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 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480 481 482 483 484 485 486 487 488 489 490 491 492 493 494 495 496 497 498 499 500 501 502 503 504 505 506 507 508 509 510 511 512 513 514 515 516 517 518 519 520 521 522 523 524 525 526 527 528 529 530 531 532 533 534 535 536 537 538 539 540 541 542 543 544 545 546 547 548 549 550 551 552 553 554 555 556 557 558 559 560 561 562 563 564 565 566 567 568 569 570 571 572 573 574 575 576 577 578 579 580 581 582 583 584 585 586 587 588 589 590 591 592 593 594 595 596 597 598 599 600 601 602 603 604 605 606 607 608 609 610 611 612
|
from __future__ import print_function, unicode_literals, absolute_import, division
from .edit_info import EditInfo
from .error import RequiredFailure, ConstraintNotFound, InternalError
from .expression import Expression, StayConstraint, EditConstraint, ObjectiveVariable, SlackVariable, DummyVariable
from .tableau import Tableau
from .utils import approx_equal, EPSILON, STRONG, WEAK
class SolverEditContext(object):
def __init__(self, solver):
self.solver = solver
def __enter__(self):
self.solver.begin_edit()
def __exit__(self, type, value, tb):
self.solver.end_edit()
class SimplexSolver(Tableau):
def __init__(self):
super(SimplexSolver, self).__init__()
self.stay_error_vars = []
self.error_vars = {}
self.marker_vars = {}
self.objective = ObjectiveVariable('Z')
self.edit_var_map = {}
self.slack_counter = 0
self.artificial_counter = 0
self.dummy_counter = 0
self.auto_solve = True
self.needs_solving = False
self.optimize_count = 0
self.rows[self.objective] = Expression()
self.edit_variable_stack = [0]
def __repr__(self):
parts = []
parts.append('stay_error_vars: %s' % self.stay_error_vars)
parts.append('edit_var_map: %s' % self.edit_var_map)
return super(SimplexSolver, self).__repr__() + '\n' + '\n'.join(parts)
def add_constraint(self, cn, strength=None, weight=None):
if strength or weight:
cn = cn.clone()
if strength:
cn.strength = strength
if weight:
cn.weight = weight
# print('add_constraint', cn)
expr, eplus, eminus, prev_edit_constant = self.new_expression(cn)
if not self.try_adding_directly(expr):
self.add_with_artificial_variable(expr)
self.needs_solving = True
if cn.is_edit_constraint:
i = len(self.edit_var_map)
self.edit_var_map[cn.variable] = EditInfo(cn, eplus, eminus, prev_edit_constant, i)
if self.auto_solve:
self.optimize(self.objective)
self.set_external_variables()
return cn
def add_edit_var(self, v, strength=STRONG):
# print("add_edit_var", v, strength)
return self.add_constraint(EditConstraint(v, strength))
def remove_edit_var(self, v):
self.remove_constraint(self.edit_var_map[v].constraint)
def edit(self):
return SolverEditContext(self)
def resolve(self):
self.dual_optimize()
self.set_external_variables()
self.infeasible_rows.clear()
self.reset_stay_constants()
#######################################################################
# Internals
#######################################################################
def new_expression(self, cn):
# print("* new_expression", cn)
# print("cn.is_inequality == ", cn.is_inequality)
# print("cn.is_required == ", cn.is_required)
expr = Expression(constant=cn.expression.constant)
eplus = None
eminus = None
prev_edit_constant = None
for v, c in cn.expression.terms.items():
e = self.rows.get(v)
if not e:
expr.add_variable(v, c)
else:
expr.add_expression(e, c)
if cn.is_inequality:
# print("Inequality, adding slack")
self.slack_counter = self.slack_counter + 1
slack_var = SlackVariable(prefix='s', number=self.slack_counter)
expr.set_variable(slack_var, -1)
self.marker_vars[cn] = slack_var
if not cn.is_required:
self.slack_counter = self.slack_counter + 1
eminus = SlackVariable(prefix='em', number=self.slack_counter)
expr.set_variable(eminus, 1)
z_row = self.rows[self.objective]
z_row.set_variable(eminus, cn.strength * cn.weight)
self.insert_error_var(cn, eminus)
self.note_added_variable(eminus, self.objective)
else:
if cn.is_required:
# print("Equality, required")
self.dummy_counter = self.dummy_counter + 1
dummy_var = DummyVariable(number=self.dummy_counter)
eplus = dummy_var
eminus = dummy_var
prev_edit_constant = cn.expression.constant
expr.set_variable(dummy_var, 1)
self.marker_vars[cn] = dummy_var
# print("Adding dummy_var == d%s" % self.dummy_counter)
else:
# print("Equality, not required")
self.slack_counter = self.slack_counter + 1
eplus = SlackVariable(prefix='ep', number=self.slack_counter)
eminus = SlackVariable(prefix='em', number=self.slack_counter)
expr.set_variable(eplus, -1)
expr.set_variable(eminus, 1)
self.marker_vars[cn] = eplus
z_row = self.rows[self.objective]
# print("z_row", z_row)
sw_coeff = cn.strength * cn.weight
# if sw_coeff == 0:
# print("cn ==", cn)
# print("adding ", eplus, "and", eminus, "with sw_coeff", sw_coeff)
z_row.set_variable(eplus, sw_coeff)
self.note_added_variable(eplus, self.objective)
z_row.set_variable(eminus, sw_coeff)
self.note_added_variable(eminus, self.objective)
self.insert_error_var(cn, eminus)
self.insert_error_var(cn, eplus)
if cn.is_stay_constraint:
self.stay_error_vars.append((eplus, eminus))
elif cn.is_edit_constraint:
prev_edit_constant = cn.expression.constant
# print('new_expression returning:', expr)
if expr.constant < 0:
expr.multiply(-1.0)
return expr, eplus, eminus, prev_edit_constant
def begin_edit(self):
assert len(self.edit_var_map) > 0
self.infeasible_rows.clear()
self.reset_stay_constants()
self.edit_variable_stack.append(len(self.edit_var_map))
def end_edit(self):
assert len(self.edit_var_map) > 0
self.resolve()
self.edit_variable_stack.pop()
self.remove_edit_vars_to(self.edit_variable_stack[-1])
def remove_all_edit_vars(self):
self.remove_edit_vars_to(0)
def remove_edit_vars_to(self, n):
try:
removals = []
for v, cei in self.edit_var_map.items():
if cei.index >= n:
removals.append(v)
for v in removals:
self.remove_edit_var(v)
assert len(self.edit_var_map) == n
except ConstraintNotFound:
raise InternalError('Constraint not found during internal removal')
def add_stay(self, v, strength=WEAK, weight=1.0):
return self.add_constraint(StayConstraint(v, strength, weight))
def remove_constraint(self, cn):
# print("removeConstraint", cn)
# print(self)
self.needs_solving = True
self.reset_stay_constants()
z_row = self.rows[self.objective]
e_vars = self.error_vars.get(cn)
# print("e_vars ==", e_vars)
if e_vars:
for cv in e_vars:
try:
z_row.add_expression(self.rows[cv], -cn.weight * cn.strength, self.objective, self)
# print('add expression', self.rows[cv])
except KeyError:
z_row.add_variable(cv, -cn.weight * cn.strength, self.objective, self)
# print('add variable', cv)
try:
marker = self.marker_vars.pop(cn)
except KeyError:
raise ConstraintNotFound()
# print("Looking to remove var", marker)
if not self.rows.get(marker):
col = self.columns[marker]
# print("Must pivot -- columns are", col)
exit_var = None
min_ratio = 0.0
for v in col:
# print('check var', v)
if v.is_restricted:
# print('var', v, ' is restricted')
expr = self.rows[v]
coeff = expr.coefficient_for(marker)
# print("Marker", marker, "'s coefficient in", expr, "is", coeff)
if coeff < 0:
r = -expr.constant / coeff
if exit_var is None or r < min_ratio: # EXTRA BITS IN JS?
# print('set exit var = ',v,r)
min_ratio = r
exit_var = v
if exit_var is None:
# print("exit_var is still None")
for v in col:
# print('check var', v)
if v.is_restricted:
# print('var', v, ' is restricted')
expr = self.rows[v]
coeff = expr.coefficient_for(marker)
# print("Marker", marker, "'s coefficient in", expr, "is", coeff)
r = expr.constant / coeff
if exit_var is None or r < min_ratio:
# print('set exit var = ',v,r)
min_ratio = r
exit_var = v
if exit_var is None:
# print("exit_var is still None (again)")
if len(col) == 0:
# print('remove column',marker)
self.remove_column(marker)
else:
exit_var = [v for v in col if v != self.objective][-1] # ??
