diff --git a/linear_programming/simplex.py b/linear_programming/simplex.py index ba64add40..bbc97d8e2 100644 --- a/linear_programming/simplex.py +++ b/linear_programming/simplex.py @@ -20,40 +20,60 @@ import numpy as np class Tableau: """Operate on simplex tableaus - >>> t = Tableau(np.array([[-1,-1,0,0,-1],[1,3,1,0,4],[3,1,0,1,4.]]), 2) + >>> Tableau(np.array([[-1,-1,0,0,1],[1,3,1,0,4],[3,1,0,1,4]]), 2, 2) + Traceback (most recent call last): + ... + TypeError: Tableau must have type float64 + + >>> Tableau(np.array([[-1,-1,0,0,-1],[1,3,1,0,4],[3,1,0,1,4.]]), 2, 2) Traceback (most recent call last): ... ValueError: RHS must be > 0 + + >>> Tableau(np.array([[-1,-1,0,0,1],[1,3,1,0,4],[3,1,0,1,4.]]), -2, 2) + Traceback (most recent call last): + ... + ValueError: number of (artificial) variables must be a natural number """ - def __init__(self, tableau: np.ndarray, n_vars: int) -> None: + # Max iteration number to prevent cycling + maxiter = 100 + + def __init__( + self, tableau: np.ndarray, n_vars: int, n_artificial_vars: int + ) -> None: + if tableau.dtype != "float64": + raise TypeError("Tableau must have type float64") + # Check if RHS is negative - if np.any(tableau[:, -1], where=tableau[:, -1] < 0): + if not (tableau[:, -1] >= 0).all(): raise ValueError("RHS must be > 0") + if n_vars < 2 or n_artificial_vars < 0: + raise ValueError( + "number of (artificial) variables must be a natural number" + ) + self.tableau = tableau - self.n_rows, _ = tableau.shape + self.n_rows, n_cols = tableau.shape # Number of decision variables x1, x2, x3... - self.n_vars = n_vars - - # Number of artificial variables to be minimised - self.n_art_vars = len(np.where(tableau[self.n_vars : -1] == -1)[0]) + self.n_vars, self.n_artificial_vars = n_vars, n_artificial_vars # 2 if there are >= or == constraints (nonstandard), 1 otherwise (std) - self.n_stages = (self.n_art_vars > 0) + 1 + self.n_stages = (self.n_artificial_vars > 0) + 1 # Number of slack variables added to make inequalities into equalities - self.n_slack = self.n_rows - self.n_stages + self.n_slack = n_cols - self.n_vars - self.n_artificial_vars - 1 # Objectives for each stage self.objectives = ["max"] # In two stage simplex, first minimise then maximise - if self.n_art_vars: + if self.n_artificial_vars: self.objectives.append("min") - self.col_titles = [""] + self.col_titles = self.generate_col_titles() # Index of current pivot row and column self.row_idx = None @@ -62,48 +82,39 @@ class Tableau: # Does objective row only contain (non)-negative values? self.stop_iter = False - @staticmethod - def generate_col_titles(*args: int) -> list[str]: + def generate_col_titles(self) -> list[str]: """Generate column titles for tableau of specific dimensions - >>> Tableau.generate_col_titles(2, 3, 1) - ['x1', 'x2', 's1', 's2', 's3', 'a1', 'RHS'] + >>> Tableau(np.array([[-1,-1,0,0,1],[1,3,1,0,4],[3,1,0,1,4.]]), + ... 2, 0).generate_col_titles() + ['x1', 'x2', 's1', 's2', 'RHS'] - >>> Tableau.generate_col_titles() - Traceback (most recent call last): - ... - ValueError: Must provide n_vars, n_slack, and n_art_vars - >>> Tableau.generate_col_titles(-2, 3, 1) - Traceback (most recent call last): - ... - ValueError: All arguments must be non-negative integers + >>> Tableau(np.array([[-1,-1,0,0,1],[1,3,1,0,4],[3,1,0,1,4.]]), + ... 