gsimplex 0.0.2__py3-none-any.whl

gsimplex/tools/parser.py

@@ -0,0 +1,45 @@
+import pulp as pl
+import tempfile
+from pathlib import Path
+from typing import BinaryIO
+
+from gsimplex.tools.extractor import Extractor
+
+class ProblemParser:
+
+    @staticmethod
+    def __load_mps_file(file_path: str|Path) -> pl.LpProblem:
+        _, problem = pl.LpProblem.fromMPS(str(file_path))
+        return problem
+
+    @staticmethod
+    def load_mps_from_file(file_path: str|Path) -> pl.LpProblem:
+
+        # Raise exception if file does not exist
+        if not Path(file_path).exists():
+            raise FileNotFoundError(f"File not found: {file_path}")
+        
+        # If it's not compressed, we can load it directly
+        if not Extractor.is_compressed(file_path):
+            return ProblemParser.__load_mps_file(file_path)
+
+        # File must be uncompressed first
+        with Extractor.extract_to_stream(file_path) as file_stream:
+            return ProblemParser.load_mps_from_stream(file_stream)
+        
+    @staticmethod
+    def load_mps_from_stream(file_stream: BinaryIO) -> pl.LpProblem:
+
+        # Save stream to a temporary file
+        with tempfile.NamedTemporaryFile(delete=False, suffix=".mps") as tmp_file:
+            tmp_file.write(file_stream.read())
+            tmp_file_path = tmp_file.name
+        
+        try:
+            # Load the problem from the temporary file
+            problem = ProblemParser.__load_mps_file(tmp_file_path)
+        finally:
+            Path(tmp_file_path).unlink()  # Clean up the temporary file
+        
+        return problem
+

gsimplex/vertex.py

@@ -0,0 +1,96 @@
+import numpy as np
+from typing import List, Iterable, Tuple, Optional
+from gsimplex.problem import Problem
+
+class Vertex:
+    """
+    Vertex (basis solution) for a primal or dual linear programming polyhedron.
+    """
+
+
+    ABSOLUTE_TOLERANCE = 1e-10
+    RELATIVE_TOLERANCE = 1e-9
+
+    def __init__(self, problem: Problem, basis: Iterable[int]):
+        self.problem = problem
+        self.basis = np.array(sorted(set(basis)), dtype=int)
+
+        if len(self.basis) != problem.dimension:
+            raise ValueError("Basis must have same size as problem dimension")
+
+        A_B = problem.A[self.basis, :]
+        b_B = problem.b[self.basis]
+
+        self.W = -np.linalg.inv(A_B)
+
+        # A_B x = b_B
+        self.x = np.linalg.solve(A_B, b_B)
+
+        # y_B = c^T A_B^-1
+        self.y_B = np.linalg.solve(A_B.T, problem.c)
+
+    @property
+    def non_basis(self) -> np.ndarray:
+        return np.setdiff1d(np.arange(self.problem.constraints), self.basis)
+
+    @property
+    def y(self) -> np.ndarray:
+        y_full = np.zeros(self.problem.constraints)
+        y_full[self.basis] = self.y_B
+        return y_full
+
+    def primal_residuals(self) -> np.ndarray:
+        r = self.problem.b - self.problem.A @ self.x
+        return np.minimum(r, 0)
+
+    def is_primal_feasible(self, abs_tol: float = ABSOLUTE_TOLERANCE, rel_tol: float = RELATIVE_TOLERANCE) -> bool:
+        return len(self.primal_infeasible_rows(abs_tol, rel_tol)) == 0
+
+    def primal_infeasible_rows(self, abs_tol: float = ABSOLUTE_TOLERANCE, rel_tol: float = RELATIVE_TOLERANCE) -> List[Tuple[int, float]]:
+        scale = np.max(np.abs(self.problem.b))
+        slack = self.primal_residuals()
+        return [(i, slack[i]) for i in range(self.problem.constraints)
+                if abs(slack[i]) > abs_tol + rel_tol * scale]
+
+    def is_primal_degenerate(self, abs_tol: float = ABSOLUTE_TOLERANCE, rel_tol: float = RELATIVE_TOLERANCE) -> bool:
+        scale = np.max(np.abs(self.problem.b))
+        residuals = self.primal_residuals()
+        return np.sum(np.abs(residuals) <= abs_tol + rel_tol * scale) > self.problem.dimension
+
+    def dual_infeasible_values(self, abs_tol: float = ABSOLUTE_TOLERANCE) -> List[Tuple[int, float]]:
+        return [(self.basis[i], abs(self.y_B[i])) for i in range(len(self.y_B)) if self.y_B[i] < -abs_tol]
+
+    def is_dual_feasible(self, abs_tol: float = ABSOLUTE_TOLERANCE) -> bool:
+        return len(self.dual_infeasible_values(abs_tol)) == 0
+
+    def is_dual_degenerate(self, abs_tol: float = ABSOLUTE_TOLERANCE) -> np.bool:
+        return np.any(np.abs(self.y_B) < abs_tol)
+
+    def is_optimal_point(self, abs_tol: float = ABSOLUTE_TOLERANCE, rel_tol: float = RELATIVE_TOLERANCE) -> bool:
+        return self.is_primal_feasible(abs_tol, rel_tol) and self.is_dual_feasible(abs_tol)
+
+    def primal_value(self, abs_tol: float = ABSOLUTE_TOLERANCE, rel_tol: float = RELATIVE_TOLERANCE) -> float:
+        if not self.is_primal_feasible(abs_tol, rel_tol):
+            raise ValueError("Point is not primal feasible")
+        
+        return self.problem.c @ self.x
+
+    def dual_value(self, abs_tol: float = ABSOLUTE_TOLERANCE) -> float:
+        if not self.is_dual_feasible(abs_tol):
+            raise ValueError("Point is not dual feasible")
+        
+        return self.y_B @ self.problem.b[self.basis]
+
+    @staticmethod
+    def gap(dual_vertex: 'Vertex', primal_vertex: 'Vertex',
+            abs_tol: float = ABSOLUTE_TOLERANCE, rel_tol: float = RELATIVE_TOLERANCE) -> Tuple[float, Optional[float], float, float]:
+        if dual_vertex.problem is not primal_vertex.problem:
+            raise ValueError("Vertices from different problems")
+
+        dual_val = dual_vertex.dual_value(abs_tol)
+        primal_val = primal_vertex.primal_value(abs_tol, rel_tol)
+
+        gap = dual_val - primal_val
+        rel_gap = gap / primal_val if abs(primal_val) > abs_tol else None
+
+        return gap, rel_gap, dual_val, primal_val

gsimplex-0.0.2.dist-info/METADATA

@@ -0,0 +1,25 @@
+Metadata-Version: 2.4
+Name: gsimplex
+Version: 0.0.2
+Summary: Implementation of simplex algorithm contrelled by the primal-dual gap
+Author-email: Riccardo Ciucci <riccardo@ciucci.dev>
+License-Expression: MIT
+Project-URL: Homepage, https://github.com/Richie314/GapControlledSimplex
+Project-URL: Issues, https://github.com/Richie314/GapControlledSimplex/issues
+Classifier: Programming Language :: Python :: 3
+Classifier: Operating System :: OS Independent
+Requires-Python: >=3.12
+Description-Content-Type: text/markdown
+Requires-Dist: numpy>=2.2.0
+Requires-Dist: aiohttp>=3.9.0
+Requires-Dist: pulp>=3.1.0
+Provides-Extra: dev
+Requires-Dist: pytest; extra == "dev"
+
+# Gap controlled Simplex
+
+[![Test and publish package](https://github.com/Richie314/GapControlledSimplex/actions/workflows/pypi.yml/badge.svg)](https://github.com/Richie314/GapControlledSimplex/actions/workflows/pypi.yml)
+
+![Algorithm diagram](./assets/AlgorithmDiagram.drawio.svg)
+
+## Download test problems

