Module ojalgo

Package org.ojalgo.optimisation.linear

Class SimplexTableauSolver

java.lang.Object

org.ojalgo.optimisation.GenericSolver

org.ojalgo.optimisation.linear.LinearSolver

org.ojalgo.optimisation.linear.SimplexTableauSolver

All Implemented Interfaces:

Optimisation, Optimisation.Solver, UpdatableSolver

final class SimplexTableauSolver
extends LinearSolver

Classic simplex tableau solver:

• Primal algorithm
• 2-phase
• All variables assumed >=0, and RHS required to be >=0
• Variable bounds other than >=0 handled like constraints

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
(package private) static class	SimplexTableauSolver.IterationPoint

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 static NumberContext	ACC
private static NumberContext	DEGENERATE
private LongToNumberMap<java.lang.Double>	myFixedVariables
private SimplexTableauSolver.IterationPoint	myPoint
private SimplexTableau	myTableau
private static NumberContext	PHASE1
private static NumberContext	PIVOT
private static NumberContext	RATIO
private static NumberContext	WEIGHT

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
SimplexTableauSolver(SimplexTableau tableau, Optimisation.Options solverOptions)

Method Summary

Modifier and Type	Method	Description
(package private) static <T extends SimplexTableau> T	build(ExpressionsBasedModel model, java.util.function.Function<LinearStructure,T> factory)
protected Optimisation.Result	buildResult()
private void	cleanUpPhase1Artificials()	https://math.stackexchange.com/questions/3254444/artificial-variables-in-two-phase-simplex-method
(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)
protected double	evaluateFunction(Access1D<?> solution)
protected Access1D<?>	extractMultipliers()
protected Access1D<?>	extractSolution()	Extract solution MatrixStore from the tableau.
(package private) int	findNextPivotCol()
(package private) int	findNextPivotRow()
boolean	fixVariable(int index, double value)
java.util.Collection<Equation>	generateCutCandidates(double fractionality, boolean... integer)
LinearStructure	getEntityMap()
private int	getRowObjective()
private double	infeasibility()
protected boolean	initialise(Optimisation.Result kickStarter)
private boolean	isTableauPrintable()
private void	logDebugTableau(java.lang.String message)
protected boolean	needsAnotherIteration()
(package private) void	performIteration(SimplexTableauSolver.IterationPoint pivot)
private int	phase()
(package private) static void	set(ExpressionsBasedModel model, Primitive2D constraintsBdy, int indCnstr, int basePosVars, int baseNegVars, Variable variable, double factor)
(package private) static void	set(ExpressionsBasedModel model, Primitive2D constraintsBdy, int indCnstr, int basePosVars, int baseNegVars, Structure1D.IntIndex key, double factor)
(package private) static int	sizeOfDual(ConvexData<?> convex)
(package private) static int	sizeOfPrimal(ConvexData<?> convex)
Optimisation.Result	solve(Optimisation.Result kickStarter)
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.
protected boolean	validate()
private double	value()

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, printf, 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

Methods inherited from interface org.ojalgo.optimisation.UpdatableSolver

integers, isMapped

Field Detail

ACC

private static final NumberContext ACC

DEGENERATE

private static final NumberContext DEGENERATE

PHASE1

private static final NumberContext PHASE1

PIVOT

private static final NumberContext PIVOT

RATIO

private static final NumberContext RATIO

WEIGHT

private static final NumberContext WEIGHT

myFixedVariables

private LongToNumberMap<java.lang.Double> myFixedVariables

myPoint

private final SimplexTableauSolver.IterationPoint myPoint

myTableau

private final SimplexTableau myTableau

Constructor Detail

SimplexTableauSolver

SimplexTableauSolver(SimplexTableau tableau,
                     Optimisation.Options solverOptions)

Method Detail

build

static <T extends SimplexTableau> T build(ExpressionsBasedModel model,
                                          java.util.function.Function<LinearStructure,T> 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)

set

static void set(ExpressionsBasedModel model,
                Primitive2D constraintsBdy,
                int indCnstr,
                int basePosVars,
                int baseNegVars,
                Structure1D.IntIndex key,
                double factor)

set

static void set(ExpressionsBasedModel model,
                Primitive2D constraintsBdy,
                int indCnstr,
                int basePosVars,
                int baseNegVars,
                Variable variable,
                double factor)

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()

solve

public Optimisation.Result solve(Optimisation.Result kickStarter)

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

cleanUpPhase1Artificials

private void cleanUpPhase1Artificials()

https://math.stackexchange.com/questions/3254444/artificial-variables-in-two-phase-simplex-method

getRowObjective

private int getRowObjective()

infeasibility

private double infeasibility()

isTableauPrintable

private boolean isTableauPrintable()

logDebugTableau

private void logDebugTableau(java.lang.String message)

phase

private int phase()

value

private double value()

buildResult

protected Optimisation.Result buildResult()

evaluateFunction

protected double evaluateFunction(Access1D<?> solution)

extractMultipliers

protected Access1D<?> extractMultipliers()

extractSolution

protected Access1D<?> extractSolution()

Extract solution MatrixStore from the tableau. Should be able to feed this to evaluateFunction(Access1D).

initialise

protected boolean initialise(Optimisation.Result kickStarter)

needsAnotherIteration

protected boolean needsAnotherIteration()

validate

protected boolean validate()

findNextPivotCol

int findNextPivotCol()

findNextPivotRow

int findNextPivotRow()

performIteration

void performIteration(SimplexTableauSolver.IterationPoint pivot)