# print('set exit var', exit_var)
if exit_var is not None:
# print('Pivot', marker, exit_var,)
self.pivot(marker, exit_var)
if self.rows.get(marker):
# print('remove row', marker)
expr = self.remove_row(marker)
if e_vars:
# print('e_vars exist')
for v in e_vars:
if v != marker:
# print('remove column',v)
self.remove_column(v)
if cn.is_stay_constraint:
if e_vars:
# for p_evar, m_evar in self.stay_error_vars:
remaining = []
while self.stay_error_vars:
p_evar, m_evar = self.stay_error_vars.pop()
found = False
try:
# print('stay constraint - remove plus evar', p_evar)
e_vars.remove(p_evar)
found = True
except KeyError:
pass
try:
# print('stay constraint - remove minus evar', m_evar)
e_vars.remove(m_evar)
found = True
except KeyError:
pass
if not found:
remaining.append((p_evar, m_evar))
self.stay_error_vars = remaining
elif cn.is_edit_constraint:
assert e_vars is not None
# print('edit constraint - remove column', self.edit_var_map[cn.variable].edit_minus)
self.remove_column(self.edit_var_map[cn.variable].edit_minus)
del self.edit_var_map[cn.variable]
if e_vars:
for e_var in e_vars:
# print('Remove error var', e_var)
del self.error_vars[e_var]
if self.auto_solve:
# print('final auto solve')
self.optimize(self.objective)
self.set_external_variables()
def resolve_array(self, new_edit_constants):
for v, cei in self.edit_var_map.items():
self.suggest_value(v, new_edit_constants[cei.index])
self.resolve()
def suggest_value(self, v, x):
cei = self.edit_var_map.get(v)
if not cei:
raise InternalError("suggestValue for variable %s, but var is not an edit variable" % v)
# print(cei)
delta = x - cei.prev_edit_constant
cei.prev_edit_constant = x
self.delta_edit_constant(delta, cei.edit_plus, cei.edit_minus)
def solve(self):
if self.needs_solving:
self.optimize(self.objective)
self.set_external_variables()
def set_edited_value(self, v, n):
if v not in self.columns or v not in self.rows:
v.value = n
if not approx_equal(n, v.value):
self.add_edit_var(v)
self.begin_edit()
self.suggest_value(v, n)
self.end_edit()
def add_var(self, v):
if v not in self.columns or v not in self.rows:
self.add_stay(v)
def add_with_artificial_variable(self, expr):
# print("add_with_artificial_variable", expr)
self.artificial_counter = self.artificial_counter + 1
av = SlackVariable(prefix='a', number=self.artificial_counter)
az = ObjectiveVariable('az')
az_row = expr.clone()
# print('Before add_rows')
# print(self)
self.add_row(az, az_row)
self.add_row(av, expr)
# print('after add_rows')
# print(self)
self.optimize(az)
az_tableau_row = self.rows[az]
# print("azTableauRow.constant =", az_tableau_row.constant)
if not approx_equal(az_tableau_row.constant, 0.0):
# print("azTableauRow.constant is 0")
self.remove_row(az)
self.remove_column(av)
raise RequiredFailure()
e = self.rows.get(av)
if e is not None:
# print("av exists")
if e.is_constant:
# print("av is constant")
self.remove_row(av)
self.remove_row(az)
return
entry_var = e.any_pivotable_variable()
self.pivot(entry_var, av)
# print("av shouldn't exist now")
assert av not in self.rows
self.remove_column(av)
self.remove_row(az)
def try_adding_directly(self, expr):
# print("try_adding_directly", expr)
subject = self.choose_subject(expr)
if subject is None:
# print("try_adding_directly returning: False")
return False
expr.new_subject(subject)
if subject in self.columns:
self.substitute_out(subject, expr)
self.add_row(subject, expr)
# print("try_adding_directly returning: True")
return True
def choose_subject(self, expr):
# print('choose_subject', expr)
subject = None
found_unrestricted = False
found_new_restricted = False
retval_found = False
retval = None
for v, c in expr.terms.items(): # CHECK??
