diff -r 000000000000 -r 1918ee327afb src/gui/graphicsview/qsimplex_p.cpp --- /dev/null Thu Jan 01 00:00:00 1970 +0000 +++ b/src/gui/graphicsview/qsimplex_p.cpp Mon Jan 11 14:00:40 2010 +0000 @@ -0,0 +1,574 @@ +/**************************************************************************** +** +** Copyright (C) 2009 Nokia Corporation and/or its subsidiary(-ies). +** All rights reserved. +** Contact: Nokia Corporation (qt-info@nokia.com) +** +** This file is part of the QtGui module of the Qt Toolkit. +** +** $QT_BEGIN_LICENSE:LGPL$ +** No Commercial Usage +** This file contains pre-release code and may not be distributed. +** You may use this file in accordance with the terms and conditions +** contained in the Technology Preview License Agreement accompanying +** this package. +** +** GNU Lesser General Public License Usage +** Alternatively, this file may be used under the terms of the GNU Lesser +** General Public License version 2.1 as published by the Free Software +** Foundation and appearing in the file LICENSE.LGPL included in the +** packaging of this file. Please review the following information to +** ensure the GNU Lesser General Public License version 2.1 requirements +** will be met: http://www.gnu.org/licenses/old-licenses/lgpl-2.1.html. +** +** In addition, as a special exception, Nokia gives you certain additional +** rights. These rights are described in the Nokia Qt LGPL Exception +** version 1.1, included in the file LGPL_EXCEPTION.txt in this package. +** +** If you have questions regarding the use of this file, please contact +** Nokia at qt-info@nokia.com. +** +** +** +** +** +** +** +** +** $QT_END_LICENSE$ +** +****************************************************************************/ + +#include "qsimplex_p.h" + +#include +#include + +#include + +QT_BEGIN_NAMESPACE + +/*! + \internal + \class QSimplex + + The QSimplex class is a Linear Programming problem solver based on the two-phase + simplex method. + + It takes a set of QSimplexConstraints as its restrictive constraints and an + additional QSimplexConstraint as its objective function. Then methods to maximize + and minimize the problem solution are provided. + + The two-phase simplex method is based on the following steps: + First phase: + 1.a) Modify the original, complex, and possibly not feasible problem, into a new, + easy to solve problem. + 1.b) Set as the objective of the new problem, a feasible solution for the original + complex problem. + 1.c) Run simplex to optimize the modified problem and check whether a solution for + the original problem exists. + + Second phase: + 2.a) Go back to the original problem with the feasibl (but not optimal) solution + found in the first phase. + 2.b) Set the original objective. + 3.c) Run simplex to optimize the original problem towards its optimal solution. +*/ + +/*! + \internal +*/ +QSimplex::QSimplex() : objective(0), rows(0), columns(0), firstArtificial(0), matrix(0) +{ +} + +/*! + \internal +*/ +QSimplex::~QSimplex() +{ + clearDataStructures(); +} + +/*! + \internal +*/ +void QSimplex::clearDataStructures() +{ + if (matrix == 0) + return; + + // Matrix + rows = 0; + columns = 0; + firstArtificial = 0; + free(matrix); + matrix = 0; + + // Constraints + for (int i = 0; i < constraints.size(); ++i) { + delete constraints[i]->helper.first; + constraints[i]->helper.first = 0; + constraints[i]->helper.second = 0.0; + delete constraints[i]->artificial; + constraints[i]->artificial = 0; + } + constraints.clear(); + + // Other + variables.clear(); + objective = 0; +} + +/*! + \internal + Sets the new constraints in the simplex solver and returns whether the problem + is feasible. + + This method sets the new constraints, normalizes them, creates the simplex matrix + and runs the first simplex phase. +*/ +bool QSimplex::setConstraints(const