cplib-cpp
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combinatorial_opt/test/simplex.multiprecision.test.cpp
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- Last update: 2022-10-30 13:35:32+09:00
- Problem: https://yukicoder.me/problems/no/1122
- Link: https://github.com/boostorg/serialization/issues/186
Depends on
Code
#include "../simplex.hpp"
#include <boost/serialization/nvp.hpp> // https://github.com/boostorg/serialization/issues/186
//
#include <boost/multiprecision/cpp_dec_float.hpp>
#include <cmath>
#include <iostream>
#include <vector>
#define PROBLEM "https://yukicoder.me/problems/no/1122"
using namespace std;
int main() {
using Float = boost::multiprecision::cpp_dec_float_50;
vector<Float> B(5);
for (auto &x : B) cin >> x;
vector<vector<Float>> A{
{1, 1, 1, 0, 0}, {0, 1, 1, 1, 0}, {0, 0, 1, 1, 1}, {1, 0, 0, 1, 1}, {1, 1, 0, 0, 1}};
vector<Float> C(5, 1);
Simplex<Float, 30> simplex(A, B, C);
cout << llround(simplex.ans - 0.17)
<< '\n'; // I haven't proved yet this always returns correct answer.
}#line 2 "combinatorial_opt/simplex.hpp"
#include <algorithm>
#include <chrono>
#include <cmath>
#include <numeric>
#include <random>
#include <vector>
// Maximize cx s.t. Ax <= b, x >= 0
// Implementation idea: https://kopricky.github.io/code/Computation_Advanced/simplex.html
// Refer to https://hitonanode.github.io/cplib-cpp/combinatorial_opt/simplex.hpp
template <typename Float = double, int DEPS = 30, bool Randomize = true> struct Simplex {
const Float EPS = Float(1.0) / (1LL << DEPS);
int N, M;
std::vector<int> shuffle_idx;
std::vector<int> idx;
std::vector<std::vector<Float>> mat;
int i_ch, j_ch;
private:
void _initialize(const std::vector<std::vector<Float>> &A, const std::vector<Float> &b,
const std::vector<Float> &c) {
N = c.size(), M = A.size();
mat.assign(M + 2, std::vector<Float>(N + 2));
i_ch = M;
for (int i = 0; i < M; i++) {
for (int j = 0; j < N; j++) mat[i][j] = -A[i][j];
mat[i][N] = 1, mat[i][N + 1] = b[i];
if (mat[i_ch][N + 1] > mat[i][N + 1]) i_ch = i;
}
for (int j = 0; j < N; j++) mat[M][j] = c[j];
mat[M + 1][N] = -1;
idx.resize(N + M + 1);
std::iota(idx.begin(), idx.end(), 0);
}
inline Float abs_(Float x) noexcept { return x > -x ? x : -x; }
void _solve() {
std::vector<int> jupd;
for (nb_iter = 0, j_ch = N;; nb_iter++) {
if (i_ch < M) {
std::swap(idx[j_ch], idx[i_ch + N + 1]);
mat[i_ch][j_ch] = Float(1) / mat[i_ch][j_ch];
jupd.clear();
for (int j = 0; j < N + 2; j++) {
if (j != j_ch) {
mat[i_ch][j] *= -mat[i_ch][j_ch];
if (abs_(mat[i_ch][j]) > EPS) jupd.push_back(j);
}
}
for (int i = 0; i < M + 2; i++) {
if (abs_(mat[i][j_ch]) < EPS or i == i_ch) continue;
for (auto j : jupd) mat[i][j] += mat[i][j_ch] * mat[i_ch][j];
mat[i][j_ch] *= mat[i_ch][j_ch];
}
}
j_ch = -1;
for (int j = 0; j < N + 1; j++) {
if (j_ch < 0 or idx[j_ch] > idx[j]) {
if (mat[M + 1][j] > EPS or (abs_(mat[M + 1][j]) < EPS and mat[M][j] > EPS))
j_ch = j;
}
}
if (j_ch < 0) break;
i_ch = -1;
for (int i = 0; i < M; i++) {
if (mat[i][j_ch] < -EPS) {
if (i_ch < 0) {
i_ch = i;
} else if (mat[i_ch][N + 1] / mat[i_ch][j_ch] - mat[i][N + 1] / mat[i][j_ch] <
-EPS) {
i_ch = i;
} else if (mat[i_ch][N + 1] / mat[i_ch][j_ch] - mat[i][N + 1] / mat[i][j_ch] <
EPS and
idx[i_ch] > idx[i]) {
i_ch = i;
}
}
}
if (i_ch < 0) {
is_infty = true;
break;
}
}
if (mat[M + 1][N + 1] < -EPS) {
infeasible = true;
return;
}
x.assign(N, 0);
for (int i = 0; i < M; i++) {
if (idx[N + 1 + i] < N) x[idx[N + 1 + i]] = mat[i][N + 1];
}
ans = mat[M][N + 1];
}
public:
Simplex(std::vector<std::vector<Float>> A, std::vector<Float> b, std::vector<Float> c) {
is_infty = infeasible = false;
if (Randomize) {
std::mt19937 rng(std::chrono::steady_clock::now().time_since_epoch().count());
std::vector<std::pair<std::vector<Float>, Float>> Abs;
for (unsigned i = 0; i < A.size(); i++) Abs.emplace_back(A[i], b[i]);
std::shuffle(Abs.begin(), Abs.end(), rng);
A.clear(), b.clear();
for (auto &&Ab : Abs) A.emplace_back(Ab.first), b.emplace_back(Ab.second);
shuffle_idx.resize(c.size());
std::iota(shuffle_idx.begin(), shuffle_idx.end(), 0);
std::shuffle(shuffle_idx.begin(), shuffle_idx.end(), rng);
auto Atmp = A;
auto ctmp = c;
for (unsigned i = 0; i < A.size(); i++) {
for (unsigned j = 0; j < A[i].size(); j++) A[i][j] = Atmp[i][shuffle_idx[j]];
}
for (unsigned j = 0; j < c.size(); j++) c[j] = ctmp[shuffle_idx[j]];
}
_initialize(A, b, c);
_solve();
if (Randomize and x.size() == c.size()) {
auto xtmp = x;
for (unsigned j = 0; j < c.size(); j++) x[shuffle_idx[j]] = xtmp[j];
}
}
unsigned nb_iter;
bool is_infty;
bool infeasible;
std::vector<Float> x;
Float ans;
static void
dual(std::vector<std::vector<Float>> &A, std::vector<Float> &b, std::vector<Float> &c) {
const int n = b.size(), m = c.size();
std::vector<std::vector<Float>> At(m, std::vector<Float>(n));
for (int i = 0; i < n; ++i) {
for (int j = 0; j < m; ++j) At[j][i] = -A[i][j];
}
A = At;
for (int i = 0; i < n; ++i) b[i] = -b[i];
for (int j = 0; j < m; ++j) c[j] = -c[j];
b.swap(c);
}
};
#line 2 "combinatorial_opt/test/simplex.multiprecision.test.cpp"
#include <boost/serialization/nvp.hpp> // https://github.com/boostorg/serialization/issues/186
//
#include <boost/multiprecision/cpp_dec_float.hpp>
#line 6 "combinatorial_opt/test/simplex.multiprecision.test.cpp"
#include <iostream>
#line 8 "combinatorial_opt/test/simplex.multiprecision.test.cpp"
#define PROBLEM "https://yukicoder.me/problems/no/1122"
using namespace std;
int main() {
using Float = boost::multiprecision::cpp_dec_float_50;
vector<Float> B(5);
for (auto &x : B) cin >> x;
vector<vector<Float>> A{
{1, 1, 1, 0, 0}, {0, 1, 1, 1, 0}, {0, 0, 1, 1, 1}, {1, 0, 0, 1, 1}, {1, 1, 0, 0, 1}};
vector<Float> C(5, 1);
Simplex<Float, 30> simplex(A, B, C);
cout << llround(simplex.ans - 0.17)
<< '\n'; // I haven't proved yet this always returns correct answer.
}