class Simplex DEFAULT_MAX_PIVOTS = 10_000 class Error < RuntimeError; end class UnboundedProblem < Error; end class SanityCheck < Error; end class TooManyPivots < Error; end attr_accessor :max_pivots # c - coefficients of objective function; size: num_vars # a - inequality lhs coefficients; 2dim size: num_inequalities, num_vars # b - inequality rhs constants size: num_inequalities def initialize(c, a, b) num_vars = c.size num_inequalities = b.size raise(ArgumentError, "a doesn't match b") unless a.size == num_inequalities raise(ArgumentError, "a doesn't match c") unless a.first.size == num_vars @max_pivots = DEFAULT_MAX_PIVOTS # Problem dimensions; these never change @num_non_slack_vars = num_vars @num_constraints = num_inequalities @num_vars = @num_non_slack_vars + @num_constraints # Set up initial matrix A and vectors b, c @c = c.map { |flt| -1 * flt } + Array.new(@num_constraints, 0) @a = a.map.with_index { |ary, i| if ary.size != @num_non_slack_vars raise ArgumentError, "a is inconsistent" end ary + Array.new(@num_constraints) { |ci| ci == i ? 1 : 0 } } @b = b # set initial solution: all non-slack variables = 0 @basic_vars = (@num_non_slack_vars...@num_vars).to_a self.update_solution end # does not modify vector / matrix def update_solution @x = Array.new(@num_vars, 0) @basic_vars.each { |basic_var| idx = nil @num_constraints.times { |i| if @a[i][basic_var] == 1 idx =i break end } raise(SanityCheck, "no idx for basic_var #{basic_var} in a") unless idx @x[basic_var] = @b[idx] } end def solution self.solve self.current_solution end def solve count = 0 while self.can_improve? count += 1 raise(TooManyPivots, count.to_s) unless count < @max_pivots self.pivot end end def current_solution @x[0...@num_non_slack_vars] end def can_improve? !self.entering_variable.nil? end # idx of @c's minimum negative value # nil when no improvement is possible # def entering_variable (0...@c.size).select { |i| @c[i] < 0 }.min_by { |i| @c[i] } end def pivot pivot_column = self.entering_variable or return nil pivot_row = self.pivot_row(pivot_column) or raise UnboundedProblem leaving_var = nil @a[pivot_row].each_with_index { |a, i| if a == 1 and @basic_vars.include?(i) leaving_var = i break end } raise(SanityCheck, "no leaving_var") if leaving_var.nil? @basic_vars.delete(leaving_var) @basic_vars.push(pivot_column) @basic_vars.sort! pivot_ratio = 1.to_f / @a[pivot_row][pivot_column] # update pivot row @a[pivot_row] = @a[pivot_row].map { |val| val * pivot_ratio } @b[pivot_row] = @b[pivot_row] * pivot_ratio # update objective # @c -= @c[pivot_column] * @a[pivot_row] @c = @c.map.with_index { |val, i| val - @c[pivot_column] * @a[pivot_row][i] } # update A and B @num_constraints.times { |i| next if i == pivot_row r = @a[i][pivot_column] @a[i] = @a[i].map.with_index { |val, j| val - r * @a[pivot_row][j] } @b[i] = @b[i] - r * @b[pivot_row] } self.update_solution end def pivot_row(column_ix) min_ratio = nil idx = nil @num_constraints.times { |i| a, b = @a[i][column_ix], @b[i] next if a == 0 or (b < 0) ^ (a < 0) ratio = b.to_f / a idx, min_ratio = i, ratio if min_ratio.nil? or ratio <= min_ratio } idx end def formatted_tableau if self.can_improve? pivot_column = self.entering_variable pivot_row = self.pivot_row(pivot_column) else pivot_row = nil end c = @c.to_a.map { |flt| "%2.3f" % flt } b = @b.to_a.map { |flt| "%2.3f" % flt } a = @a.to_a.map { |vec| vec.to_a.map { |flt| "%2.3f" % flt } } if pivot_row a[pivot_row][pivot_column] = "*" + a[pivot_row][pivot_column] end max = (c + b + a + ["1234567"]).flatten.map(&:size).max result = [] result << c.map { |str| str.rjust(max, " ") } a.zip(b) do |arow, brow| result << (arow + [brow]).map { |val| val.rjust(max, " ") } result.last.insert(arow.length, "|") end lines = result.map { |ary| ary.join(" ") } max_line_length = lines.map(&:length).max lines.insert(1, "-"*max_line_length) lines.join("\n") end end