QList newConstraints) +{ + //////////////////////////// + // Reset to initial state // + //////////////////////////// + clearDataStructures(); + + if (newConstraints.isEmpty()) + return true; // we are ok with no constraints + constraints = newConstraints; + + /////////////////////////////////////// + // Prepare variables and constraints // + /////////////////////////////////////// + + // Set Variables direct mapping. + // "variables" is a list that provides a stable, indexed list of all variables + // used in this problem. + QSet variablesSet; + for (int i = 0; i < constraints.size(); ++i) + variablesSet += \ + QSet::fromList(constraints[i]->variables.keys()); + variables = variablesSet.toList(); + + // Set Variables reverse mapping + // We also need to be able to find the index for a given variable, to do that + // we store in each variable its index. + for (int i = 0; i < variables.size(); ++i) { + // The variable "0" goes at the column "1", etc... + variables[i]->index = i + 1; + } + + // Normalize Constraints + // In this step, we prepare the constraints in two ways: + // Firstly, we modify all constraints of type "LessOrEqual" or "MoreOrEqual" + // by the adding slack or surplus variables and making them "Equal" constraints. + // Secondly, we need every single constraint to have a direct, easy feasible + // solution. Constraints that have slack variables are already easy to solve, + // to all the others we add artificial variables. + // + // At the end we modify the constraints as follows: + // - LessOrEqual: SLACK variable is added. + // - Equal: ARTIFICIAL variable is added. + // - More or Equal: ARTIFICIAL and SURPLUS variables are added. + int variableIndex = variables.size(); + QList artificialList; + + for (int i = 0; i < constraints.size(); ++i) { + QSimplexVariable *slack; + QSimplexVariable *surplus; + QSimplexVariable *artificial; + + Q_ASSERT(constraints[i]->helper.first == 0); + Q_ASSERT(constraints[i]->artificial == 0); + + switch(constraints[i]->ratio) { + case QSimplexConstraint::LessOrEqual: + slack = new QSimplexVariable; + slack->index = ++variableIndex; + constraints[i]->helper.first = slack; + constraints[i]->helper.second = 1.0; + break; + case QSimplexConstraint::MoreOrEqual: + surplus = new QSimplexVariable; + surplus->index = ++variableIndex; + constraints[i]->helper.first = surplus; + constraints[i]->helper.second = -1.0; + // fall through + case QSimplexConstraint::Equal: + artificial = new QSimplexVariable; + constraints[i]->artificial = artificial; + artificialList += constraints[i]->artificial; + break; + } + } + + // All original, slack and surplus have already had its index set + // at this point. We now set the index of the artificial variables + // as to ensure they are at the end of the variable list and therefore + // can be easily removed at the end of this method. + firstArtificial = variableIndex + 1; + for (int i = 0; i < artificialList.size(); ++i) + artificialList[i]->index = ++variableIndex; + artificialList.clear(); + + ///////////////////////////// + // Fill the Simplex matrix // + ///////////////////////////// + + // One for each variable plus the Basic and BFS columns (first and last) + columns = variableIndex + 2; + // One for each constraint plus the objective function + rows = constraints.size() + 1; + + matrix = (qreal *)malloc(sizeof(qreal) * columns * rows); + if (!matrix) { + qWarning() << "QSimplex: Unable to allocate memory!"; + return false; + } + for (int i = columns * rows - 1; i >= 0; --i) + matrix[i] = 0.0; + + // Fill Matrix + for (int i = 1; i <= constraints.size(); ++i) { + QSimplexConstraint *c = constraints[i - 1]; + + if (c->artificial) { + // Will use artificial basic variable + setValueAt(i, 0, c->artificial->index); + setValueAt(i, c->artificial->index, 1.0); + + if (c->helper.second != 0.0) { + // Surplus variable + setValueAt(i, c->helper.first->index, c->helper.second); + } + } else { + // Slack is used as the basic variable + Q_ASSERT(c->helper.second == 1.0); + setValueAt(i, 0, c->helper.first->index); + setValueAt(i, c->helper.first->index, 1.0); + } + + QHash::const_iterator iter; + for (iter = c->variables.constBegin(); + iter != c->variables.constEnd(); + ++iter) { + setValueAt(i, iter.key()->index, iter.value()); + } + + setValueAt(i, columns - 1, c->constant); + } + + // Set objective for the first-phase Simplex. + // Z = -1 * sum_of_artificial_vars + for (int j = firstArtificial; j < columns - 1; ++j) + setValueAt(0, j, 1.0); + + // Maximize our objective (artificial vars go to zero) + solveMaxHelper(); + + // If there is a solution where the sum of all artificial + // variables is zero, then all of them can be removed and yet + // we will have a feasible (but not optimal) solution for the + // original problem. + // Otherwise, we clean up our structures and report there is + // no feasible solution. + if (valueAt(0, columns - 1) != 0.0) { + qWarning() << "QSimplex: No feasible solution!"; + clearDataStructures(); + return false; + } + + // Remove artificial variables. We already have a feasible + // solution for the first problem, thus we don't need them + // anymore. + clearColumns(firstArtificial, columns - 2); + + return true; +} + +/*! + \internal + + Run simplex on the current matrix with the current objective. + + This is the iterative method. The matrix lines are combined + as to modify the variable values towards the best solution possible. + The method returns when the matrix is in the optimal state. +*/ +void QSimplex::solveMaxHelper() +{ + reducedRowEchelon(); + while (iterate()) ; +} + +/*! + \internal +*/ +void QSimplex::setObjective(QSimplexConstraint *newObjective) +{ + objective = newObjective; +} + +/*! + \internal +*/ +void QSimplex::clearRow(int rowIndex) +{ + qreal *item = matrix + rowIndex * columns; + for (int i = 0; i < columns; ++i) + item[i] = 0.0; +} + +/*! + \internal +*/ +void QSimplex::clearColumns(int first, int last) +{ + for (int i = 0; i < rows; ++i) { + qreal *row = matrix + i * columns; + for (int j = first; j <= last; ++j) + row[j] = 0.0; + } +} + +/*! + \internal +*/ +void QSimplex::dumpMatrix() +{ + qDebug("---- Simplex Matrix ----\n"); + + QString str(QLatin1String(" ")); + for (int j = 0; j < columns; ++j) + str += QString::fromAscii(" <%1 >").arg(j, 2); + qDebug("%s", qPrintable(str)); + for (int i = 0; i < rows; ++i) { + str = QString::fromAscii("Row %1:").arg(i, 2); + + qreal *row = matrix + i * columns; + for (int j = 0; j < columns; ++j) + str += QString::fromAscii("%1").arg(row[j], 7, 'f', 2); + qDebug("%s", qPrintable(str)); + } + qDebug("------------------------\n"); +} + +/*! + \internal +*/ +void QSimplex::combineRows(int toIndex, int fromIndex, qreal factor) +{ + if (!factor) + return; + + qreal *from = matrix + fromIndex * columns; + qreal *to = matrix + toIndex * columns; + + for (int j = 1; j < columns; ++j) { + qreal value = from[j]; + + // skip to[j] = to[j] + factor*0.0 + if (value == 0.0) + continue; + + to[j] += factor * value; + + // ### Avoid Numerical errors + if (qAbs(to[j]) < 0.0000000001) + to[j] = 0.0; + } +} + +/*! + \internal +*/ +int QSimplex::findPivotColumn() +{ + qreal min = 0; + int minIndex = -1; + + for (int j = 0; j < columns-1; ++j) { + if (valueAt(0, j) < min) { + min = valueAt(0, j); + minIndex = j; + } + } + + return minIndex; +} + +/*! + \internal + + For a given pivot column, find the pivot row. That is, the row with the + minimum associated "quotient" where: + + - quotient is the division of the value in the last column by the value + in the pivot column. + - rows with value less or equal to zero are ignored + - if two rows have the same