Last active
December 30, 2022 04:17
-
-
Save wisaruthk/25b8bbf4806ed39c800eccbe301fde97 to your computer and use it in GitHub Desktop.
simplex method coding in swift (by ChatGPT)
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
struct LinearProgram { | |
let objective: [Double] | |
let constraints: [[Double]] | |
let sense: [Character] | |
let rhs: [Double] | |
} | |
func simplex(lp: LinearProgram) -> [Double]? { | |
var tableau = lp.constraints | |
tableau.append(lp.objective) | |
let m = lp.constraints.count | |
let n = lp.objective.count | |
var basis = [Int]() | |
for i in 0..<m { | |
basis.append(n + i) | |
} | |
while true { | |
// Find the pivot column | |
var pivotColumn = -1 | |
var minRatio = Double.greatestFiniteMagnitude | |
for j in 0..<n { | |
if tableau[m][j] > 0 { | |
for i in 0..<m { | |
if tableau[i][j] < 0 { | |
let ratio = -tableau[i][n] / tableau[i][j] | |
if ratio < minRatio { | |
pivotColumn = j | |
minRatio = ratio | |
} | |
} | |
} | |
} | |
} | |
// Check for optimality | |
if pivotColumn == -1 { | |
break | |
} | |
// Find the pivot row | |
var pivotRow = -1 | |
minRatio = Double.greatestFiniteMagnitude | |
for i in 0..<m { | |
if tableau[i][pivotColumn] < 0 { | |
let ratio = -tableau[i][n] / tableau[i][pivotColumn] | |
if ratio < minRatio { | |
pivotRow = i | |
minRatio = ratio | |
} | |
} | |
} | |
// Update the basis | |
basis[pivotRow] = pivotColumn | |
// Update the tableau | |
let pivot = tableau[pivotRow][pivotColumn] | |
for j in 0...n { | |
tableau[pivotRow][j] /= pivot | |
} | |
for i in 0..<m+1 { | |
if i != pivotRow { | |
let factor = tableau[i][pivotColumn] | |
for j in 0...n { | |
tableau[i][j] -= factor * tableau[pivotRow][j] | |
} | |
} | |
} | |
} | |
// Extract the solution | |
var solution = [Double](repeating: 0, count: n) | |
for i in 0..<m { | |
if basis[i] < n { | |
solution[basis[i]] = tableau[i][n] | |
} | |
} | |
return solution | |
} | |
// Example usage | |
let objective = [3, 5, 2] | |
let constraints = [[1, 2, 1], [3, 2, 0]] | |
let sense = ["<=", "<="] | |
let rhs = [5, 6] | |
let lp = LinearProgram(objective: objective, constraints: constraints, sense: sense, rhs: rhs) | |
let solution = simplex(lp: lp) | |
print(solution) |
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment