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hub / github.com/SuprDewd/CompetitiveProgramming / LPSolver

Class LPSolver

code/other/simplex.cpp:6–64  ·  view source on GitHub ↗

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4typedef vector<int> VI;
5const DOUBLE EPS = 1e-9;
6struct LPSolver {
7 int m, n;
8 VI B, N;
9 VVD D;
10 LPSolver(const VVD &A, const VD &b, const VD &c) :
11 m(b.size()), n(c.size()),
12 N(n + 1), B(m), D(m + 2, VD(n + 2)) {
13 for (int i = 0; i < m; i++) for (int j = 0; j < n; j++)
14 D[i][j] = A[i][j];
15 for (int i = 0; i < m; i++) { B[i] = n + i; D[i][n] = -1;
16 D[i][n + 1] = b[i]; }
17 for (int j = 0; j < n; j++) { N[j] = j; D[m][j] = -c[j]; }
18 N[n] = -1; D[m + 1][n] = 1; }
19 void Pivot(int r, int s) {
20 double inv = 1.0 / D[r][s];
21 for (int i = 0; i < m + 2; i++) if (i != r)
22 for (int j = 0; j < n + 2; j++) if (j != s)
23 D[i][j] -= D[r][j] * D[i][s] * inv;
24 for (int j = 0; j < n + 2; j++) if (j != s) D[r][j] *= inv;
25 for (int i = 0; i < m + 2; i++) if (i != r) D[i][s] *= -inv;
26 D[r][s] = inv;
27 swap(B[r], N[s]); }
28 bool Simplex(int phase) {
29 int x = phase == 1 ? m + 1 : m;
30 while (true) {
31 int s = -1;
32 for (int j = 0; j <= n; j++) {
33 if (phase == 2 && N[j] == -1) continue;
34 if (s == -1 || D[x][j] < D[x][s] ||
35 D[x][j] == D[x][s] && N[j] < N[s]) s = j; }
36 if (D[x][s] > -EPS) return true;
37 int r = -1;
38 for (int i = 0; i < m; i++) {
39 if (D[i][s] < EPS) continue;
40 if (r == -1 || D[i][n + 1] / D[i][s] < D[r][n + 1] /
41 D[r][s] || (D[i][n + 1] / D[i][s]) == (D[r][n + 1] /
42 D[r][s]) && B[i] < B[r]) r = i; }
43 if (r == -1) return false;
44 Pivot(r, s); } }
45 DOUBLE Solve(VD &x) {
46 int r = 0;
47 for (int i = 1; i < m; i++) if (D[i][n + 1] < D[r][n + 1])
48 r = i;
49 if (D[r][n + 1] < -EPS) {
50 Pivot(r, n);
51 if (!Simplex(1) || D[m + 1][n + 1] < -EPS)
52 return -numeric_limits<DOUBLE>::infinity();
53 for (int i = 0; i < m; i++) if (B[i] == -1) {
54 int s = -1;
55 for (int j = 0; j <= n; j++)
56 if (s == -1 || D[i][j] < D[i][s] ||
57 D[i][j] == D[i][s] && N[j] < N[s])
58 s = j;
59 Pivot(i, s); } }
60 if (!Simplex(2)) return numeric_limits<DOUBLE>::infinity();
61 x = VD(n);
62 for (int i = 0; i < m; i++) if (B[i] < n)
63 x[B[i]] = D[i][n + 1];

Callers

nothing calls this directly

Calls

no outgoing calls

Tested by

no test coverage detected