2, 2).generate_col_titles() + ['x1', 'x2', 'RHS'] """ - if len(args) != 3: - raise ValueError("Must provide n_vars, n_slack, and n_art_vars") + args = (self.n_vars, self.n_slack) - if not all(x >= 0 and isinstance(x, int) for x in args): - raise ValueError("All arguments must be non-negative integers") - - # decision | slack | artificial - string_starts = ["x", "s", "a"] + # decision | slack + string_starts = ["x", "s"] titles = [] - for i in range(3): + for i in range(2): for j in range(args[i]): titles.append(string_starts[i] + str(j + 1)) titles.append("RHS") return titles - def find_pivot(self, tableau: np.ndarray) -> tuple[Any, Any]: + def find_pivot(self) -> tuple[Any, Any]: """Finds the pivot row and column. - >>> t = Tableau(np.array([[-2,1,0,0,0], [3,1,1,0,6], [1,2,0,1,7.]]), 2) - >>> t.find_pivot(t.tableau) + >>> Tableau(np.array([[-2,1,0,0,0], [3,1,1,0,6], [1,2,0,1,7.]]), + ... 2, 0).find_pivot() (1, 0) """ objective = self.objectives[-1] # Find entries of highest magnitude in objective rows sign = (objective == "min") - (objective == "max") - col_idx = np.argmax(sign * tableau[0, : self.n_vars]) + col_idx = np.argmax(sign * self.tableau[0, :-1]) # Choice is only valid if below 0 for maximise, and above for minimise if sign * self.tableau[0, col_idx] <= 0: @@ -117,15 +128,15 @@ class Tableau: s = slice(self.n_stages, self.n_rows) # RHS - dividend = tableau[s, -1] + dividend = self.tableau[s, -1] # Elements of pivot column within slice - divisor = tableau[s, col_idx] + divisor = self.tableau[s, col_idx] # Array filled with nans nans = np.full(self.n_rows - self.n_stages, np.nan) - # If element in pivot column is greater than zeron_stages, return + # If element in pivot column is greater than zero, return # quotient or nan otherwise quotients = np.divide(dividend, divisor, out=nans, where=divisor > 0) @@ -134,18 +145,18 @@ class Tableau: row_idx = np.nanargmin(quotients) + self.n_stages return row_idx, col_idx - def pivot(self, tableau: np.ndarray, row_idx: int, col_idx: int) -> np.ndarray: + def pivot(self, row_idx: int, col_idx: int) -> np.ndarray: """Pivots on value on the intersection of pivot row and column. - >>> t = Tableau(np.array([[-2,-3,0,0,0],[1,3,1,0,4],[3,1,0,1,4.]]), 2) - >>> t.pivot(t.tableau, 1, 0).tolist() + >>> Tableau(np.array([[-2,-3,0,0,0],[1,3,1,0,4],[3,1,0,1,4.]]), + ... 2, 2).pivot(1, 0).tolist() ... # doctest: +NORMALIZE_WHITESPACE [[0.0, 3.0, 2.0, 0.0, 8.0], [1.0, 3.0, 1.0, 0.0, 4.0], [0.0, -8.0, -3.0, 1.0, -8.0]] """ # Avoid changes to original tableau - piv_row = tableau[row_idx].copy() + piv_row = self.tableau[row_idx].copy() piv_val = piv_row[col_idx] @@ -153,48 +164,47 @@ class Tableau: piv_row *= 1 / piv_val # Variable in pivot column becomes basic, ie the only non-zero entry - for idx, coeff in enumerate(tableau[:, col_idx]): - tableau[idx] += -coeff * piv_row - tableau[row_idx] = piv_row - return tableau + for idx, coeff in enumerate(self.tableau[:, col_idx]): + self.tableau[idx] += -coeff * piv_row + self.tableau[row_idx] = piv_row + return self.tableau - def change_stage(self, tableau: np.ndarray) -> np.ndarray: + def change_stage(self) -> np.ndarray: """Exits first phase of the two-stage method by deleting artificial rows and columns, or completes the algorithm if exiting the standard case. - >>> t = Tableau(np.array([ + >>> Tableau(np.array([ ... [3, 3, -1, -1, 0, 0, 4], ... [2, 1, 0, 0, 0, 0, 0.], ... [1, 2, -1, 0, 1, 0, 2], ... [2, 1, 0, -1, 0, 1, 2] - ... ]), 2) - >>> t.change_stage(t.tableau).tolist() + ... ]), 2, 2).change_stage().tolist() ... # doctest: +NORMALIZE_WHITESPACE - [[2.0, 1.0, 0.0, 0.0, 0.0, 0.0], - [1.0, 2.0, -1.0, 0.0, 1.0, 2.0], - [2.0, 1.0, 0.0, -1.0, 0.0, 2.0]] + [[2.0, 1.0, 0.0, 0.0, 0.0], + [1.0, 2.0, -1.0, 0.0, 2.0], + [2.0, 1.0, 0.0, -1.0, 2.0]] """ # Objective of original objective row remains self.objectives.pop() if not self.objectives: - return tableau + return self.tableau # Slice containing ids for artificial columns - s = slice(-self.n_art_vars - 1, -1) + s = slice(-self.n_artificial_vars - 1, -1) # Delete the artificial variable columns - tableau = np.delete(tableau, s, axis=1) + self.tableau = np.delete(self.tableau, s, axis=1) # Delete the objective row of the first stage - tableau = np.delete(tableau, 0, axis=0) + self.tableau = np.delete(self.tableau, 0, axis=0) self.n_stages = 1 self.n_rows -= 1 - self.n_art_vars = 0 + self.n_artificial_vars = 0 self.stop_iter = False - return tableau + return self.tableau def run_simplex(self) -> dict[Any, Any]: """Operate on tableau until objective function cannot be @@ -205,15 +215,29 @@ class Tableau: ST: x1 + 3x2 <= 4 3x1 + x2 <= 4 >>> Tableau(np.array([[-1,-1,0,0,0],[1,3,1,0,4],[3,1,0,1,4.]]), - ... 2).run_simplex() + ... 2, 0).run_simplex() {'P': 2.0, 'x1': 1.0, 'x2': 1.0} + # Standard linear program with 3 variables: + Max: 3x1 + x2 + 3x3 + ST: 2x1 + x2 + x3 ≤ 2 + x1 + 2x2 + 3x3 ≤ 5 + 2x1 + 2x2 + x3 ≤ 6 + >>> Tableau(np.array([ + ... [-3,-1,-3,0,0,0,0], + ... [2,1,1,1,0,0,2], + ... [1,2,3,0,1,0,5], + ... [2,2,1,0,0,1,6.] + ... ]),3,0).run_simplex() # doctest: +ELLIPSIS + {'P': 5.4, 'x1': 0.199..., 'x3': 1.6} + + # Optimal tableau input: >>> Tableau(np.array([ ... [0, 0, 0.25, 0.25, 2], ... [0, 1, 0.375, -0.125, 1], ... [1, 0, -0.125, 0.375, 1] - ... ]), 2).run_simplex() + ... ]), 2, 0).run_simplex() {'P': 2.0, 'x1': 1.0, 'x2': 1.0} # Non-standard: >= constraints @@ -227,7 +251,7 @@ class Tableau: ... [1, 1, 1, 1, 0, 0, 0, 0, 40], ... [2, 1, -1, 0, -1, 0, 1, 0, 10], ... [0, -1, 1, 0, 0, -1, 0, 1, 10.] - ... ]), 3).run_simplex() + ... ]), 3, 2).run_simplex() {'P': 70.0, 'x1': 10.0, 'x2': 10.0, 'x3': 20.0} # Non standard: minimisation and equalities @@ -235,73 +259,76 @@ class Tableau: ST: 2x1 + x2 = 12 6x1 + 5x2 = 40 >>> Tableau(np.array([ - ... [8, 6, 0, -1, 0, -1, 0, 0, 52], - ... [1, 1, 0, 0, 0, 0, 0, 0, 0], - ... [2, 1, 1, 0, 0, 0, 0, 0, 12], - ... [2, 1, 0, -1, 0, 0, 1, 0, 12], - ... [6, 5, 0, 0, 1, 0, 0, 0, 40], - ... [6, 5, 0, 0, 0, -1, 0, 1, 40.] - ... ]), 2).run_simplex() + ... [8, 6, 0, 0, 52], + ... [1, 1, 0, 0, 0], + ... [2, 1, 1, 0, 12], + ... [6, 5, 0, 1, 40.], + ... ]), 