SimplexSolver | Python script that solves standard linear programs with the Simplex algorithm and outputs step-by-st | Learning library
kandi X-RAY | SimplexSolver Summary
kandi X-RAY | SimplexSolver Summary
Python script that solves standard linear programs with the Simplex algorithm and outputs step-by-step LaTeX instructions.
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Top functions reviewed by kandi - BETA
- Run the Simplex algorithm
- Add the final solution doc
- Generate the documentation for the current solution
- Print the tableau
SimplexSolver Key Features
SimplexSolver Examples and Code Snippets
Community Discussions
Trending Discussions on SimplexSolver
QUESTION
I am trying to apply linear programming for my problem using Apache commons Math library. I saw an example online to solve the following example
...ANSWER
Answered 2019-Aug-23 at 00:07Well... no. Not within the bounds of linear programming. The reason is that in linear programming your constraints must be linear, and your solution space must be convex. The constraint of either 1 or 0 is not linear. The solution space {0, 1} in the real numbers is not convex (proof: the average of 0 and 1 is .5 and is not in the solution space).
The solver you're using in your code runs the Simplex algorithm, a very popular linear program solver, but it really only solves pure linear programs.
To get either 0 or 1 you need integer linear programming, which is a little different. Basically, it's linear programming but with all (or some, in the case of mixed integer linear programming) values forced to be integers. The specifics are a bit out of scope for Stack Overflow (check out the Math Stack Exchange!); suffice it to say it's not linear programming but it is doable, and there are libraries that let you do it. There are even algorithms for it that are fairly easy to understand (e.g. branch and bound) albeit not a walk in the park to implement (they're generally the sorts of algorithms you want to let someone else implement, rather than roll your own).
If this makes you say "I need an integer linear program solver!" then you might be interested in this question and this question.
QUESTION
I have a large LP problem looking like:
...ANSWER
Answered 2019-Jan-10 at 16:17It does not return duals. You can probably retrieve them from the final tableau but that may require some plumbing.
It is noted that this is not a good solver for any but the smallest LP problems. It is not a serious algorithm but rather a textbook chapter 1 implementation of the full tableau simplex method. Not recommended for large problems.
QUESTION
I have a problem with 841 variables and 23382 constraints (not particularly large for LP).
Nevertheless, i get an OutOfMemoryError when using the Apache SimplexSolver, even for a heap size of 1GB.
According to the error trace this happens when creating the Tableau. The matrix is quite sparse as most of the constraints only involve two or three variables. For the LinearConstraints i'm using the SparseRealVector (though not sure if it brings anything).
Is there anything i can configure on the solver to overcome this problem? Or is this simply a limitation of the simplex solver?
Thank you
An example below:
...ANSWER
Answered 2018-Jan-22 at 10:20To summarise the comments above into an answer:
This solver is a really a very simplistic implementation, basically using a dense text book algorithm (no one should use that in a practical implementation). There are much better solvers around, including solvers that deal with large sparse problems in a much more efficient way.
Coin CLP is a good LP solver and there is a java interface. Others include glpk and google Or-Tools.
QUESTION
I use SimplexSolver to solve a linear problem from apache-commons: org.apache.commons.math3.optim.linear.SimplexSolver
But I have a condition
...ANSWER
Answered 2017-Nov-29 at 09:42Sorry, you can't do that with a continuous LP solver. You need MIP (Mixed Integer Programming) capabilities for this.
E.g.
QUESTION
i want to solve the following model with commons math 3 from apache:
...ANSWER
Answered 2017-May-28 at 20:04Never used that lib, but the docs tell you this:
public NonNegativeConstraint(boolean restricted)
Parameters:
restricted - If true, all the variables must be positive.
And you are doing exactly the opposite:
Community Discussions, Code Snippets contain sources that include Stack Exchange Network
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Install SimplexSolver
You can use SimplexSolver like any standard Python library. You will need to make sure that you have a development environment consisting of a Python distribution including header files, a compiler, pip, and git installed. Make sure that your pip, setuptools, and wheel are up to date. When using pip it is generally recommended to install packages in a virtual environment to avoid changes to the system.
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