simplex 1.0.0

checksums.yaml

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+  data.tar.gz: e05193d59e5237b419560bdb8aa65add6894697e
+SHA512:
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data/lib/simplex.rb

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+require 'matrix'
+
+class Matrix
+  def []=(i, j, x)
+    @rows[i][j] = x
+  end
+end
+
+class Vector
+  public :[]=
+end
+
+class Simplex
+  DEFAULT_MAX_ITERATIONS = 1_000_000
+  attr_accessor :max_iterations
+
+  def initialize(c, a, b)
+    @max_iterations = DEFAULT_MAX_ITERATIONS
+    # Problem dimensions
+    @num_non_slack_vars = a.first.length
+    @num_constraints    = b.length
+    @num_vars           = @num_non_slack_vars + @num_constraints
+    @x                  = Array.new(@num_vars)
+
+    # Set up initial matrix A and vectors b, c
+    @c = Vector[*c.map {|c1| -1*c1 } + [0]*@num_constraints]
+    @a = Matrix[*a.map {|a1| a1.clone + [0]*@num_constraints}]
+    @b = Vector[*b.clone]
+    0.upto(@num_constraints - 1) {|i| @a[i, @num_non_slack_vars + i] = 1 }
+
+    @basic_vars = ((@num_non_slack_vars)...(@num_vars)).to_a
+
+    # set initial solution: all non-slack variables = 0
+    update_solution
+    @solved = false
+  end
+
+  def solve
+    return if @solved
+    i = 0
+    while can_improve? and i < @max_iterations
+      i += 1
+      pivot_column = entering_variable_ix
+      pivot_row    = minimum_coefficient_ratio_row_ix(pivot_column)
+      leaving_var = leaving_variable(pivot_row)
+      @basic_vars.delete(leaving_var)
+
+      # update objective
+      c_ratio = Rational(@c[pivot_column], @a[pivot_row, pivot_column])
+      @c = @c - (@a.row(pivot_row)*c_ratio)
+
+      # update pivot row
+      ratio = Rational(1, @a[pivot_row, pivot_column])
+      0.upto(@a.column_count - 1) do |column_ix|
+        @a[pivot_row, column_ix] = ratio * @a[pivot_row, column_ix]
+      end
+      @b[pivot_row] = ratio * @b[pivot_row]
+
+      # update A and B
+      0.upto(@a.row_count - 1) do |row_ix|
+        next if row_ix == pivot_row
+        ratio = @a[row_ix, pivot_column]
+        0.upto(@a.column_count - 1) do |column_ix|
+          @a[row_ix, column_ix] = @a[row_ix, column_ix] - ratio*@a[pivot_row, column_ix]
+        end
+        @b[row_ix] = @b[row_ix] - ratio*@b[pivot_row]
+      end
+
+      @basic_vars << pivot_column
+      @basic_vars.sort!
+      update_solution
+    end
+    @solved = true
+  end
+
+  def update_solution
+    0.upto(@num_vars - 1) {|i| @x[i] = 0 }
+    @basic_vars.each do |basic_var|
+      row_coeff_1 = nil
+      0.upto(@a.row_count - 1) do |row_ix|
+        coeff = @a[row_ix, basic_var]
+        if coeff == 1
+          if row_coeff_1 == nil
+            row_coeff_1 = row_ix
+          end
+        end
+      end
+      @x[basic_var] = @b[row_coeff_1]
+    end
+  end
+
+  def solution
+    solve
+    @x.to_a[0...@num_non_slack_vars]
+  end
+
+  def can_improve?
+    !!entering_variable_ix
+  end
+
+  def entering_variable_ix
+    current_min_value = nil
+    current_min_index = nil
+    @c.each_with_index do |v, i| 
+      if v < 0
+        if current_min_value == nil || v <= current_min_value
+          current_min_value = v
+          current_min_index = i
+        end
+      end
+    end
+    current_min_index
+  end
+
+  def leaving_variable(pivot_row)
+    0.upto(@a.column_count - 1) do |column_ix|
+      if @a[pivot_row, column_ix] == 1 and @basic_vars.include?(column_ix)
+        return column_ix
+      end
+    end
+  end
+
+  def minimum_coefficient_ratio_row_ix(column_ix)
+    current_min_value = nil
+    current_min_index = nil
+    0.upto(@a.row_count - 1) do |row_ix|
+      next if @a[row_ix, column_ix] == 0
+      ratio = Rational(@b[row_ix], @a[row_ix, column_ix])
+      if ratio > 0 && (!current_min_value || ratio < current_min_value)
+        current_min_value = ratio
+        current_min_index = row_ix
+      end
+    end
+    return current_min_index
+  end
+
+end

metadata

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+--- !ruby/object:Gem::Specification
+name: simplex
+version: !ruby/object:Gem::Version
+  version: 1.0.0
+platform: ruby
+authors:
+- Daniel Lucraft
+autorequire: 
+bindir: bin
+cert_chain: []
+date: 2013-09-15 00:00:00.000000000 Z
+dependencies: []
+description: Naive implementation of the simplex linear programming algorithm in pure
+  Ruby.
+email: dan@fluentradical.com
+executables: []
+extensions: []
+extra_rdoc_files: []
+files:
+- lib/simplex.rb
+homepage: 
+licenses: []
+metadata: {}
+post_install_message: 
+rdoc_options: []
+require_paths:
+- lib
+required_ruby_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - '>='
+    - !ruby/object:Gem::Version
+      version: '0'
+required_rubygems_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - '>='
+    - !ruby/object:Gem::Version
+      version: '0'
+requirements: []
+rubyforge_project: 
+rubygems_version: 2.0.6
+signing_key: 
+specification_version: 4
+summary: Simplex linear programming solver
+test_files: []