2, 2).run_simplex() {'P': 7.0, 'x1': 5.0, 'x2': 2.0} + + + # Pivot on slack variables + Max: 8x1 + 6x2 + ST: x1 + 3x2 <= 33 + 4x1 + 2x2 <= 48 + 2x1 + 4x2 <= 48 + x1 + x2 >= 10 + x1 >= 2 + >>> Tableau(np.array([ + ... [2, 1, 0, 0, 0, -1, -1, 0, 0, 12.0], + ... [-8, -6, 0, 0, 0, 0, 0, 0, 0, 0.0], + ... [1, 3, 1, 0, 0, 0, 0, 0, 0, 33.0], + ... [4, 2, 0, 1, 0, 0, 0, 0, 0, 60.0], + ... [2, 4, 0, 0, 1, 0, 0, 0, 0, 48.0], + ... [1, 1, 0, 0, 0, -1, 0, 1, 0, 10.0], + ... [1, 0, 0, 0, 0, 0, -1, 0, 1, 2.0] + ... ]), 2, 2).run_simplex() # doctest: +ELLIPSIS + {'P': 132.0, 'x1': 12.000... 'x2': 5.999...} """ # Stop simplex algorithm from cycling. - for _ in range(100): + for _ in range(Tableau.maxiter): # Completion of each stage removes an objective. If both stages # are complete, then no objectives are left if not self.objectives: - self.col_titles = self.generate_col_titles( - self.n_vars, self.n_slack, self.n_art_vars - ) - # Find the values of each variable at optimal solution - return self.interpret_tableau(self.tableau, self.col_titles) + return self.interpret_tableau() - row_idx, col_idx = self.find_pivot(self.tableau) + row_idx, col_idx = self.find_pivot() # If there are no more negative values in objective row if self.stop_iter: # Delete artificial variable columns and rows. Update attributes - self.tableau = self.change_stage(self.tableau) + self.tableau = self.change_stage() else: - self.tableau = self.pivot(self.tableau, row_idx, col_idx) + self.tableau = self.pivot(row_idx, col_idx) return {} - def interpret_tableau( - self, tableau: np.ndarray, col_titles: list[str] - ) -> dict[str, float]: + def interpret_tableau(self) -> dict[str, float]: """Given the final tableau, add the corresponding values of the basic decision variables to the `output_dict` - >>> tableau = np.array([ + >>> Tableau(np.array([ ... [0,0,0.875,0.375,5], ... [0,1,0.375,-0.125,1], ... [1,0,-0.125,0.375,1] - ... ]) - >>> t = Tableau(tableau, 2) - >>> t.interpret_tableau(tableau, ["x1", "x2", "s1", "s2", "RHS"]) + ... ]),2, 0).interpret_tableau() {'P': 5.0, 'x1': 1.0, 'x2': 1.0} """ # P = RHS of final tableau - output_dict = {"P": abs(tableau[0, -1])} + output_dict = {"P": abs(self.tableau[0, -1])} for i in range(self.n_vars): - # Gives ids of nonzero entries in the ith column - nonzero = np.nonzero(tableau[:, i]) + # Gives indices of nonzero entries in the ith column + nonzero = np.nonzero(self.tableau[:, i]) n_nonzero = len(nonzero[0]) - # First entry in the nonzero ids + # First entry in the nonzero indices nonzero_rowidx = nonzero[0][0] - nonzero_val = tableau[nonzero_rowidx, i] + nonzero_val = self.tableau[nonzero_rowidx, i] # If there is only one nonzero value in column, which is one - if n_nonzero == nonzero_val == 1: - rhs_val = tableau[nonzero_rowidx, -1] - output_dict[col_titles[i]] = rhs_val - - # Check for basic variables - for title in col_titles: - # Don't add RHS or slack variables to output dict - if title[0] not in "R-s-a": - output_dict.setdefault(title, 0) + if n_nonzero == 1 and nonzero_val == 1: + rhs_val = self.tableau[nonzero_rowidx, -1] + output_dict[self.col_titles[i]] = rhs_val return output_dict