simplex 1.1.0 → 1.2.0

checksums.yaml

@@ -1,7 +1,7 @@
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data/README.md

@@ -6,15 +6,19 @@ simplex
 
 A naive pure-Ruby implementation of the Simplex algorithm for solving linear programming problems. Solves maximizations in standard form.
 
+### Changes
+
+**1.2**: Raises `Simplex::UnboundedProblem` if the problem is unbounded.
+
 ### Why?
 
 I wrote this because I needed to solve some small allocation problems for a web game I'm writing, 
 and there didn't seem to be any Ruby 2.0 bindings for the "pro" solver libraries, 
 and anyway they are hard to install on Heroku.
 
- * *Use it for*: small LP problems, when you have trouble loading native or Java solvers,
+ * *Use it for*: small LP problems, with feasible origins, when you have trouble loading native or Java solvers,
      and when you can accept not that great performance. 
- * *Don't use it for*: large LP problems, when you have access to native solvers, when you need very fast solving time.
+ * *Don't use it for*: large LP problems, problems with infeasible origins,when you have access to native solvers, when you need very fast solving time.
 
 ### Usage
 
@@ -29,13 +33,35 @@ To solve the linear programming problem:
 
 Like this:
 
-    result = Simplex.new(
+    > simplex = Simplex.new(
       [1, 1],       # coefficients of objective function
       [             # matrix of inequality coefficients on the lhs ...
         [ 2,  1],
         [ 1,  2],
       ],
       [4, 3]        # .. and the rhs of the inequalities
-    ).solution
-    # => [(5/3), (2/3)]
+    )
+    > simplex.solution
+    => [(5/3), (2/3)]
+
+You can manually iterate the algorithm, and review the tableau at each step. For instance:
+
+    > simplex = Simplex.new([1, 1], [[2, 1], [1, 2]], [4, 3])
+    > puts simplex.formatted_tableau
+     -1.000   -1.000    0.000    0.000            
+    ----------------------------------------------
+     *2.000    1.000    1.000    0.000  |    4.000
+      1.000    2.000    0.000    1.000  |    3.000
+
+    > simplex.can_improve?
+    => true
+    > simplex.pivot
+    => [0, 3]
+
+    > puts simplex.formatted_tableau
+      0.000   -0.500    0.500    0.000            
+    ----------------------------------------------
+      1.000    0.500    0.500    0.000  |    2.000
+      0.000   *1.500   -0.500    1.000  |    1.000
 
+The asterisk indicates what will be the pivot row and column for the next pivot.

data/lib/simplex.rb

@@ -7,6 +7,9 @@ end
 class Simplex
   DEFAULT_MAX_PIVOTS = 10_000
 
+  class UnboundedProblem < StandardError
+  end
+
   attr_accessor :max_pivots
 
   def initialize(c, a, b)
@@ -79,6 +82,7 @@ class Simplex
   def pivot
     pivot_column = entering_variable
     pivot_row    = pivot_row(pivot_column)
+    raise UnboundedProblem unless pivot_row
     leaving_var  = basic_variable_in_row(pivot_row)
     replace_basic_variable(leaving_var => pivot_column)
 
@@ -114,7 +118,7 @@ class Simplex
     }.reject { |_, a, b|
       a == 0
     }.reject { |_, a, b|
-      (b < 0 or a < 0) and !(b < 0 and a < 0)  # negative sign check
+      (b < 0) ^ (a < 0) # negative sign check
     }
     row_ix, _, _ = *last_min_by(row_ix_a_and_b) { |_, a, b|
       Rational(b, a)
@@ -137,13 +141,19 @@ class Simplex
   end
 
   def formatted_tableau
-    pivot_column = entering_variable
-    pivot_row    = pivot_row(pivot_column)
+    if can_improve?
+      pivot_column = entering_variable
+      pivot_row    = pivot_row(pivot_column)
+    else
+      pivot_row = nil
+    end
     num_cols = @c.size + 1
     c = formatted_values(@c.to_a)
     b = formatted_values(@b.to_a)
     a = @a.to_a.map {|ar| formatted_values(ar.to_a) }
-    a[pivot_row][pivot_column] = "*" + a[pivot_row][pivot_column]
+    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 {|c| c.rjust(max, " ") }

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: simplex
 version: !ruby/object:Gem::Version
-  version: 1.1.0
+  version: 1.2.0
 platform: ruby
 authors:
 - Daniel Lucraft
 autorequire: 
 bindir: bin
 cert_chain: []
-date: 2013-12-20 00:00:00.000000000 Z
+date: 2013-12-21 00:00:00.000000000 Z
 dependencies: []
 description: Naive implementation of the simplex linear programming algorithm in pure
   Ruby.
@@ -39,7 +39,7 @@ required_rubygems_version: !ruby/object:Gem::Requirement
       version: '0'
 requirements: []
 rubyforge_project: 
-rubygems_version: 2.0.14
+rubygems_version: 2.1.11
 signing_key: 
 specification_version: 4
 summary: Simplex linear programming solver