Module ojalgo

Package org.ojalgo.optimisation.linear

Class SimplexSolver

java.lang.Object

org.ojalgo.optimisation.GenericSolver

org.ojalgo.optimisation.linear.LinearSolver

org.ojalgo.optimisation.linear.SimplexSolver

All Implemented Interfaces:

Optimisation, Optimisation.Solver, UpdatableSolver

Direct Known Subclasses:

DualSimplexSolver, PhasedSimplexSolver, PrimalSimplexSolver

abstract class SimplexSolver
extends LinearSolver

Meant to replace SimplexTableauSolver. It is already better in many aspects, but still can't do everything required to fully replace the old solver.

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
(package private) static class	SimplexSolver.Direction
(package private) static class	SimplexSolver.EnterInfo	Enter to SimplexStore.ColumnState.BASIS from either SimplexStore.ColumnState.LOWER, SimplexStore.ColumnState.UPPER, or SimplexStore.ColumnState.UNBOUNDED.
(package private) static class	SimplexSolver.ExitInfo	Exit from SimplexStore.ColumnState.BASIS to either SimplexStore.ColumnState.LOWER or SimplexStore.ColumnState.UPPER.
(package private) static class	SimplexSolver.IterDescr

Nested classes/interfaces inherited from class org.ojalgo.optimisation.linear.LinearSolver

LinearSolver.Builder, LinearSolver.Configuration, LinearSolver.ModelIntegration, LinearSolver.NewIntegration, LinearSolver.OldIntegration

Nested classes/interfaces inherited from interface org.ojalgo.optimisation.Optimisation

Optimisation.Constraint, Optimisation.ConstraintType, Optimisation.Integration<M extends Optimisation.Model,S extends Optimisation.Solver>, Optimisation.Model, Optimisation.Objective, Optimisation.Options, Optimisation.ProblemStructure, Optimisation.Result, Optimisation.Sense, Optimisation.Solver, Optimisation.State

Field Summary

Fields

Modifier and Type	Field	Description
private SimplexStore	mySimplex
private double[]	mySolutionShift
private double	myValueShift
private static NumberContext	PIVOT
private static NumberContext	RATIO

Fields inherited from class org.ojalgo.optimisation.linear.LinearSolver

INTEGRATION, NEWER_DUAL_SOLVER, OLDER_PRIMAL_SOLVER

Fields inherited from class org.ojalgo.optimisation.GenericSolver

options

Constructor Summary

Constructors

Constructor	Description
SimplexSolver(Optimisation.Options solverOptions, SimplexStore simplexStore)

Method Summary

Modifier and Type	Method	Description
(package private) SimplexSolver	basis(int[] basis)
(package private) static <S extends SimplexStore> S	build(ExpressionsBasedModel model, java.util.function.Function<LinearStructure,S> factory)
(package private) void	doDualIterations(SimplexSolver.IterDescr iteration)
(package private) void	doPrimalIterations(SimplexSolver.IterDescr iteration)
(package private) static Optimisation.Result	doSolveConvexAsDual(ConvexData<java.lang.Double> convex, Optimisation.Options options, boolean zeroC)
(package private) static Optimisation.Result	doSolveConvexAsPrimal(ConvexData<java.lang.Double> convex, Optimisation.Options options, boolean zeroC)
private Access1D<?>	extractMultipliers()
(package private) Optimisation.Result	extractResult()
private double[]	extractSolution()
private double	extractValue()
boolean	fixVariable(int index, double value)
java.util.Collection<Equation>	generateCutCandidates(double fractionality, boolean... integer)
private boolean	getDualExitCandidate(SimplexSolver.IterDescr iteration)
LinearStructure	getEntityMap()
private double	getLowerBound(int index)
private double[]	getLowerBounds()
private boolean	getPrimalEnterCandidate(SimplexSolver.IterDescr iteration)
private double	getUpperBound(int index)
private double[]	getUpperBounds()
(package private) boolean	isDualFeasible()
(package private) boolean	isPrimalFeasible()
private void	logCurrentState()
(package private) SimplexSolver.IterDescr	prepareToIterate()
(package private) abstract void	setup(SimplexStore simplex)	Determine if non-basic variables are at their lower or upper bound (or if they are unbounded) Shift ranges/bounds so that (one of) the bound(s) is at zero Assumes that the ranges/bounds of basic variables are already defined this way.
(package private) void	shift(int index, double shift, double weight)
private double	shift(int column, SimplexStore.ColumnState state)
(package private) static int	sizeOfDual(ConvexData<?> convex)
(package private) static int	sizeOfPrimal(ConvexData<?> convex)
private Optimisation.Result	solveUnconstrained()
(package private) void	switchToPhase2()
private boolean	testDualEnterRatio(SimplexSolver.IterDescr iteration)
private boolean	testPrimalExitRatio(SimplexSolver.IterDescr iteration)
private void	update(SimplexSolver.IterDescr iteration)
boolean	updateRange(int index, double lower, double upper)	A generalisation of UpdatableSolver.fixVariable(int, double) where the new/updated lower and upper bounds do not need to be equal.
private boolean	verifyDualFeasibility()
private boolean	verifyPrimalFeasibility()

