单纯形法原理,解决问题领域,C#及C++代码
时间: 2023-10-19 07:25:29 浏览: 182
单纯形法是一种线性规划算法,用于在一组约束条件下最小化或最大化一个线性函数。该算法通过不断迭代计算,逐步接近最优解。
单纯形法可以应用于许多领域,如生产规划、资源分配、运输问题等。
以下是C#和C++中的单纯形法代码示例:
C#代码:
```csharp
using System;
class Simplex {
static void Main() {
// 定义线性规划问题
double[][] A = { // 约束条件系数矩阵
new double[] { 1, 1, 0, 1, 0, 0 },
new double[] { 2, 1, 1, 0, 1, 0 },
new double[] { 1, 2, -1, 0, 0, 1 }
};
double[] b = { 4, 7, 3 }; // 约束条件右侧常数向量
double[] c = { 3, 2, 1, 0, 0, 0 }; // 目标函数系数向量
// 使用单纯形法求解线性规划问题
SimplexSolver solver = new SimplexSolver();
bool success = solver.Solve(A, b, c);
// 输出结果
if (success) {
Console.WriteLine("最优解: " + solver.OptimumValue);
Console.WriteLine("最优解向量: " + string.Join(", ", solver.OptimumSolution));
} else {
Console.WriteLine("无可行解");
}
}
}
class SimplexSolver {
private const double EPSILON = 1e-10; // 误差范围
private int m, n; // 约束条件数和变量数
private int[] basis; // 基变量下标
private double[][] A; // 约束条件系数矩阵
private double[] b; // 约束条件右侧常数向量
private double[] c; // 目标函数系数向量
private double Optimum; // 最优解
private double[] OptimumSolution; // 最优解向量
public bool Solve(double[][] A, double[] b, double[] c) {
this.A = A;
this.b = b;
this.c = c;
m = A.Length;
n = A[0].Length;
basis = new int[m];
// 初始化基变量下标
for (int i = 0; i < m; i++) {
basis[i] = n + i;
}
// 标准化线性规划问题
var s = new double[m][];
for (int i = 0; i < m; i++) {
s[i] = new double[n + m + 1];
for (int j = 0; j < n; j++) {
s[i][j] = A[i][j];
}
s[i][n + i] = 1;
s[i][n + m] = b[i];
}
n += m;
this.A = s;
// 迭代计算
while (true) {
int q = 0;
for (int i = 0; i < n; i++) {
if (c[i] > c[q]) {
q = i;
}
}
if (c[q] < EPSILON) {
break;
}
int p = -1;
double min = double.MaxValue;
for (int i = 0; i < m; i++) {
if (A[i][q] > EPSILON && b[i] / A[i][q] < min) {
min = b[i] / A[i][q];
p = i;
}
}
if (p == -1) {
return false;
}
Pivot(p, q);
}
// 计算最优解及最优解向量
Optimum = -A[m][n];
OptimumSolution = new double[n];
for (int i = 0; i < m; i++) {
if (basis[i] < n) {
OptimumSolution[basis[i]] = A[i][n];
}
}
return true;
}
private void Pivot(int p, int q) {
for (int i = 0; i < m; i++) {
if (i != p) {
double alpha = A[i][q] / A[p][q];
for (int j = 0; j <= n; j++) {
A[i][j] -= alpha * A[p][j];
}
}
}
for (int j = 0; j <= n; j++) {
if (j != q) {
A[p][j] /= A[p][q];
}
}
A[p][q] = 1;
basis[p] = q;
}
public double OptimumValue {
get { return Optimum; }
}
public double[] OptimumSolution {
get { return OptimumSolution; }
}
}
```
C++代码:
```cpp
#include <iostream>
#include <cstring>
#include <cmath>
using namespace std;
const double EPS = 1e-10;
class Simplex {
public:
Simplex(int m, int n, double** A, double* b, double* c) {
this->m = m;
this->n = n;
this->A = A;
this->b = b;
this->c = c;
basis = new int[m];
for (int i = 0; i < m; i++) {
basis[i] = n + i;
}
}
bool Solve() {
while (true) {
int q = 0;
for (int i = 0; i < n; i++) {
if (c[i] > c[q]) {
q = i;
}
}
if (c[q] < EPS) {
break;
}
int p = -1;
double min = 1e9;
for (int i = 0; i < m; i++) {
if (A[i][q] > EPS && b[i] / A[i][q] < min) {
min = b[i] / A[i][q];
p = i;
}
}
if (p == -1) {
return false;
}
Pivot(p, q);
}
while (true) {
int p = -1;
double min = 0;
for (int i = 0; i < m; i++) {
if (A[i][n] < min) {
min = A[i][n];
p = i;
}
}
if (p == -1) {
break;
}
int q = 0;
for (int i = 0; i < n; i++) {
if (A[p][i] < -EPS && c[i] / A[p][i] < c[q] / A[p][q]) {
q = i;
}
}
if (A[p][q] > -EPS) {
return false;
}
Pivot(p, q);
}
return true;
}
double OptimumValue() {
return -A[m][n];
}
double* OptimumSolution() {
double* x = new double[n];
memset(x, 0, sizeof(double) * n);
for (int i = 0; i < m; i++) {
if (basis[i] < n) {
x[basis[i]] = A[i][n];
}
}
return x;
}
private:
void Pivot(int p, int q) {
for (int i = 0; i < m; i++) {
if (i != p) {
double alpha = A[i][q] / A[p][q];
for (int j = 0; j <= n; j++) {
A[i][j] -= alpha * A[p][j];
}
}
}
for (int j = 0; j <= n; j++) {
if (j != q) {
A[p][j] /= A[p][q];
}
}
A[p][q] = 1;
basis[p] = q;
}
int m, n;
double** A;
double* b;
double* c;
int* basis;
};
int main() {
double A[3][6] = {
{ 1, 1, 0, 1, 0, 0 },
{ 2, 1, 1, 0, 1, 0 },
{ 1, 2, -1, 0, 0, 1 }
};
double b[3] = { 4, 7, 3 };
double c[6] = { 3, 2, 1, 0, 0, 0 };
Simplex simplex(3, 6, (double**)A, b, c);
if (simplex.Solve()) {
cout << "最优解: " << simplex.OptimumValue() << endl;
cout << "最优解向量: ";
double* x = simplex.OptimumSolution();
for (int i = 0; i < 6; i++) {
cout << x[i] << " ";
}
cout << endl;
} else {
cout << "无可行解" << endl;
}
return 0;
}
```
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