Created
April 30, 2013 01:34
-
-
Save tristanwietsma/5486110 to your computer and use it in GitHub Desktop.
Simplex solver I include an example from Wikipedia page on the topic. This version shows the tableau after each pivot.
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
from __future__ import division | |
from numpy import * | |
class Tableau: | |
def __init__(self, obj): | |
self.obj = [1] + obj | |
self.rows = [] | |
self.cons = [] | |
def add_constraint(self, expression, value): | |
self.rows.append([0] + expression) | |
self.cons.append(value) | |
def _pivot_column(self): | |
low = 0 | |
idx = 0 | |
for i in range(1, len(self.obj)-1): | |
if self.obj[i] < low: | |
low = self.obj[i] | |
idx = i | |
if idx == 0: return -1 | |
return idx | |
def _pivot_row(self, col): | |
rhs = [self.rows[i][-1] for i in range(len(self.rows))] | |
lhs = [self.rows[i][col] for i in range(len(self.rows))] | |
ratio = [] | |
for i in range(len(rhs)): | |
if lhs[i] == 0: | |
ratio.append(99999999 * abs(max(rhs))) | |
continue | |
ratio.append(rhs[i]/lhs[i]) | |
return argmin(ratio) | |
def display(self): | |
print '\n', matrix([self.obj] + self.rows) | |
def _pivot(self, row, col): | |
e = self.rows[row][col] | |
self.rows[row] /= e | |
for r in range(len(self.rows)): | |
if r == row: continue | |
self.rows[r] = self.rows[r] - self.rows[r][col]*self.rows[row] | |
self.obj = self.obj - self.obj[col]*self.rows[row] | |
def _check(self): | |
if min(self.obj[1:-1]) >= 0: return 1 | |
return 0 | |
def solve(self): | |
# build full tableau | |
for i in range(len(self.rows)): | |
self.obj += [0] | |
ident = [0 for r in range(len(self.rows))] | |
ident[i] = 1 | |
self.rows[i] += ident + [self.cons[i]] | |
self.rows[i] = array(self.rows[i], dtype=float) | |
self.obj = array(self.obj + [0], dtype=float) | |
# solve | |
self.display() | |
while not self._check(): | |
c = self._pivot_column() | |
r = self._pivot_row(c) | |
self._pivot(r,c) | |
print '\npivot column: %s\npivot row: %s'%(c+1,r+2) | |
self.display() | |
if __name__ == '__main__': | |
""" | |
max z = 2x + 3y + 4z | |
st | |
3x + 2y + z <= 10 | |
2x + 5y + 3z <= 15 | |
x,y,z >= 0 | |
""" | |
t = Tableau([-2,-3,-4]) | |
t.add_constraint([3, 2, 1], 10) | |
t.add_constraint([2, 5, 3], 15) | |
t.solve() |
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment