单纯形法求解线性规划问题c语言
时间: 2023-08-10 13:09:42 浏览: 275
单纯形法是一种求解线性规划问题的常用算法,它可以在有限步内找到最优解或确定问题无界或无可行解。下面是一个使用C语言实现单纯形法求解线性规划问题的示例代码:
```c
#include <stdio.h>
#include <stdlib.h>
#define MAX_N 100
#define MAX_M 100
double a[MAX_M + 1][MAX_N + MAX_M + 1];
int basis[MAX_M + 1];
int m, n;
void pivot(int r, int c) {
double tmp = a[r][c];
a[r][c] = 1;
for (int j = 0; j <= n + m; j++) a[r][j] /= tmp;
for (int i = 0; i <= m; i++) {
if (i != r) {
tmp = a[i][c];
a[i][c] = 0;
for (int j = 0; j <= n + m; j++) a[i][j] -= a[r][j] * tmp;
}
}
basis[r] = c;
}
int feasible() {
while (1) {
int r = 0, c = 0;
for (int i = 1; i <= m; i++) {
if (a[i][0] < a[r][0]) r = i;
}
if (a[r][0] >= 0) return 1;
double minv = 1e9;
for (int j = 1; j <= n + m; j++) {
if (a[r][j] < minv) {
minv = a[r][j];
c = j;
}
}
if (minv == 1e9) return 0;
pivot(r, c);
}
}
int simplex() {
while (1) {
int r = 0, c = 0;
for (int j = 1; j <= n + m; j++) {
if (a[0][j] > a[0][c]) c = j;
}
if (a[0][c] <= 0) return 1;
double minv = 1e9;
for (int i = 1; i <= m; i++) {
if (a[i][c] > 0 && a[i][0] / a[i][c] < minv) {
minv = a[i][0] / a[i][c];
r = i;
}
}
if (minv == 1e9) return 0;
pivot(r, c);
}
}
double simplex_solve(double *c, double *b, double **mat, double *x) {
n = sizeof(c) / sizeof(double);
m = sizeof(b) / sizeof(double);
for (int i = 1; i <= m; i++) {
for (int j = 1; j <= n; j++) {
a[i][j] = mat[i - 1][j - 1];
}
for (int j = n + 1; j <= n + m; j++) {
a[i][j] = (i == j - n) ? 1 : 0;
}
a[i][n + m + 1] = b[i - 1];
}
for (int j = 1; j <= n; j++) a[0][j] = -c[j - 1];
feasible();
if (!simplex()) return -1;
for (int i = 0; i < n; i++) {
x[i] = 0;
for (int j = 1; j <= m; j++) {
if (basis[j] == i + 1) x[i] = a[j][0];
}
}
return -a[0][0];
}
```
使用时,只需将线性规划问题转化为标准形式,即将约束条件通过引入松弛变量转化为等式,再将非负约束通过引入人工变量转化为等式,最后将优化目标函数转化为最大化问题,即可调用 `simplex_solve` 函数求解线性规划问题,其中 `c` 为目标函数系数向量,`b` 为约束条件右侧常数向量,`mat` 为约束条件系数矩阵,`x` 为最优解向量。
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