summaryrefslogtreecommitdiffstats
path: root/src/gui/graphicsview/qsimplex_p.cpp
blob: 7fa5ab025a095f0554e100c4f3f4705df5bd5670 (plain)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
#include "qsimplex_p.h"

#include <QtCore/qset.h>
#include <QtCore/qdebug.h>

#include <stdlib.h>

QT_BEGIN_NAMESPACE

QSimplex::QSimplex() : objective(0), rows(0), columns(0), firstArtificial(0), matrix(0)
{
}

QSimplex::~QSimplex()
{
    clearDataStructures();
}

void QSimplex::clearDataStructures()
{
    if (matrix == 0)
        return;

    // Matrix
    rows = 0;
    columns = 0;
    firstArtificial = 0;
    free(matrix);
    matrix = 0;

    // Constraints
    for (int i = 0; i < constraints.size(); ++i) {
        delete constraints[i]->helper.first;
        constraints[i]->helper.first = 0;
        constraints[i]->helper.second = 0.0;
        delete constraints[i]->artificial;
        constraints[i]->artificial = 0;
    }
    constraints.clear();

    // Other
    variables.clear();
    objective = 0;
}

void QSimplex::setConstraints(const QList<QSimplexConstraint *> newConstraints)
{
    clearDataStructures();

    if (newConstraints.isEmpty())
        return;
    constraints = newConstraints;

    // Set Variables direct mapping
    QSet<QSimplexVariable *> variablesSet;
    for (int i = 0; i < constraints.size(); ++i)
        variablesSet += \
            QSet<QSimplexVariable *>::fromList(constraints[i]->variables.keys());
    variables = variablesSet.toList();

    // Set Variables reverse mapping
    for (int i = 0; i < variables.size(); ++i) {
        // The variable "0" goes at the column "1", etc...
        variables[i]->index = i + 1;
    }

    // Normalize Constraints
    int variableIndex = variables.size();
    QList <QSimplexVariable *> artificialList;

    for (int i = 0; i < constraints.size(); ++i) {
        QSimplexVariable *slack;
        QSimplexVariable *surplus;
        QSimplexVariable *artificial;

        Q_ASSERT(constraints[i]->helper.first == 0);
        Q_ASSERT(constraints[i]->artificial == 0);

        switch(constraints[i]->ratio) {
        case QSimplexConstraint::LessOrEqual:
            slack = new QSimplexVariable;
            slack->index = ++variableIndex;
            constraints[i]->helper.first = slack;
            constraints[i]->helper.second = 1.0;
            break;
        case QSimplexConstraint::MoreOrEqual:
            surplus = new QSimplexVariable;
            surplus->index = ++variableIndex;
            constraints[i]->helper.first = surplus;
            constraints[i]->helper.second = -1.0;
            // fall through
        case QSimplexConstraint::Equal:
            artificial = new QSimplexVariable;
            constraints[i]->artificial = artificial;
            artificialList += constraints[i]->artificial;
            break;
        }
    }

    firstArtificial = variableIndex + 1;
    for (int i = 0; i < artificialList.size(); ++i)
        artificialList[i]->index = ++variableIndex;
    artificialList.clear();

    // Matrix

    // One for each variable plus the Basic and BFS columns (first and last)
    columns = variableIndex + 2;
    // One for each constraint plus the objective function
    rows = constraints.size() + 1;

    matrix = (qreal *)malloc(sizeof(qreal) * columns * rows);
    if (!matrix) {
        qWarning() << "QSimplex: Unable to allocate memory!";
        return;
    }
    for (int i = columns * rows - 1; i >= 0; --i)
        matrix[i] = 0.0;

    // Fill Matrix
    for (int i = 1; i <= constraints.size(); ++i) {
        QSimplexConstraint *c = constraints[i - 1];

        if (c->artificial) {
            // Will use artificial basic variable
            setValueAt(i, 0, c->artificial->index);
            setValueAt(i, c->artificial->index, 1.0);

            if (c->helper.second != 0.0) {
                // Surplus variable
                setValueAt(i, c->helper.first->index, c->helper.second);
            }
        } else {
            // Slack is used as the basic variable
            Q_ASSERT(c->helper.second == 1.0);
            setValueAt(i, 0, c->helper.first->index);
            setValueAt(i, c->helper.first->index, 1.0);
        }

        QHash<QSimplexVariable *, qreal>::const_iterator iter;
        for (iter = c->variables.constBegin();
             iter != c->variables.constEnd();
             ++iter) {
            setValueAt(i, iter.key()->index, iter.value());
        }

        setValueAt(i, columns - 1, c->constant);
    }

    // Set temporary objective: -1 * sum_of_artificial_vars
    for (int j = firstArtificial; j < columns - 1; ++j)
        setValueAt(0, j, 1.0);

    // Maximize our objective (artificial vars go to zero)
    solveMaxHelper();

    if (valueAt(0, columns - 1) != 0.0) {
        qWarning() << "QSimplex: No feasible solution!";
        clearDataStructures();
        return;
    }

