线性规划求解器

inc/solver.hpp

@@ -0,0 +1,123 @@
+#pragma once
+#include <vector>
+using std::vector;
+
+class Expr;
+class Var;
+
+Expr operator+(const Expr& x, const Expr& y);
+Expr operator-(const Expr& x, const Expr& y);
+Expr operator+(const Expr& x);
+Expr operator+(Var x, Var y);
+Expr operator+(Var x, double a);
+Expr operator+(double a, Var x);
+Expr operator-(const Expr& x);
+Expr operator-(Var x);
+Expr operator-(Var x, Var y);
+Expr operator-(Var x, double a);
+Expr operator-(double a, Var x);
+Expr operator*(double a, Var x);
+Expr operator*(Var x, double a);
+Expr operator*(const Expr& x, double a);
+Expr operator*(double a, const Expr& x);
+Expr operator/(Var x, double a);
+Expr operator/(const Expr& x, double a);
+
+typedef vector<vector<double>> Matrix;
+
+
+enum class Rtn {
+	LOADED,
+	OPTIMAL,
+	INFEASIBLE,
+	INF_OR_UNBD,
+	UNBOUNDED,
+	CUTOFF,
+	ITERATION_LIMIT,
+	NODE_LIMIT,
+	TIME_LIMIT,
+	SOLUTION_LIMIT,
+	INTERRUPTED,
+	NUMERIC,
+	SUBOPTIMAL,
+	INPROGRESS,
+	USER_OBJ_LIMIT,
+	WORK_LIMIT,
+	MEM_LIMIT,
+	PIVOT,
+};
+
+class Var {
+public:
+	Var(double coef = 1) :col(0), coeffs(coef) {};
+	double coeffs;
+	int col;
+};
+
+class Expr
+{
+private:
+	double constant;
+	std::vector<double> coeffs;
+	std::vector<Var> vars;
+
+public:
+	Expr(const Expr& expr) = default;
+	Expr(double constant = 0.0);
+	Expr(Var var, double coeff = 1.0);
+
+	friend class Model;
+
+	friend Expr operator+(const Expr& x, const Expr& y);
+	friend Expr operator+(const Expr& x);
+	friend Expr operator+(Var x, Var y);
+	friend Expr operator+(Var x, double a);
+	friend Expr operator+(double a, Var x);
+	friend Expr operator-(const Expr& x, const Expr& y);
+	friend Expr operator-(const Expr& x);
+	friend Expr operator-(Var x);
+	friend Expr operator-(Var x, Var y);
+	friend Expr operator-(Var x, double a);
+	friend Expr operator-(double a, Var x);
+	friend Expr operator*(double a, Var x);
+	friend Expr operator*(Var x, double a);
+	friend Expr operator*(const Expr& x, double a);
+	friend Expr operator*(double a, const Expr& x);
+	friend Expr operator/(Var x, double a);
+	friend Expr operator/(const Expr& x, double a);
+
+
+	Expr operator=(const Expr& rhs);
+	void operator+=(const Expr& expr);
+	void operator-=(const Expr& expr);
+	void operator*=(double mult);
+	void operator/=(double a);
+	Expr operator+(const Expr& rhs);
+	Expr operator-(const Expr& rhs);
+};
+
+class Model
+{
+public:
+	Model();
+	Var* addVars(int col);
+	void addConstr(const Expr& expr, char sense, double rhs);
+	void setObjective(Expr obje, int sense = 0);
+	void print();
+	Rtn optimize(bool isMax = true);
+	double get();
+
+private:
+	double _simplex();
+	Rtn _pivot(std::pair<size_t, size_t>& p);
+	void _gaussian(std::pair<size_t, size_t> p);
+
+
+	Var* vars;
+
+	Matrix matrix;
+	size_t cn, bn;
+	vector<int> basic;
+	Rtn rtn;
+	double res;
+};