Methods inherited from class org.ojalgo.optimisation.linear.LinearSolver

newBuilder, newBuilder, newGeneralBuilder, newGeneralBuilder, newSolver, newStandardBuilder, newStandardBuilder, solve, toObjectiveFunction

Methods inherited from class org.ojalgo.optimisation.GenericSolver

countIterations, countTime, error, getClassSimpleName, getDuration, getState, incrementIterationsCount, isIterationAllowed, isLogDebug, isLogOff, isLogProgress, log, log, log, log, logProgress, resetIterationsCount, setState, setValidator, validate, validate

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface org.ojalgo.optimisation.Optimisation.Solver

dispose, solve, solve

Methods inherited from interface org.ojalgo.optimisation.UpdatableSolver

integers, isMapped

Field Detail

PIVOT

private static final NumberContext PIVOT

RATIO

private static final NumberContext RATIO

mySimplex

private final SimplexStore mySimplex

mySolutionShift

private final double[] mySolutionShift

myValueShift

private double myValueShift

Constructor Detail

SimplexSolver

SimplexSolver(Optimisation.Options solverOptions,
              SimplexStore simplexStore)

Method Detail

build

static <S extends SimplexStore> S build(ExpressionsBasedModel model,
                                        java.util.function.Function<LinearStructure,S> factory)

doSolveConvexAsDual

static Optimisation.Result doSolveConvexAsDual(ConvexData<java.lang.Double> convex,
                                               Optimisation.Options options,
                                               boolean zeroC)

doSolveConvexAsPrimal

static Optimisation.Result doSolveConvexAsPrimal(ConvexData<java.lang.Double> convex,
                                                 Optimisation.Options options,
                                                 boolean zeroC)

sizeOfDual

static int sizeOfDual(ConvexData<?> convex)

sizeOfPrimal

static int sizeOfPrimal(ConvexData<?> convex)

fixVariable

public boolean fixVariable(int index,
                           double value)

Parameters:

index - The, solver specific, variable index

value - The value to fix that variable to

Returns:

true if fixing is supported and was successful, otherwise false

generateCutCandidates

public final java.util.Collection<Equation> generateCutCandidates(double fractionality,
                                                                  boolean... integer)

getEntityMap

public LinearStructure getEntityMap()

updateRange

public boolean updateRange(int index,
                           double lower,
                           double upper)

Description copied from interface: UpdatableSolver

A generalisation of UpdatableSolver.fixVariable(int, double) where the new/updated lower and upper bounds do not need to be equal.

Parameters:

index - The, solver specific, variable index

lower - New lower bound

upper - New upper bound

Returns:

true if updating the range is supported and was successful, otherwise false

extractMultipliers

private Access1D<?> extractMultipliers()

extractSolution

private double[] extractSolution()

extractValue

private double extractValue()

getDualExitCandidate

private boolean getDualExitCandidate(SimplexSolver.IterDescr iteration)

getLowerBound

private double getLowerBound(int index)

getLowerBounds

private double[] getLowerBounds()

getPrimalEnterCandidate

private boolean getPrimalEnterCandidate(SimplexSolver.IterDescr iteration)

getUpperBound

private double getUpperBound(int index)

getUpperBounds

private double[] getUpperBounds()

logCurrentState

private void logCurrentState()

shift

private double shift(int column,
                     SimplexStore.ColumnState state)

solveUnconstrained

private Optimisation.Result solveUnconstrained()

testDualEnterRatio

private boolean testDualEnterRatio(SimplexSolver.IterDescr iteration)

testPrimalExitRatio

private boolean testPrimalExitRatio(SimplexSolver.IterDescr iteration)

update

private void update(SimplexSolver.IterDescr iteration)

verifyDualFeasibility

private boolean verifyDualFeasibility()

verifyPrimalFeasibility

private boolean verifyPrimalFeasibility()

basis

final SimplexSolver basis(int[] basis)

doDualIterations

final void doDualIterations(SimplexSolver.IterDescr iteration)

doPrimalIterations

final void doPrimalIterations(SimplexSolver.IterDescr iteration)

extractResult

final Optimisation.Result extractResult()

isDualFeasible

final boolean isDualFeasible()

isPrimalFeasible

final boolean isPrimalFeasible()

prepareToIterate

final SimplexSolver.IterDescr prepareToIterate()

setup

abstract void setup(SimplexStore simplex)

• Determine if non-basic variables are at their lower or upper bound (or if they are unbounded)
• Shift ranges/bounds so that (one of) the bound(s) is at zero
• Assumes that the ranges/bounds of basic variables are already defined this way.

shift

final void shift(int index,
                 double shift,
                 double weight)

switchToPhase2

void switchToPhase2()