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July 1, 2017 11:48
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Linear programming problems representation in Ruby
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require "matrix" | |
class Variable | |
attr_accessor :name | |
def initialize(name) | |
@name = name | |
end | |
def to_s | |
@name.to_s | |
end | |
def coerce(other) | |
[self, other] | |
end | |
def *(a) | |
return 0 if a == 0 | |
Linear.new({self => a}) | |
end | |
def +(other) | |
Linear.new({self => 1, other => 1}) | |
end | |
def -@ | |
self * -1 | |
end | |
def -(other) | |
-self + other | |
end | |
def to_linear | |
self * 1 | |
end | |
end | |
class Linear | |
attr_reader :variables | |
def initialize(variables) | |
@variables = variables.select { |key, val| val != 0 } | |
end | |
def to_s | |
@variables.map { |key, val| val.to_s + "*" + key.to_s } | |
.map { |term| term.sub(/^1\*/, '').sub(/^-1\*/, '-') } | |
.join(" + ").gsub("+ -", "- ") | |
end | |
def [](var) | |
@variables[var] | |
end | |
def *(a) | |
return 0 if a == 0 | |
Linear.new(Hash[@variables.map { |key, val| [key, val * a] }]) | |
end | |
def +(other) | |
Linear.new(@variables.merge(other.to_linear.variables) { |key, oldval, newval| oldval + newval }) | |
end | |
def -@ | |
self * -1 | |
end | |
def -(other) | |
-self + other | |
end | |
def <=(a) | |
Constraint.new(self, a) | |
end | |
def >=(a) | |
Constraint.new(-self, -a) | |
end | |
def to_linear | |
self | |
end | |
def eval(subs) | |
@variables.map { |key, val| subs[key] * val }.sum | |
end | |
end | |
class Constraint | |
attr_reader :linear, :rhs, :slack | |
def initialize(linear, rhs) | |
@slack = Variable.new(:s) | |
linear += @slack | |
if rhs < 0 | |
linear *= -1 | |
rhs *= -1 | |
end | |
@linear = linear | |
@rhs = rhs | |
end | |
def to_s | |
linear.to_s + " = " + rhs.to_s | |
end | |
end | |
class Simplex | |
def initialize(variables, goal) | |
@variables = variables | |
@goal = goal | |
end | |
def self.create(block, direction = :max) | |
vars = block.parameters.map { |req, name| Variable.new(name) } | |
goal = block.call(*vars) * (direction == :min ? -1 : 1) | |
Simplex.new(Hash[vars.map { |var| [var.name, var] }], goal) | |
end | |
def self.max(&block) | |
self.create(block, :max) | |
end | |
def self.min(&block) | |
self.create(block, :min) | |
end | |
def constraints(&block) | |
@constraints = block.call(block.parameters.map { |req, name| @variables[name] }) | |
@constraints.each_with_index { |c, i| | |
c.slack.name = (c.slack.name.to_s + (i+1).to_s).to_sym | |
@variables[c.slack.name] = c.slack | |
} | |
self | |
end | |
def find_basis | |
end | |
def matrix | |
vars = @variables.values | |
n = vars.length | |
m = @constraints.length | |
Matrix.build(m, n + 1) { |row, col| | |
if col < n | |
@constraints[row].linear[vars[col]] || 0 | |
else | |
@constraints[row].rhs | |
end | |
} | |
end | |
def to_s | |
constr = @constraints.map { |c| "\t" + c.to_s }.join("\n") | |
"Maximize:\n\t#{@goal}\n\nSubject to:\n#{constr}" | |
end | |
end | |
lp = Simplex.max { |v| | |
v | |
}.constraints { |p1, p2, p3, v| | |
[6*p1 + 4*p2 + 2*p3 >= v, | |
2*p1 + 8*p2 + 6*p3 >= v, | |
10*p1 + p2 - 10*p3 >= v, | |
p1 + p2 + p3 === 1] | |
} | |
puts lp | |
puts | |
puts lp.matrix.row_vectors.map { |row| row.map { |cell| cell.to_s.rjust(5) }.to_a.insert(-2, " |").join } |
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