java 单纯形法_修正单纯形法·优化算法实现·Java

修正单纯性法

代码例如以下：

舍去了输入转化的内容，主要包括算法关键步骤。

public class LPSimplexM {

private static final double inf = 1e9;

private int n;// 约束个数

private double[][] A;// 输入函数參数

private double[] b;// 约束值

private double[] c;// 目标函数系数

private double Z;// 目标值

private void InitF() {// 初始化 First

/* problem 1.

* max Z = 5*x1 + 4*x2; min Z = -5*x1 - 4*x2;

* x1 + 3*x2 <= 90;x1 + 3*x2 + x3= 90;

* 2*x1 + x2 <= 80;=> 2*x1 + x2 + x4= 80;

* x1 + x2 <= 45;x1 + x2 + x5 = 45;

* xi >= 0

*/

/* problem 2.

* min Z = -7*x1 - 12*x2;

* 9*x1 + 4*x2 + x3 = 360;

* 4*x1 + 5*x2 +x4 = 200;

* 3*x1 + 10*x2 + x5 = 300;

* xi >= 0

*/

n = 3;

A = new double[n+1][n+1];

b = new double[n+1];

//c = new double[n<<1];

Z = inf;

// 约束初始条件

A[1][1] = 1;A[1][2] = 3;

A[2][1] = 2;A[2][2] = 1;

A[3][1] = 1;A[3][2] = 1;

// 条件值

// problem 1.

//b[1] = 90;

//b[2] = 80;

//b[3] = 45;

// problem 2.

b[1] = 360;

b[2] = 200;

b[3] = 300;

//for(int i = 1; i <= n; i++)System.out.println("b[" + i + "] = " + b[i]);

// 目标函数系数

//c[1] = -5;c[2] = -4;

}

int m;

private double[][] p;

private double[][] e, oe;

private double[][] E, oE;

private double[] X;

private boolean[] G;

private int[] S;

private void InitS() {

m = 2;

p = new double[n+1][n+m+1];

e = new double[n+1][n+1];

oe = new double[n+1][n+1];

E = new double[n+1][n+1];

oE = new double[n+1][n+1];

X = new double[n+1];

G = new boolean[n+m+1];

S = new int[n+1];

c = new double[n+m+1];

// problem 1.

//c[1] = -5;c[2] = -4;c[3] = 0;c[4] = 0;c[5] = 0;

// problem 2.

c[1] = -7;c[2] = -12;c[3] = 0;c[4] = 0;c[5] = 0;

// problem 1.

//p[1][1] = 1;p[1][2] = 3;p[1][3] = 1;p[1][4] = 0;p[1][5] = 0;

//p[2][1] = 2;p[2][2] = 1;p[2][3] = 0;p[2][4] = 1;p[2][5] = 0;

//p[3][1] = 1;p[3][2] = 1;p[3][3] = 0;p[3][4] = 0;p[3][5] = 1;

// problem 2.

p[1][1] = 9;p[1][2] = 4;p[1][3] = 1;p[1][4] = 0;p[1][5] = 0;

p[2][1] = 4;p[2][2] = 5;p[2][3] = 0;p[2][4] = 1;p[2][5] = 0;

p[3][1] = 3;p[3][2] = 10;p[3][3] = 0;p[3][4] = 0;p[3][5] = 1;

for(int i = 1; i <= n; i++)

for(int j = 1; j <= n; j++)

if(i == j)E[i][j] = oE[i][j] = 1;

else E[i][j] = oE[i][j] = 0;

for(int i = 1; i <= n; i++)

X[i] = b[i];

G[1] = false;G[2] = false;G[3] = true;G[4] = true;G[5] = true;

S[1] = 3;S[2] = 4;S[3] = 5;

}

public LPSimplexM() {

InitF();

InitS();

AlgorithmProcess();

solve();

}

private void AlgorithmProcess() {

double[] coE = new double[n+1];// c * E^-1

double[] r = new double [n+m+1];// c - c * E^-1 * p

double[] oEp = new double[n+1];// E^-1 * p;

boolean flag = false;

while(true) {

// x = E^-1 * b

for(int i = 1; i <= n; i++){

X[i] = 0;

for(int j = 1; j <= n; j++)

X[i] += oE[i][j]*b[j];

}

// c * E^-1

for(int i = 1; i <= n; i++){

coE[i] = 0;

for(int j = 1; j <= n; j++)

coE[i] += c[S[j]]*oE[j][i];

}

// r = c - c * E^-1 * p => min r' id -> k

int k = -1;

flag = false;

for(int i = 1; i <= n+m; i++)if(!G[i]){

double ans = 0;

for(int j = 1; j <= n; j++)

ans += coE[j]*p[j][i];

r[i] = c[i] - ans;

if(!flag && r[i] < 0){

k = i;

flag = true;

}else if(flag && r[i] < r[k]){

k = i;

}

}

if(k == -1)return ;// solution output 1(X, S 为最优解)

// E^-1 * p;=> min theta>0' id -> s

int s = -1;

flag = false;

for(int i = 1; i <= n; i++){

oEp[i] = 0;

for(int j = 1; j <= n; j++){

oEp[i] += oE[i][j]*p[j][k];

}

if(oEp[i] > 0){

if(!flag){

s = i;

flag = true;

}else if(flag && X[i]/oEp[i] < X[s]/oEp[s]){

s = i;

}

}

}

if(!flag)return ; // no solution 1(无同意解)

if(s == -1)return ;// no solution 2(该问题有无解集)

// p[s] = p[k], 形成新的矢量基 E

G[S[s]] = false;G[k] = true;

S[s] = k;

//System.out.println("k = " + k + "; s = " + s);

for(int i = 1; i <= n; i++){

p[i][k] = -1.0*oEp[i]/oEp[s];

if(i == s)

p[i][k] = 1/oEp[s];

}

for(int i = 1; i <= n; i++){

int id = S[i];

for(int j = 1; j <= n; j++){

if(i == s){

e[j][i] = p[j][k];

}else{

if(j == i){

e[j][i] = 1;

}else{

e[j][i] = 0;

}

}

}

}

//for(int i = 1; i <= n; i++){

//for(int j = 1; j <= n; j++){

//System.out.print(oE[i][j] + " ");

//}System.out.println();

//}System.out.println("{oE}");

//for(int i = 1; i <= n; i++){

//for(int j = 1; j <= n; j++){

//System.out.print(e[i][j] + " ");

//}System.out.println();

//}System.out.println("{e}");

for(int i = 1; i <= n; i++){

for(int j = 1; j <= n; j++){

oe[i][j] = 0;

for(int t = 1; t <= n; t++){

oe[i][j] += e[i][t]*oE[t][j];

}

}

}

for(int i = 1; i <= n; i++){

for(int j = 1; j <= n; j++){

oE[i][j] = oe[i][j];

//System.out.print(oE[i][j] + " ");

}//System.out.println();

}//System.out.println();

}

}

// 最优解输出

private void solve() {

Z = 0;

for(int i = 1; i <= n; i++){

int id = S[i];

Z += c[id]*X[i];

System.out.println(id + " : " + X[i] + " * " + -c[id]);

}

System.out.println("Z = " + -Z);

}

public static void main(String[] args) {

new LPSimplexM();

}

}如有问题，请网友指正。

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