gsimplex-0.0.2.dist-info/RECORD

@@ -0,0 +1,25 @@
+gsimplex/__init__.py,sha256=7ClinUCqGdgz_LWsrTf6gKvVXP37wps3KD9s2cdMbeM,17
+gsimplex/demo.py,sha256=B5aPvlT4g25M34MoWKuWqNpq6vKRwuCFesUHPkQLtEo,1490
+gsimplex/main.py,sha256=RmiR41qfkCwXg2UeWWI9fzcg5UOiGHOBJgwqHu9EZpY,1182
+gsimplex/problem.py,sha256=YLizccYcQ4nYnCjF1hMOD00FLOB0S9z-ZrVuk8lDtJU,1467
+gsimplex/solution.py,sha256=EntWtN2Ayc-jYT6NiSldR6IBFtWa2syN63QpJfEejM8,432
+gsimplex/vertex.py,sha256=cPVVicCePY89uqDnle-oMi4hsK1nvzGvTsbBLVUCZ9c,3930
+gsimplex/benchmarks/downloader.py,sha256=k6aPa65dOAy5p5cnY7CAvvZLzqzh4mPLdQliHIEDG7I,2891
+gsimplex/benchmarks/netlib.py,sha256=zXMpdvbjFeGM8cB60-_GtsROAu6eg8-QV6OHq4RSmyc,3390
+gsimplex/benchmarks/netlib_emps.py,sha256=Y6fRz-TaVtwBnqCqv3FAsBlbq0tasq8DtVJwfpGg_ZM,26260
+gsimplex/benchmarks/plato.py,sha256=SlOzAWZeOnEcUs-MqMxfN5VKfhUjoX0ScY6gDH6AXiQ,2136
+gsimplex/solvers/__init__.py,sha256=3gI174qJwg9MpsT2DBKLcwNgRrA49dqE1EIp-9Dc0aA,17
+gsimplex/solvers/criss_cross.py,sha256=vjo_IT68u6VWjeLCMISSnXvRZe-aIn2h_zt1oPHiiqQ,553
+gsimplex/solvers/dual_simplex.py,sha256=TPWEZzU-BzjMbsLQp1DErY_S9Pj-KhetFxK2qGnrawk,3463
+gsimplex/solvers/gap_simplex.py,sha256=mfWngK06Aq2gUUAPx7sv8Wehl7IZgLrzRNaKvxlZJ0g,3249
+gsimplex/solvers/iterative_solver.py,sha256=304Mdxi5ES0rG_dV15-wjSlWbGueCrFHlzFZWOmuUgw,696
+gsimplex/solvers/primal_simplex.py,sha256=ESKv4Ba_cPx300FZsObT38H7lskB8DVkD5jChlDzZw8,4557
+gsimplex/solvers/simplex_interface.py,sha256=Q_PBJzDDkzjoMdVoCrrFf1d_R6IwKpGWYRsR-wI4yeQ,445
+gsimplex/solvers/solver_interface.py,sha256=rO4kTPH8b5Psz-4HfzwFCs-aDW5t_DzYS40rFRYNoVc,871
+gsimplex/tools/extractor.py,sha256=B3WE1I4GHsLEHr2EUkh-09_FnCj3KYx-Pcw_99oyOSE,1225
+gsimplex/tools/parser.py,sha256=jnOJqw4tWIVHoL5kJMDFrnvb_hC8lAF33Ecj1QpzYfo,1495
+gsimplex-0.0.2.dist-info/METADATA,sha256=E6SIGye9IEENLX3E9vh9zwd-lb23oQP1NPC612WcItM,970
+gsimplex-0.0.2.dist-info/WHEEL,sha256=aeYiig01lYGDzBgS8HxWXOg3uV61G9ijOsup-k9o1sk,91
+gsimplex-0.0.2.dist-info/entry_points.txt,sha256=5dA7QYXYzzydAqZgJ927MPaLTpdmzk2dGxBBlx4wXGc,256
+gsimplex-0.0.2.dist-info/top_level.txt,sha256=SEkvaxvhQLqFFKojZfyGLFHzBgHZxtFOeWwAuOiB3g4,9
+gsimplex-0.0.2.dist-info/RECORD,,

gsimplex-0.0.2.dist-info/WHEEL

@@ -0,0 +1,5 @@
+Wheel-Version: 1.0
+Generator: setuptools (82.0.1)
+Root-Is-Purelib: true
+Tag: py3-none-any
+

gsimplex-0.0.2.dist-info/entry_points.txt

@@ -0,0 +1,6 @@
+[console_scripts]
+gsimplex = gsimplex.main:__main
+gsimplex-demo = gsimplex.demo:demo
+gsimplex-download-netlib = gsimplex.benchmarks.netlib:main
+gsimplex-download-plato = gsimplex.benchmarks.plato:main
+gsimplex-emps = gsimplex.benchmarks.netlib_emps:__main

gsimplex-0.0.2.dist-info/top_level.txt

@@ -0,0 +1 @@
+gsimplex