def maximize(data, mapping={}, objective=(0, {})): """Maximization using the CONEstrip algorithm .. todo:: document, test more and clean up """ E = feasible(data, mapping) if E == set(): raise ValueError("The linear program is infeasible.") #print("The linear program is infeasible.") #return 0 l = sum(len(A) for A in E) h = Vector(mapping) goal = (objective[0], Vector(objective[1])) #print(goal) coordinates = list(frozenset.union(*(A.domain() for A in E))) E = [[vector for vector in A] for A in E] mat = Matrix([[0] + l * [0]], number_type='fraction') mat.extend([[-h[x]] + [v[x] for A in E for v in A] for x in coordinates], linear=True) # cone-constraints mat.extend([[0] + [int(B == A and w == v) for B in E for w in B] for A in E for v in A]) # mu >= 0 mat.obj_type = LPObjType.MAX mat.obj_func = tuple([goal[0]] + [goal[1][v] for A in E for v in A]) # (constant, mu) #print(mat) lp = LinProg(mat) lp.solve() if lp.status == LPStatusType.OPTIMAL: #print(lp.primal_solution) return lp.obj_value elif lp.status == LPStatusType.UNDECIDED: status = "undecided" elif lp.status == LPStatusType.INCONSISTENT: status = "inconsistent" elif lp.status == LPStatusType.UNBOUNDED: status = "unbounded" else: status = "of unknown status" raise ValueError("The linear program is " + str(status) + '.')
def feasible(data, mapping=None): """Check feasibility using the CONEstrip algorithm .. todo:: document, test more and clean up """ D = set(Polytope(A) for A in data) if (mapping == None) or all(mapping[x] != 0 for x in mapping): h = None else: h = Vector(mapping) D.add(Polytope({-h})) coordinates = list(frozenset.union(*(A.domain() for A in D))) E = [[vector for vector in A] for A in D] #print(E) while (E != []): k = len(E) L = [len(A) for A in E] l = sum(L) mat = Matrix([[0] + l * [0] + k * [0]], number_type='fraction') mat.extend([[0] + [v[x] for A in E for v in A] + k * [0] for x in coordinates], linear=True) # cone-constraints mat.extend([[0] + [int(B == A and w == v) for B in E for w in B] + k * [0] for A in E for v in A]) # mu >= 0 mat.extend([[1] + l * [0] + [-int(B == A) for B in E] for A in E]) # tau <= 1 mat.extend([[0] + l * [0] + [int(B == A) for B in E] for A in E]) # tau >= 0 mat.extend([[-1] + l * [0] + k * [1]]) # (sum of tau_A) >= 1 mat.extend([[0] + [int(B == A and w == v) for B in E for w in B] + [-int(B == A) for B in E] for A in E for v in A]) # tau_A <= mu_A for all A if h != None: # mu_{-h} >= 1 mat.extend([[-1] + [int(A == [-h]) for A in E for w in A] + k * [0]]) mat.obj_type = LPObjType.MAX mat.obj_func = tuple([0] + l * [0] + k * [1]) # (constant, mu, tau) #print(mat) lp = LinProg(mat) lp.solve() if lp.status == LPStatusType.OPTIMAL: sol = lp.primal_solution # (constant, mu, tau) tau = sol[l:] #print(tau) mu = [sol[sum(L[0:n]):sum(L[0:n]) + L[n]] for n in range(0, k)] #print(mu) E = [E[n] for n in range(0, k) if tau[n] == 1] #print(E) if all(all(mu[n][m] == 0 for m in range(0, L[n])) for n in range(0, k) if tau[n] == 0): E = {Polytope(A) for A in E} #print(E) if h != None: E = E - {Polytope([-h])} #print(E) return E else: continue else: return set() else: return set()