quotient, lines are chosen based on the + highest variable index (value in the first column) + + The last condition avoids a bug where artificial variables would be + left behind for the second-phase simplex, and with 'good' + constraints would be removed before it, what would lead to incorrect + results. +*/ +int QSimplex::pivotRowForColumn(int column) +{ + qreal min = qreal(999999999999.0); // ### + int minIndex = -1; + + for (int i = 1; i < rows; ++i) { + qreal divisor = valueAt(i, column); + if (divisor <= 0) + continue; + + qreal quotient = valueAt(i, columns - 1) / divisor; + if (quotient < min) { + min = quotient; + minIndex = i; + } else if ((quotient == min) && (valueAt(i, 0) > valueAt(minIndex, 0))) { + minIndex = i; + } + } + + return minIndex; +} + +/*! + \internal +*/ +void QSimplex::reducedRowEchelon() +{ + for (int i = 1; i < rows; ++i) { + int factorInObjectiveRow = valueAt(i, 0); + combineRows(0, i, -1 * valueAt(0, factorInObjectiveRow)); + } +} + +/*! + \internal + + Does one iteration towards a better solution for the problem. + See 'solveMaxHelper'. +*/ +bool QSimplex::iterate() +{ + // Find Pivot column + int pivotColumn = findPivotColumn(); + if (pivotColumn == -1) + return false; + + // Find Pivot row for column + int pivotRow = pivotRowForColumn(pivotColumn); + if (pivotRow == -1) { + qWarning() << "QSimplex: Unbounded problem!"; + return false; + } + + // Normalize Pivot Row + qreal pivot = valueAt(pivotRow, pivotColumn); + if (pivot != 1.0) + combineRows(pivotRow, pivotRow, (1.0 - pivot) / pivot); + + // Update other rows + for (int row=0; row < rows; ++row) { + if (row == pivotRow) + continue; + + combineRows(row, pivotRow, -1 * valueAt(row, pivotColumn)); + } + + // Update first column + setValueAt(pivotRow, 0, pivotColumn); + + // dumpMatrix(); + // qDebug("------------ end of iteration --------------\n"); + return true; +} + +/*! + \internal + + Both solveMin and solveMax are interfaces to this method. + + The enum solverFactor admits 2 values: Minimum (-1) and Maximum (+1). + + This method sets the original objective and runs the second phase + Simplex to obtain the optimal solution for the problem. As the internal + simplex solver is only able to _maximize_ objectives, we handle the + minimization case by inverting the original objective and then + maximizing it. +*/ +qreal QSimplex::solver(solverFactor factor) +{ + // Remove old objective + clearRow(0); + + // Set new objective + QHash::const_iterator iter; + for (iter = objective->variables.constBegin(); + iter != objective->variables.constEnd(); + ++iter) { + setValueAt(0, iter.key()->index, -1 * factor * iter.value()); + } + + solveMaxHelper(); + collectResults(); + +#ifdef QT_DEBUG + for (int i = 0; i < constraints.size(); ++i) { + Q_ASSERT(constraints[i]->isSatisfied()); + } +#endif + + return factor * valueAt(0, columns - 1); +} + +/*! + \internal + Minimize the original objective. +*/ +qreal QSimplex::solveMin() +{ + return solver(Minimum); +} + +/*! + \internal + Maximize the original objective. +*/ +qreal QSimplex::solveMax() +{ + return solver(Maximum); +} + +/*! + \internal + + Reads results from the simplified matrix and saves them in the + "result" member of each QSimplexVariable. +*/ +void QSimplex::collectResults() +{ + // All variables are zero unless overridden below. + + // ### Is this really needed? Is there any chance that an + // important variable remains as non-basic at the end of simplex? + for (int i = 0; i < variables.size(); ++i) + variables[i]->result = 0; + + // Basic variables + // Update the variable indicated in the first column with the value + // in the last column. + for (int i = 1; i < rows; ++i) { + int index = valueAt(i, 0) - 1; + if (index < variables.size()) + variables[index]->result = valueAt(i, columns - 1); + } +} + +QT_END_NAMESPACE