Algorithm::Simplex - An implementation of the Simplex Algorithm.


Algorithm-Simplex documentation Contained in the Algorithm-Simplex distribution.

Index


Code Index:

Name

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Algorithm::Simplex - An implementation of the Simplex Algorithm.

Synopsis

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Given a linear program formulated as a Tucker tableau, a 2D matrix or ArrayRef[ArrayRef] in Perl, seek an optimal solution.

    use Algorithm::Simplex::Rational;
    my $matrix = [
        [ 5,  2,  30],
        [ 3,  4,  20],
        [10,  8,   0],
    ];
    my $tableau = Algorithm::Simplex::Rational->new( tableau => $matrix );
    $tableau->solve;
    my ($primal_solution, $dual_solution) = $tableau->current_solution;

Methods

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_build_number_of_rows

Set the number of rows

_build_number_of_columns

Set the number of columns given the tableau matrix

_build_x_variables

Set x variable names for the given tableau.

get_bland_number_for

Given a column number (which represents a u variable) build the bland number from the generic variable name.

determine_bland_pivot_column_number

Find the pivot column using Bland ordering technique to prevent cycles.

determine_bland_pivot_row_number

Find the pivot row using Bland ordering technique to prevent cycles.

min_index

Determine the index of the element with minimal value. Used when finding bland pivots.

exchange_pivot_variables

Exchange the variables when the a pivot is done. The method pivot does the algrebra while this method does the variable swapping (and thus tracking).

get_row_and_column_numbers

Get the dimensions of the tableau.

determine_bland_pivot_row_and_column_numbers

Higher level function that uses others to return the (bland) pivot point.

Authors

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Mateu X. Hunter hunter@missoula.org

Strong design influence by George McRae at the University of Montana.

#moose for solid assistance in the refactor: particularly _build_* approach and PDL + Moose namespace management, 'inner'.

Copyright

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License

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You may distribute this code under the same terms as Perl itself.

Description

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Base class for the Simplex model using Tucker tableaus. It defines some of the methods concretely, and others such as:

are implemented in one of the three model types:

Variables

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We have implicit variable names: x1, x2 ... , y1, y2, ... , u1, u2 ... , v1, v2 ...

Our variables are represented by:

    x, y, u, and v 

as found in Nering and Tuckers' book.

x and y are for the primal LP while u and v belong to the dual LP.

These variable names are set during BUILD of the tableau object.

Limitations

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The API is stabilizing, but still subject to change.

The algorithm requires that the initial tableau be a feasible solution.

Development

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http://github.com/mateu/Algorithm-Simplex


Algorithm-Simplex documentation Contained in the Algorithm-Simplex distribution.
package Algorithm::Simplex;
use Moose;
use namespace::autoclean;
use Data::Dumper;

our $VERSION = '0.41';

has tableau => (
    is       => 'rw',
    isa      => 'ArrayRef[ArrayRef[Num]]',
    required => 1,
);

has display_tableau => (
    is         => 'ro',
    isa        => 'ArrayRef[ArrayRef[Str]]',
    lazy_build => 1,
);

has objective_function_value => (
    is         => 'ro',
    isa        => 'Str',
    lazy_build => 1,
);

has number_of_rows => (
    is         => 'ro',
    isa        => 'Int',
    init_arg   => undef,
    lazy_build => 1,
);

has number_of_columns => (
    is         => 'ro',
    isa        => 'Int',
    init_arg   => undef,
    lazy_build => 1,
);

has number_of_pivots_made => (
    is      => 'rw',
    isa     => 'Int',
    default => 0,
);

has EPSILON => (
    isa     => 'Num',
    is      => 'ro',
    default => 1e-13,
);

has MAXIMUM_PIVOTS => (
    isa     => 'Int',
    is      => 'rw',
    default => 200,
);

has x_variables => (
    isa        => 'ArrayRef[HashRef]',
    is         => 'rw',
    lazy_build => 1,
);
has 'y_variables' => (
    isa        => 'ArrayRef[HashRef]',
    is         => 'rw',
    lazy_build => 1,
);
has u_variables => (
    isa        => 'ArrayRef[HashRef]',
    is         => 'rw',
    lazy_build => 1,
);
has v_variables => (
    isa        => 'ArrayRef[HashRef]',
    is         => 'rw',
    lazy_build => 1,
);

sub _build_number_of_rows {
    my $self = shift;

    return scalar @{ $self->tableau } - 1;
}

sub _build_number_of_columns {
    my $self = shift;

    return scalar @{ $self->tableau->[0] } - 1;
}

sub _build_x_variables {
    my $self = shift;

    my $x_vars;
    for my $j ( 0 .. $self->number_of_columns - 1 ) {
        my $x_index = $j + 1;
        $x_vars->[$j]->{'generic'} = 'x' . $x_index;
    }
    return $x_vars;
}

sub _build_y_variables {
    my $self = shift;

    my $y_vars;
    for my $i ( 0 .. $self->number_of_rows - 1 ) {
        my $y_index = $i + 1;
        $y_vars->[$i]->{'generic'} = 'y' . $y_index;
    }
    return $y_vars;
}

sub _build_u_variables {
    my $self = shift;

    my $u_vars;
    for my $j ( 0 .. $self->number_of_columns - 1 ) {
        my $u_index = $j + 1;
        $u_vars->[$j]->{'generic'} = 'u' . $u_index;
    }
    return $u_vars;
}

sub _build_v_variables {
    my $self = shift;

    my $v_vars;
    for my $i ( 0 .. $self->number_of_rows - 1 ) {
        my $v_index = $i + 1;
        $v_vars->[$i]->{'generic'} = 'v' . $v_index;
    }
    return $v_vars;
}

sub _build_display_tableau {
    my $self = shift;
    return $self->tableau;
}

sub _build_objective_function_value {
    my $self = shift;
    return $self->display_tableau->[ $self->number_of_rows ]
      ->[ $self->number_of_columns ] * (-1);
}

sub get_bland_number_for {
    my $self          = shift;
    my $variable_type = shift;
    my $variables     = $variable_type . '_variables';
    my $index         = shift;
    my $generic_name  = $self->$variables->[$index]->{'generic'};

