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4 Commits (ba537a95db8ca3e4de94f1091f2cf06203168b8f)
| Author | SHA1 | Message | Date |
|---|---|---|---|
Alex Leontiev
|
ba537a95db |
Preparation for pull request
Additional cleaning for simplex method, removing the parts that are currently unused. Removing developer's notes. Trying to reach production level. |
12 years ago |
|
Alex Leontiev
|
a95650111f |
Cleaning the code of simplex method
In particular, the following things are done: *) Consistent tabulation of 4 spaces is ensured *) New function dprintf() is introduced, so now printing of the debug information can be turned on/off via the ALEX_DEBUG macro *) Removed solveLP_aux namespace *) All auxiliary functions are declared as static *) The return codes of solveLP() are encapsulated in enum. |
12 years ago |
|
Alex Leontiev
|
a4a5e98cc0 |
Non-optimized simplex algorithm.
This version is supposed to work on all problems (please, let me know if this is not so), but is not optimized yet in terms of numerical stability and performance. Bland's rule is implemented as well, so algorithm is supposed to allow no cycling. Additional check for multiple solutions is added (in case of multiple solutions algorithm returns an appropriate return code of 1 and returns arbitrary optimal solution). Finally, now we have 5 tests. Before Thursday we have 4 directions that can be tackled in parallel: *) Prepare the pull request! *) Make the code more clear and readable (refactoring) *) Wrap the core solveLP() procedure in OOP-style interface *) Test solveLP on non-trivial tests (possibly test against http://www.coin-or.org/Clp/) |
12 years ago |
|
Alex Leontiev
|
ddc0010e7d |
The first draft of simplex algorithm, simple tests.
What we have now corresponds to "formal simplex algorithm", described in Cormen's "Intro to Algorithms". It will work *only* if the initial problem has (0,0,0,...,0) as feasible solution (consequently, it will work unpredictably if problem was unfeasible or did not have zero-vector as feasible solution). Moreover, it might cycle. TODO (first priority) 1. Implement initialize_simplex() procedure, that shall check for feasibility and generate initial feasible solution. (in particular, code should pass all 4 tests implemented at the moment) 2. Implement Bland's rule to avoid cycling. 3. Make the code more clear. 4. Implement several non-trivial tests (??) and check algorithm against them. Debug if necessary. TODO (second priority) 1. Concentrate on stability and speed (make difficult tests) |
12 years ago |