调整线性规划获取属性的接口
This commit is contained in:
22
src/main.cpp
22
src/main.cpp
@ -9,24 +9,26 @@ int main(int argc, char* argv[])
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{
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Model mdl;
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Var* vars = mdl.addVars(3);
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Var* vars = mdl.addVars(2);
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mdl.addConstr(vars[0] + vars[1] + vars[2], '<', 4);
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mdl.addConstr(vars[0], '<', 2);
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mdl.addConstr(vars[2], '<', 3);
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mdl.addConstr(3 * vars[1] + vars[2], '<', 6);
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mdl.addConstr(vars[0] + vars[1], ConstrOper::LESS_EQUAL, 2);
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mdl.addConstr(vars[0] + vars[1], ConstrOper::GREATER_EQUAL, 1);
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mdl.addConstr(5 * vars[0] - 2 * vars[1], ConstrOper::GREATER_EQUAL, -2);
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mdl.setObjective(vars[0] + 14 * vars[1] + 6 * vars[2]);
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mdl.setObjective(vars[0] + 2 * vars[1], MDL_MAXIMIZE);
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switch(mdl.optimize(false)) {
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switch(mdl.optimize()) {
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case Rtn::OPTIMAL:
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cout << "find solution: " << mdl.get() << endl;
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cout << "OPTIMAL SOLUTION: " << mdl.get(DoubleAttr::Obj) << endl;
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for (int i = 0; i < mdl.get(IntAttr::NumVars); i++) {
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cout << "var[" << i << "] : " << vars[i].get(DoubleAttr::X) << endl;
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}
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break;
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case Rtn::INFEASIBLE:
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cout << "no solution" << endl;
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cout << "INFEASIBLE MODEL" << endl;
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break;
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case Rtn::UNBOUNDED:
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cout << "unbounded solution" << endl;
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cout << "UNBOUNDED SOLUTION" << endl;
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break;
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default:
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assert(false);
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116
src/solver.cpp
116
src/solver.cpp
@ -32,16 +32,16 @@ Expr operator+(const Expr& x)
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Expr operator+(Var x, Var y)
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{
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Expr exp;
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exp.coeffs.resize(std::max(x.col + 1, y.col + 1), 0);
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exp.coeffs[x.col] = x.coeffs;
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exp.coeffs[y.col] = y.coeffs;
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exp.coeffs.resize(std::max(x.get(IntAttr::ModelColumn) + 1, y.get(IntAttr::ModelColumn) + 1), 0);
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exp.coeffs[x.get(IntAttr::ModelColumn)] = x.get(DoubleAttr::Coeff);
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exp.coeffs[y.get(IntAttr::ModelColumn)] = y.get(DoubleAttr::Coeff);
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return exp;
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}
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Expr operator+(Var x, double a)
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{
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Expr exp;
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exp.coeffs.resize(x.col + 1);
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exp.coeffs.resize(x.get(IntAttr::ModelColumn) + 1);
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exp.constant = a;
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return exp;
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}
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@ -85,9 +85,9 @@ Expr operator-(Var x)
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Expr operator-(Var x, Var y)
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{
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Expr exp;
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exp.coeffs.resize(std::max(x.col + 1, y.col + 1), 0);
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exp.coeffs[x.col] = x.coeffs;
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exp.coeffs[y.col] = -y.coeffs;
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exp.coeffs.resize(std::max(x.get(IntAttr::ModelColumn) + 1, y.get(IntAttr::ModelColumn) + 1), 0);
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exp.coeffs[x.get(IntAttr::ModelColumn)] = x.get(DoubleAttr::Coeff);
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exp.coeffs[y.get(IntAttr::ModelColumn)] = -y.get(DoubleAttr::Coeff);
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return exp;
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}
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@ -104,8 +104,8 @@ Expr operator-(double a, Var x)
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Expr operator*(double a, Var x)
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{
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Expr exp;
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exp.coeffs.resize(x.col + 1, 0);
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exp.coeffs[x.col] = a * x.coeffs;
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exp.coeffs.resize(x.get(IntAttr::ModelColumn) + 1, 0);
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exp.coeffs[x.get(IntAttr::ModelColumn)] = a * x.get(DoubleAttr::Coeff);
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return exp;
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}
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@ -147,6 +147,7 @@ Expr operator/(const Expr& x, double a)
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Model::Model():
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cn(0),
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bn(0),
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sense(0),
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vars(nullptr)
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{
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@ -165,22 +166,50 @@ Var* Model::addVars(int num)
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return vars;
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}
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void Model::addConstr(const Expr& expr, char sense, double rhs)
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void Model::addConstr(const Expr& expr, ConstrOper sense, double rhs)
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{
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matrix.push_back(vector<double>(1, rhs)); // TODO<44><4F>û<EFBFBD>ȴ<EFBFBD>С<EFBFBD><D0A1>û<EFBFBD><C3BB><EFBFBD>dz<EFBFBD><C7B3><EFBFBD>
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matrix.back().insert(matrix.back().end(), expr.coeffs.begin(), expr.coeffs.end());
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if (sense == ConstrOper::LESS_EQUAL) {
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matrix.push_back(vector<double>(1, rhs - expr.constant));
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matrix.back().insert(matrix.back().end(), expr.coeffs.begin(), expr.coeffs.end());
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}
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else if (sense == ConstrOper::GREATER_EQUAL) {
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matrix.push_back(vector<double>(1, expr.constant - rhs));
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for (int coeff : expr.coeffs) {
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matrix.back().push_back(-coeff);
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}
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}
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else {
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addConstr(expr, ConstrOper::LESS_EQUAL, rhs);
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addConstr(expr, ConstrOper::GREATER_EQUAL, rhs);
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}
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for (int c = matrix.back().size(); c <= cn; c++) {
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matrix.back().push_back(0);
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}
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}
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void Model::setObjective(Expr obje, int sense)
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void Model::setObjective(Expr obje, int _sense)
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{
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matrix.insert(matrix.begin(), obje.coeffs);
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matrix.front().insert(matrix.front().begin(), obje.constant); // TODO<44><4F>д<EFBFBD>IJ<EFBFBD><C4B2><EFBFBD><EFBFBD><EFBFBD>
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for (int c = matrix.front().size(); c <= cn; c++) {
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matrix.front().push_back(0);
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assert(_sense == 1 || _sense == -1);
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if (sense == 0) {
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matrix.insert(matrix.begin(), obje.coeffs);
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matrix.front().insert(matrix.front().begin(), -obje.constant);
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for (int c = obje.coeffs.size() + 1; c <= cn; c++) {
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matrix.front().push_back(0);
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}
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}
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else {
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matrix.front().front() = -obje.constant;
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for (int c = 0; c < obje.coeffs.size(); c++) {
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matrix.front()[c + 1] = obje.coeffs[c];
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}
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for (int c = obje.coeffs.size() + 1; c <= cn; c++) {
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matrix.front()[c] = 0;
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}
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}
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sense = _sense;
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}
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void Model::print()
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@ -193,7 +222,7 @@ void Model::print()
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}
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}
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Rtn Model::optimize(bool isMax)
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Rtn Model::optimize()
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{
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bn = matrix.size();
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for (int row = 1; row < bn; row++) {
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@ -203,12 +232,10 @@ Rtn Model::optimize(bool isMax)
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}
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}
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cn = matrix.front().size();
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if (!isMax) {
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for (int i = 0; i < cn; i++) {
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matrix.front()[i] = -matrix.front()[i];
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}
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for (int i = 0; i < cn; i++) {
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matrix.front()[i] = sense * matrix.front()[i];
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}
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for (size_t i = 1; i < bn; i++) {
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basic.push_back(cn - bn + i);
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}
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@ -246,9 +273,9 @@ Rtn Model::optimize(bool isMax)
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auto iter = find(basic.begin(), basic.end(), cn);
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if (iter != basic.end()) {
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for (int col = 1; col < matrix.front().size(); col++) {
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if (matrix.front()[col] != 1) {
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t = make_pair(iter - basic.begin(), col);
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_pivot(t);
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if (fabs(matrix.front()[col]) > 1e-10) {
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t = make_pair(iter - basic.begin() + 1, col);
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_gaussian(t);
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break;
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}
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}
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@ -270,15 +297,25 @@ Rtn Model::optimize(bool isMax)
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}
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}
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res = isMax ? _simplex() : _simplex();
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res = -sense * _simplex();
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for (int row = 1; row < bn; row++) {
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if (basic[row - 1] - 1 < cn - bn) {
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vars[basic[row - 1] - 1].val = matrix[row].front();
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}
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}
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return rtn;
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}
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double Model::get()
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double Model::get(DoubleAttr attr)
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{
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return res;
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}
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int Model::get(IntAttr attr)
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{
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return cn - bn;
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}
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double Model::_simplex()
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{
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pair<size_t, size_t> t;
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@ -289,7 +326,6 @@ double Model::_simplex()
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}
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_gaussian(t);
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}
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return matrix.front().front();
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}
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@ -381,6 +417,7 @@ void Expr::operator+=(const Expr& expr)
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for (int c = 0; c < expr.coeffs.size(); c++) {
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coeffs[c] += expr.coeffs[c];
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}
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constant += expr.constant;
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}
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void Expr::operator-=(const Expr& expr)
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@ -389,6 +426,7 @@ void Expr::operator-=(const Expr& expr)
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for (int c = 0; c < expr.coeffs.size(); c++) {
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coeffs[c] -= expr.coeffs[c];
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}
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constant -= expr.constant;
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}
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void Expr::operator*=(double mult)
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@ -396,6 +434,7 @@ void Expr::operator*=(double mult)
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for (int c = 0; c < coeffs.size(); c++) {
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coeffs[c] *= mult;
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}
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constant *= mult;
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}
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void Expr::operator/=(double a)
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@ -403,6 +442,7 @@ void Expr::operator/=(double a)
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for (int c = 0; c < coeffs.size(); c++) {
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coeffs[c] /= a;
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}
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constant /= a;
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}
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Expr Expr::operator+(const Expr& rhs)
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@ -411,6 +451,7 @@ Expr Expr::operator+(const Expr& rhs)
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for (int c = 0; c < rhs.coeffs.size(); c++) {
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coeffs[c] += rhs.coeffs[c];
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}
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constant += rhs.constant;
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return *this;
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}
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@ -420,5 +461,22 @@ Expr Expr::operator-(const Expr& rhs)
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for (int c = 0; c < rhs.coeffs.size(); c++) {
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coeffs[c] -= rhs.coeffs[c];
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}
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constant -= rhs.constant;
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return *this;
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}
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double Var::get(DoubleAttr attr)
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{
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switch (attr) {
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case DoubleAttr::Coeff:
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return coeffs;
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case DoubleAttr::X:
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return val;
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}
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return val;
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}
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int Var::get(IntAttr attr)
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{
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return col;
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}
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