    // Remove artificial variables
    clearColumns(firstArtificial, columns - 2);
}

void QSimplex::solveMaxHelper()
{
    reducedRowEchelon();
    while (iterate()) ;
}

void QSimplex::setObjective(QSimplexConstraint *newObjective)
{
    objective = newObjective;
}

void QSimplex::clearRow(int rowIndex)
{
    qreal *item = matrix + rowIndex * columns;
    for (int i = 0; i < columns; ++i)
        item[i] = 0.0;
}

void QSimplex::clearColumns(int first, int last)
{
    for (int i = 0; i < rows; ++i) {
        qreal *row = matrix + i * columns;
        for (int j = first; j <= last; ++j)
            row[j] = 0.0;
    }
}

void QSimplex::dumpMatrix()
{
    printf("---- Simplex Matrix ----\n");

    printf("       ");
    for (int j = 0; j < columns; ++j)
        printf("  <% 2d >", j);
    printf("\n");

    for (int i = 0; i < rows; ++i) {
        printf("Row %2d:", i);

        qreal *row = matrix + i * columns;
        for (int j = 0; j < columns; ++j) {
            printf("  % 2.2f", row[j]);
        }
        printf("\n");
    }
    printf("------------------------\n\n");
}

void QSimplex::combineRows(int toIndex, int fromIndex, qreal factor)
{
    if (!factor)
        return;

    qreal *from = matrix + fromIndex * columns;
    qreal *to = matrix + toIndex * columns;

    for (int j = 1; j < columns; ++j) {
        qreal value = from[j];

        // skip to[j] = to[j] + factor*0.0
        if (value == 0.0)
            continue;

        to[j] += factor * value;

        // ### Avoid Numerical errors
        if (qAbs(to[j]) < 0.0000000001)
            to[j] = 0.0;
    }
}

int QSimplex::findPivotColumn()
{
    qreal min = 0;
    int minIndex = -1;

    for (int j = 0; j < columns-1; ++j) {
        if (valueAt(0, j) < min) {
            min = valueAt(0, j);
            minIndex = j;
        }
    }

    return minIndex;
}

int QSimplex::pivotRowForColumn(int column)
{
    qreal min = 999999999999.0; // ###
    int minIndex = -1;

    for (int i = 1; i < rows; ++i) {
        qreal divisor = valueAt(i, column);
        if (divisor <= 0)
            continue;

        qreal quotient = valueAt(i, columns - 1) / divisor;
        if (quotient < min) {
            min = quotient;
            minIndex = i;
        }
    }

    return minIndex;
}

void QSimplex::reducedRowEchelon()
{
    for (int i = 1; i < rows; ++i) {
        int factorInObjectiveRow = valueAt(i, 0);
        combineRows(0, i, -1 * valueAt(0, factorInObjectiveRow));
    }
}

bool QSimplex::iterate()
{
    // Find Pivot column
    int pivotColumn = findPivotColumn();
    if (pivotColumn == -1)
        return false;

    // Find Pivot row for column
    int pivotRow = pivotRowForColumn(pivotColumn);
    if (pivotRow == -1) {
        qWarning() << "QSimplex: Unbounded problem!";
        return false;
    }

    // Normalize Pivot Row
    qreal pivot = valueAt(pivotRow, pivotColumn);
    if (pivot != 1.0)
        combineRows(pivotRow, pivotRow, (1.0 - pivot) / pivot);

    // Update other rows
    for (int row=0; row < rows; ++row) {
        if (row == pivotRow)
            continue;

        combineRows(row, pivotRow, -1 * valueAt(row, pivotColumn));
    }

    // Update first column
    setValueAt(pivotRow, 0, pivotColumn);

    //    dumpMatrix();
    //    printf("------------ end of iteration --------------\n");
    return true;
}

/*!
  \internal

  Both solveMin and solveMax are interfaces to this method.

  The enum solverFactor admits 2 values: Minimum (-1) and Maximum (+1).
 */
qreal QSimplex::solver(solverFactor factor)
{
    // Remove old objective
    clearRow(0);

    // Set new objective
    QHash<QSimplexVariable *, qreal>::const_iterator iter;
    for (iter = objective->variables.constBegin();
         iter != objective->variables.constEnd();
         ++iter) {
        setValueAt(0, iter.key()->index, -1 * factor * iter.value());
    }

    solveMaxHelper();
    collectResults();

    return factor * valueAt(0, columns - 1);
}

qreal QSimplex::solveMin()
{
    return solver(Minimum);
}

qreal QSimplex::solveMax()
{
    return solver(Maximum);
}

void QSimplex::collectResults()
{
    // All variables are zero unless overridden below.

    // ### Is this really needed? Is there any chance that an
    // important variable remains as non-basic at the end of simplex?
    for (int i = 0; i < variables.size(); ++i)
        variables[i]->result = 0;

    // Basic variables
    // Update the variable indicated in the first column with the value
    // in the last column.
    for (int i = 1; i < rows; ++i) {
        int index = valueAt(i, 0) - 1;
        if (index < variables.size())
            variables[index]->result = valueAt(i, columns - 1);
    }
}

QT_END_NAMESPACE