (pivot_row < 0) {
      printf("unbounded (no pivot_row).\n");
      break;
    }
    printf("Leaving variable x%d, so pivot_row=%d\n", pivot_row, pivot_row);

    pivot_on(tab, pivot_row, pivot_col);
    print_tableau(tab,"After pivoting");
    print_optimal_vector(tab, "Basic feasible solution");

    if(loop > 20) {
      printf("Too many iterations > %d.\n", loop);
      break;
    }
  }
}
Beispiel #2
0
unsigned int simplex(const int m, const int n, lp_t * p) {
    // init DFE
    max_file_t * maxfile = Simplex_init();
	max_engine_t * engine = max_load(maxfile, "*");
	// align for streaming
	int align_m, align_n;
	lp_t * align_p = copy_aligned(m, n, p, &align_m, &align_n);
	if (trace > 0) printf("aligned: %dx%d -> %dx%d\n", m, n, align_m, align_n);
	// reserve buffers
	lp_t * pivcol = (lp_t *) malloc(align_m * sizeof(lp_t));
	lp_t * pivrow = (lp_t *) malloc(align_n * sizeof(lp_t));
	// Simplex action to call DFE
	Simplex_actions_t act;
	act.param_m = align_m;
	act.param_n = align_n;
	act.instream_pivcol = pivcol;
	act.instream_pivrow = pivrow;
	act.instream_x = align_p;
	act.outstream_y = align_p;
	// main loop
	unsigned int count = 0;
	while (count < max_iterations || max_iterations == 0) {
		// column
		int col = pivot_rule == 0 ? find_pivot_column_first(align_n, align_p) : find_pivot_column_max(align_n, align_p);
		if (col < 0) break;	// optimum found
		// row
		int row = find_pivot_row(align_m, align_n, align_p, col);
		if (row < 0) { align_p[0] = NAN; break; }	// unbounded
		// pivoting
		count++;
		lp_t pivot = align_p[row * align_n + col];
		if (trace > 0) printf("%d: pivoting on %d, %d: %"lp_t_fmt1"\n", count, row, col, pivot);
		// store pivcol & pivrow for DFE streaming
		for (int i = 0; i < align_m; i++) pivcol[i] = align_p[i * align_n + col];
		for (int j = 0; j < align_n; j++) pivrow[j] = align_p[row * align_n + j];
		// call DFE for pivoting
		act.param_row = row;
		act.param_col = col;
		act.param_pivot = 1 / pivot;
		Simplex_run(engine, &act);
        // tracing
		if (trace >= 9) write_bg(stdout, m, n, p);
		if (trace >= 2) print_obj(n, p);
        if (trace >= 3) print_bounds(m, n, p);
	}
	// unload DFE
	max_unload(engine);
	// free buffers
	free(pivcol);
	free(pivrow);
	p[0] = align_p[0];
	return count;
}
Beispiel #3
0
static void perform_partial_pivot(matrix_t * A, vector_t * b, int k)
{
    int pivot_row = find_pivot_row(A, k, k);
    double * tmp,
           tmp_d;
    
    if (pivot_row == k) {
        return; /* no need to pivot */
    }
            
    /* swap the pivot row and the current */
    tmp                 = A->data[pivot_row];
    A->data[pivot_row]  = A->data[k];
    A->data[k]          = tmp;
    
    tmp_d               = b->data[pivot_row];
    b->data[pivot_row]  = b->data[k];
    b->data[k]          = tmp_d;
}
Beispiel #4
0
unsigned int simplex(const int m, const int n, lp_t * p) {
    // init DFE
    max_file_t * maxfile = Simplex_init();
	max_engine_t * engine = max_load(maxfile, "*");
	// align for streaming
	int align_m, align_n;
	lp_t * align_p = copy_aligned(m, n, p, &align_m, &align_n);
	if (trace > 0) printf("aligned: %dx%d -> %dx%d\n", m, n, align_m, align_n);
	// reserve buffers
	lp_t * c = malloc(align_n * sizeof(lp_t));
	lp_t * ratio = malloc(align_m * sizeof(lp_t));
	lp_t * pivcol = malloc(align_m * sizeof(lp_t));
	lp_t * pivrow = malloc(align_n * sizeof(lp_t));
	// init buffers: c, ratio, pivcol, pivrow
	for (int j = 0; j < n; j++) c[j] = p[j];
	uint64_t col = find_pivot_column_max(n, c);
	for (int i = 0; i < align_m; ++i) {
		pivcol[i] = align_p[i * align_n + col];
		ratio[i] = align_p[i * align_n] / pivcol[i];
	}
	int row = find_pivot_row(m, ratio);
	for (int i = 0; i < align_n; i++) pivrow[i] = align_p[row * align_n + i];
	// write LP to LMem
    Simplex_writeLMem_actions_t writeact;
    writeact.param_address = 0;
    writeact.param_count = align_m * align_n;
    writeact.instream_tolmem = align_p;
    Simplex_writeLMem_run(engine, &writeact);
	// simplex action to call DFE
	Simplex_actions_t act;
	act.param_m = align_m;
	act.param_n = align_n;
	act.instream_pivcol = pivcol;
	act.instream_pivrow = pivrow;
	act.outscalar_MaxKernel_maxcol_out = &col;
	act.outstream_ratio_out = ratio;
	act.outstream_pivcol_out = pivcol;
	act.outstream_c_out = c;
	// main loop
	unsigned int count = 0;
	while (count < max_iterations || max_iterations == 0) {
		// read pivot row from lmem
	    Simplex_readLMem_actions_t readact;
	    readact.param_address = row * align_n;
	    readact.param_count = align_n;
	    readact.outstream_fromlmem = pivrow;
	    Simplex_readLMem_run(engine, &readact);
	    // pivoting,max,filter
	    count++;
		lp_t pivot = pivrow[col];
	    if (trace > 0) printf("%u: pivoting on %d, %lu: %g\n", count, row, col, pivot);
	    act.param_pivot = 1 / pivot;
	    act.param_col = col;
	    act.param_row = row;
		Simplex_run(engine, &act);
		ratio[0] = -1;
		pivcol[0] = c[col];
	    //if (trace >= 9) write_bg(stdout, m, n, p);
		if (col <= 0) break; // optimum found
		// row
		row = find_pivot_row(m, ratio);
		if (row < 0) { p[0] = NAN; break; }	// unbounded
    }
	// unload DFE
	max_unload(engine);
	// return results (TODO: copy full lp from lmem to p)
	p[0] = c[0];
	// free buffers
	free(c);
	free(ratio);
	free(pivcol);
	free(pivrow);
	return count;
}