//-1: no solution 1: no bound 0: has a solution -V
int Simplex() {
if(!initSimplex())
return -1;
if(!Process(c))
return 1;
for(int i=1; i<=nCnt; i++)
X[N[i]]=0.0;
for(int i=1; i<=bCnt; i++)
X[B[i]]=b[i];
return 0;
}
void multiDS(int n, double *x, double cc, double ce, double lmin,
double lstart, int maxiter)
{
int i, imin, replaced, iter = 0;
double **xs, **xr, **xe, **xc, *fs, *fr, *fe, *fc, fsmin, frmin,
femin, fcmin, ssize;
FILE *fp;
void initSimplex(int, double *, double **, double);
void printSimplex(int, int, double **, double *);
void findBest(int, double **, double *, int *, double *);
void copySimplex(int, double **, double **, double *, double *);
double simplexSize(int, double **);
void vecAdd(int, double *, double *, double *, double);
double dmin(int, double *);
void mpi_assign(int);
void mpi_distribute(int, double *);
/* Initial size of simplex */
ssize = lstart;
/* Check validity of input parameters */
if(cc <= 0.0 || cc >= 1.0) {
printf("multiDS: contraction coefficient must be in (0,1)\n");
exit(0);
}
if(ce <= 1.0) {
printf("multiDS: expandion coefficient must be > 1\n");
exit(0);
}
if(ssize < lmin) {
printf("multiDS: starting simplex size is < minimum\n");
printf(" give lstart > lmin\n");
exit(0);
}
printf("Parameters for search:\n");
printf(" Contraction factor = %e\n", cc);
printf(" Expansion factor = %e\n", ce);
printf(" Starting simplex size = %e\n", ssize);
printf(" Minimum simplex size = %e\n", lmin);
printf(" Maximum number of iter = %d\n", maxiter);
/* Allocate memory */
xs = (double **) calloc((n + 1), sizeof(double *));
xr = (double **) calloc((n + 1), sizeof(double *));
xe = (double **) calloc((n + 1), sizeof(double *));
xc = (double **) calloc((n + 1), sizeof(double *));
fs = (double *) calloc(n + 1, sizeof(double));
fr = (double *) calloc(n + 1, sizeof(double));
fe = (double *) calloc(n + 1, sizeof(double));
fc = (double *) calloc(n + 1, sizeof(double));
for(i = 0; i < n + 1; i++) {
xs[i] = (double *) calloc(n, sizeof(double));
xr[i] = (double *) calloc(n, sizeof(double));
xe[i] = (double *) calloc(n, sizeof(double));
xc[i] = (double *) calloc(n, sizeof(double));
}
/* Initialize the simplex */
initSimplex(n, x, xs, ssize);
/* Assign evaluations to different proc */
mpi_assign(n);
/* Calculate initial function values */
/* Zeroth vertex is starting vertex, cost = 1. No need to calculate again
* since it is already done in multiDS_driver.c */
fs[0] = cost0;
for(i = 1; i < n + 1; i++) {
if(proc[i] == myproc)
fs[i] = objFun(n, xs[i]);
}
/* Distribute cost functions */
mpi_distribute(n, fs);
printf("Initial simplex and function values:\n");
printSimplex(0, n, xs, fs);
/* Find best vertex and put in first position */
findBest(n, xs, fs, &imin, &fsmin);
if(myproc == 0)
fp = fopen("cost.dat", "w");
/* Main iteration loop */
while(ssize > lmin && iter < maxiter) {
printf("Iteration = %d\n\n", iter + 1);
replaced = 0;
while(!replaced && ssize > lmin) { /* inner repeat loop */
/* rotation step */
printf(" Rotation:\n");
for(i = 1; i <= n; i++) {
vecAdd(n, xs[0], xs[i], xr[i], 1.0);
if(proc[i] == myproc)
fr[i] = objFun(n, xr[i]);
}
mpi_distribute(n, fr);
printSimplex(1, n, xr, fr);
frmin = dmin(n, fr);
replaced = (frmin < fs[0]) ? 1 : 0;
if(replaced) {
/* expansion step */
printf(" Expansion:\n");
for(i = 1; i <= n; i++) {
vecAdd(n, xs[0], xs[i], xe[i], ce);
if(proc[i] == myproc)
fe[i] = objFun(n, xe[i]);
}
mpi_distribute(n, fe);
printSimplex(1, n, xe, fe);
femin = dmin(n, fe);
if(femin < frmin)
copySimplex(n, xe, xs, fe, fs); //accept expansion
else
copySimplex(n, xr, xs, fr, fs); //accept rotation
}
else {
/* contraction step */
printf(" Contraction step:\n");
for(i = 1; i <= n; i++) {
vecAdd(n, xs[0], xs[i], xc[i], -cc);
if(proc[i] == myproc)
fc[i] = objFun(n, xc[i]);
}
mpi_distribute(n, fc);
printSimplex(1, n, xc, fc);
fcmin = dmin(n, fc);
replaced = (fcmin < fs[0]) ? 1 : 0;
copySimplex(n, xc, xs, fc, fs); //accept contraction
}
/* Length of smallest edge in simplex */
ssize = simplexSize(n, xs);
} /* End of inner repeat loop */
++iter;
/* Find best vertex and put in first position */
findBest(n, xs, fs, &imin, &fsmin);
printf("\n");
printf("Minimum length of simplex = %12.4e\n", ssize);
printf("Minimum function value = %12.4e\n", fs[0]);
printf("-------------------------------------------------\n");
if(myproc == 0) {
fprintf(fp, "%5d %20.10e %20.10e %5d\n", iter, fs[0], ssize, imin);
fflush(fp);
}
} /* End of main iteration loop */
if(myproc == 0)
fclose(fp);
/* Copy best vertex for output */
for(i = 0; i < n; i++)
x[i] = xs[0][i];
/* Best vertex found */
printf("Best vertex:\n");
for(i = 0; i < n; i++)
printf("%e ", x[i]);
printf("\n");
/* Free memory */
for(i = 0; i < n + 1; i++) {
free(xs[i]);
free(xr[i]);
free(xe[i]);
free(xc[i]);
}
free(xs);
free(xr);
free(xe);
free(xc);
free(fs);
free(fr);
free(fe);
free(fc);
}
