From e499467d2c67f214b0871376b068c5b6fc7896a1 Mon Sep 17 00:00:00 2001 From: Alberto Ruiz Date: Fri, 10 Apr 2015 09:53:23 +0200 Subject: merge recent --- packages/glpk/examples/simplex1.hs | 6 +++--- packages/glpk/examples/simplex2.hs | 7 ++++++- packages/glpk/examples/simplex3.hs | 2 +- packages/glpk/examples/simplex4.hs | 2 +- packages/glpk/examples/simplex5.hs | 27 +++++++++++++++++++++++++++ 5 files changed, 38 insertions(+), 6 deletions(-) create mode 100644 packages/glpk/examples/simplex5.hs (limited to 'packages/glpk/examples') diff --git a/packages/glpk/examples/simplex1.hs b/packages/glpk/examples/simplex1.hs index e7aeaa9..a326555 100644 --- a/packages/glpk/examples/simplex1.hs +++ b/packages/glpk/examples/simplex1.hs @@ -9,9 +9,9 @@ constr = Dense [ [1,1,1] :<=: 100 , [2,2,6] :<=: 300 ] -- default bounds -bnds = [ 1 :=>: 0 - , 2 :=>: 0 - , 3 :=>: 0 ] +bnds = [ 1 :>=: 0 + , 2 :>=: 0 + , 3 :>=: 0 ] main = do print $ simplex objFun constr [] diff --git a/packages/glpk/examples/simplex2.hs b/packages/glpk/examples/simplex2.hs index f4e27fd..0d83ca9 100644 --- a/packages/glpk/examples/simplex2.hs +++ b/packages/glpk/examples/simplex2.hs @@ -10,9 +10,14 @@ constr2 = Dense [ [2,1,0] :<=: 10 , [0,1,5] :<=: 20 ] +constr3 = General [ [1#1, 1#1, 1#2] :<=: 10 + , [1#2, 5#3] :<=: 20 + ] + main = do print $ simplex prob constr1 [] print $ simplex prob constr2 [] - print $ simplex prob constr2 [ 2 :=>: 1, 3 :&: (2,7)] + print $ simplex prob constr3 [] + print $ simplex prob constr2 [ 2 :>=: 1, 3 :&: (2,7)] print $ simplex prob constr2 [ Free 2 ] diff --git a/packages/glpk/examples/simplex3.hs b/packages/glpk/examples/simplex3.hs index e093124..0997320 100644 --- a/packages/glpk/examples/simplex3.hs +++ b/packages/glpk/examples/simplex3.hs @@ -11,7 +11,7 @@ constr = Dense , [0.03, 0.05, 0.08, 0.02, 0.06, 0.01, 0] :<=: 100 , [0.02, 0.04, 0.01, 0.02, 0.02, 0, 0] :<=: 40 , [0.02, 0.03, 0, 0, 0.01, 0, 0] :<=: 30 - , [0.7, 0.75, 0.8, 0.75, 0.8, 0.97, 0] :=>: 1500 + , [0.7, 0.75, 0.8, 0.75, 0.8, 0.97, 0] :>=: 1500 , [0.02, 0.06, 0.08, 0.12, 0.02, 0.01, 0.97] :&: (250,300) ] diff --git a/packages/glpk/examples/simplex4.hs b/packages/glpk/examples/simplex4.hs index 9a205ad..22b131c 100644 --- a/packages/glpk/examples/simplex4.hs +++ b/packages/glpk/examples/simplex4.hs @@ -11,7 +11,7 @@ constr = Sparse , [0.03#1, 0.05#2, 0.08#3, 0.02#4, 0.06#5, 0.01#6] :<=: 100 , [0.02#1, 0.04#2, 0.01#3, 0.02#4, 0.02#5] :<=: 40 , [0.02#1, 0.03#2, 0.01#5] :<=: 30 - , [0.7#1, 0.75#2, 0.8#3, 0.75#4, 0.8#5, 0.97#6] :=>: 1500 + , [0.7#1, 0.75#2, 0.8#3, 0.75#4, 0.8#5, 0.97#6] :>=: 1500 , [0.02#1, 0.06#2, 0.08#3, 0.12#4, 0.02#5, 0.01#6, 0.97#7] :&: (250,300) ] diff --git a/packages/glpk/examples/simplex5.hs b/packages/glpk/examples/simplex5.hs new file mode 100644 index 0000000..ecbcdaa --- /dev/null +++ b/packages/glpk/examples/simplex5.hs @@ -0,0 +1,27 @@ +import Numeric.LinearProgramming + +-- This is a linear program from the paper "Picking vs. Guessing Secrets: A Game-theoretic Analysis" + +gamma = 100000 :: Double +sigma = 1 :: Double +n = 64 :: Int +cost_fun :: Int -> Double +cost_fun i = (fromIntegral i) / (fromIntegral n) +size_fun :: Int -> Double +size_fun i = 2^(fromIntegral i) + +prob = Minimize $ map cost_fun [1..n] +bnds = [i :&: (0,1) | i <- [1..n]] + +constr1 = [[1 # i | i <- [1..n]] :==: 1] ++ + [[1/(size_fun i) # i, + -1/(size_fun (i+1)) # i+1] :>=: 0 | i <- [1..n-1]] ++ + [( + [gamma#i | i <- [1..k]] ++ + (concat [[sigma*(size_fun i) # j | j <- [1..i-1]] | i <- [1..k]]) ++ + [((size_fun i) - 1)/2 # i | i <- [1..k]]) + :<=: (sigma * (foldr (+) 0 (map size_fun [1..k]))) | k <- [1..n]] + +main = do + print $ simplex prob (General constr1) bnds -- NoFeasible + print $ exact prob (General constr1) bnds -- solution found -- cgit v1.2.3