if found_unrestricted:
if not v.is_restricted:
if v not in self.columns:
retval_found = True
retval = v
break
else:
if v.is_restricted:
if not found_new_restricted and not v.is_dummy and c < 0:
col = self.columns.get(v)
if col == None or (len(col) == 1 and self.objective in self.columns):
subject = v
found_new_restricted = True
else:
subject = v
found_unrestricted = True
if retval_found:
return retval
if subject:
return subject
coeff = 0.0
for v, c in expr.terms.items():
if not v.is_dummy:
retval_found = True
retval = None
break
if not v in self.columns:
subject = v
coeff = c
if retval_found:
return retval
if not approx_equal(expr.constant, 0.0):
raise RequiredFailure()
if coeff > 0:
expr = expr * -1
return subject
def delta_edit_constant(self, delta, plus_error_var, minus_error_var):
expr_plus = self.rows.get(plus_error_var)
if expr_plus is not None:
expr_plus.constant = expr_plus.constant + delta
if expr_plus.constant < 0.0:
self.infeasible_rows.add(plus_error_var)
return
expr_minus = self.rows.get(minus_error_var)
if expr_minus is not None:
expr_minus.constant = expr_minus.constant - delta
if expr_minus.constant < 0:
self.infeasible_rows.add(minus_error_var)
return
try:
for basic_var in self.columns[minus_error_var]:
expr = self.rows[basic_var]
c = expr.coefficient_for(minus_error_var)
expr.constant = expr.constant + (c * delta)
if basic_var.is_restricted and expr.constant < 0:
self.infeasible_rows.add(basic_var)
except KeyError:
pass
def dual_optimize(self):
z_row = self.rows.get(self.objective)
while self.infeasible_rows:
exit_var = self.infeasible_rows.pop()
entry_var = None
expr = self.rows.get(exit_var)
if expr:
if expr.constant < 0:
ratio = float('inf')
for v, cd in expr.terms.items():
if cd > 0 and v.is_pivotable:
zc = z_row.coefficient_for(v)
r = zc / cd
if r < ratio: # JS difference?
entry_var = v
ratio = r
if ratio == float('inf'):
raise InternalError("ratio == nil (MAX_VALUE) in dual_optimize")
self.pivot(entry_var, exit_var)
def optimize(self, z_var):
# print("optimize", z_var)
# print(self)
self.optimize_count = self.optimize_count + 1
z_row = self.rows[z_var]
entry_var = None
exit_var = None
# print(self.objective)
# print(z_var)
# print(self.rows[self.objective])
# print(self.rows[z_var])
while True:
objective_coeff = 0.0
# Not convinced the sort is correct here; but test suite
# doesn't pass reliably without it.
for v, c in sorted(z_row.terms.items(), key=lambda x: x[0].name):
# print('term check', v, v.is_pivotable, c)
if v.is_pivotable and c < objective_coeff:
# print('candidate found')
objective_coeff = c
entry_var = v
break;
if objective_coeff >= -EPSILON or entry_var is None:
return
# print('entry_var:', entry_var)
# print("objective_coeff:", objective_coeff)
min_ratio = float('inf')
r = 0
for v in self.columns[entry_var]:
# print("checking", v)
if v.is_pivotable:
expr = self.rows[v]
coeff = expr.coefficient_for(entry_var)
# print('pivotable, coeff =', coeff)
if coeff < 0:
r = -expr.constant / coeff
if r < min_ratio:
min_ratio = r
exit_var = v
if min_ratio == float('inf'):
raise RequiredFailure('Objective function is unbounded')
self.pivot(entry_var, exit_var)
# print(self)
def pivot(self, entry_var, exit_var):
# print('pivot:',entry_var, exit_var)
if entry_var is None:
print("WARN - entry_var is None")
if exit_var is None:
print("WARN - exit_var is None")
p_expr = self.remove_row(exit_var)
p_expr.change_subject(exit_var, entry_var)
self.substitute_out(entry_var, p_expr)
self.add_row(entry_var, p_expr)
def reset_stay_constants(self):
# print("reset_stay_constants")
for p_var, m_var in self.stay_error_vars:
expr = self.rows.get(p_var)
if expr is None:
expr = self.rows.get(m_var)
if expr:
expr.constant = 0.0
def set_external_variables(self):
# print("set_external_variables")
# print(self)
for v in self.external_parametric_vars:
if self.rows.get(v):
# print("Variable %s in external_parametric_vars is basic" % v)
continue
v.value = 0.0
for v in self.external_rows:
expr = self.rows[v]
v.value = expr.constant
self.needs_solving = False
def insert_error_var(self, cn, var):
# print('insert_error_var', cn, var)
constraint_set = self.error_vars.get(var)
if not constraint_set:
constraint_set = set()
self.error_vars[cn] = constraint_set
constraint_set.add(var)
self.error_vars.setdefault(var, set()).add(var)
|