    $generic_name =~ m{(.)(\d+)};
    my $var = $1;
    my $num = $2;
    my $start_num =
        $var eq 'x' ? 1
      : $var eq 'y' ? 2
      : $var eq 'v' ? 4
      : $var eq 'u' ? 3
      :               die "Variable name: $var does not equal x, y, v or u";
    my $bland_number = $start_num . $num;
    return $bland_number;
}

sub determine_bland_pivot_column_number {
    my $self                         = shift;
    my @simplex_pivot_column_numbers = @_;

    my @bland_number_for_simplex_pivot_column;
    foreach my $col_number (@simplex_pivot_column_numbers) {
        push @bland_number_for_simplex_pivot_column,
          $self->get_bland_number_for( 'x', $col_number );
    }

# Pass blands number to routine that returns index of location where minimum bland occurs.
# Use this index to return the bland column column number from @positive_profit_column_numbers
    my @bland_column_number_index =
      $self->min_index( \@bland_number_for_simplex_pivot_column );
    my $bland_column_number_index = $bland_column_number_index[0];

    return $simplex_pivot_column_numbers[$bland_column_number_index];
}

sub determine_bland_pivot_row_number {
    my $self = shift;
    my ( $positive_ratios, $positive_ratio_row_numbers ) = @_;

   # Now that we have the ratios and their respective rows we can find the min
   # and then select the lowest bland min if there are ties.
    my @min_indices = $self->min_index($positive_ratios);
    my @min_ratio_row_numbers =
      map { $positive_ratio_row_numbers->[$_] } @min_indices;
    my @bland_number_for_min_ratio_rows;
    foreach my $row_number (@min_ratio_row_numbers) {
        push @bland_number_for_min_ratio_rows,
          $self->get_bland_number_for( 'y', $row_number );
    }

# Pass blands number to routine that returns index of location where minimum bland occurs.
# Use this index to return the bland row number.
    my @bland_min_ratio_row_index =
      $self->min_index( \@bland_number_for_min_ratio_rows );
    my $bland_min_ratio_row_index = $bland_min_ratio_row_index[0];
    return $min_ratio_row_numbers[$bland_min_ratio_row_index];
}

sub min_index {
    my $self = shift;
    my $l    = $_[0];
    my $n    = @{$l};
    return () unless $n;
    my $v_min = $l->[0];
    my @i_min = (0);

    for ( my $i = 1 ; $i < $n ; $i++ ) {
        if ( $l->[$i] < $v_min ) {
            $v_min = $l->[$i];
            @i_min = ($i);
        }
        elsif ( $l->[$i] == $v_min ) {
            push @i_min, $i;
        }
    }
    return @i_min;

}

sub exchange_pivot_variables {
    my $self                = shift;
    my $pivot_row_number    = shift;
    my $pivot_column_number = shift;

    # exchange variables based on $pivot_column_number and $pivot_row_number
    my $increasing_primal_variable =
      $self->x_variables->[$pivot_column_number];
    my $zeroeing_primal_variable = $self->y_variables->[$pivot_row_number];
    $self->x_variables->[$pivot_column_number] = $zeroeing_primal_variable;
    $self->y_variables->[$pivot_row_number]    = $increasing_primal_variable;

    my $increasing_dual_variable = $self->v_variables->[$pivot_row_number];
    my $zeroeing_dual_variable   = $self->u_variables->[$pivot_column_number];
    $self->v_variables->[$pivot_row_number]    = $zeroeing_dual_variable;
    $self->u_variables->[$pivot_column_number] = $increasing_dual_variable;
}

sub get_row_and_column_numbers {
    my $self = shift;
    return $self->number_of_rows, $self->number_of_columns;
}

sub determine_bland_pivot_row_and_column_numbers {
    my $self = shift;

    my @simplex_pivot_columns = $self->determine_simplex_pivot_columns;
    my $pivot_column_number =
      $self->determine_bland_pivot_column_number(@simplex_pivot_columns);
    my ( $positive_ratios, $positive_ratio_row_numbers ) =
      $self->determine_positive_ratios($pivot_column_number);
    my $pivot_row_number =
      $self->determine_bland_pivot_row_number( $positive_ratios,
        $positive_ratio_row_numbers );

    return ( $pivot_row_number, $pivot_column_number );
}

# Clear display tableau after pivot so new one can be lazily built.
# Also increment pivots made counter.
#after 'pivot' => sub {
#    warn "After pivot\n";
#    my $self = shift;
#    $self->clear_display_tableau;
#    $self->number_of_pivots_made( $self->number_of_pivots_made + 1 );
#    return;
#};

__PACKAGE__->meta->make_immutable;

1;

__END__