File: simplex_solver.py

package info (click to toggle)
python-vispy 0.6.6-3
  • links: PTS, VCS
  • area: main
  • in suites: bookworm
  • size: 21,344 kB
  • sloc: python: 57,412; javascript: 6,810; makefile: 63; sh: 5
file content (612 lines) | stat: -rw-r--r-- 21,586 bytes parent folder | download | duplicates (2)
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)