求对偶单纯形法的源程序,C的或者matlab的均可。

发布网友发布时间：2023-08-15 04:20

共1个回答

热心网友时间：2023-08-21 21:49

function [val, X, exitFlag] = simplex(A, b, B, c)
%function [val, X, exitFlag] = simplex(A, b, B, c)
% simplex.m
% 单纯形法求解线性规划
% 函数输入各项为标准型对应值
% val 最优解的值
% X 最优解 1*n
% exitFlag 求解结果
% 1: succeed
% 0: unbounded
% -1: iterate 100 times
% A 系数矩阵 m*n
% b 初始基可行解 m*1
% B 初始基可行解的索引 m*1
% c 价格系数 1*n

[m, n] = size(A);
x = 1:m;
y = 1:n;
d = zeros(m,1);
X = zeros(1,n);
c1 = c;
%计算判别数
for kk = 1:m
c1 = c1 - A(kk,:).*c(B(kk));
end

%最多迭代100次
for count=1:100
[cMin, cIndex] = min(c1);
if (cMin >= 0)
exitFlag = 1;
break;
end

[dMin, dIndex] = minD(b, A(:,cIndex));
if (isinf(dMin))
exitFlag = 0;
break;
end

B(dIndex) = cIndex;
major = A(dIndex, cIndex);

%矩阵A,b,c的迭代更新
A(dIndex,:) = A(dIndex,:)./major;
b(dIndex) = b(dIndex)/major;

temp = b(dIndex);
b(x) = b(x) - A(x,cIndex)*b(dIndex);
b(dIndex) = temp;

temp = A(dIndex,:);
A(x,y) = A(x,y) - A(x,cIndex)*A(dIndex,y);
A(dIndex,:) = temp;

c1 = c1 - c1(cIndex)*A(dIndex,:);
end

if count==100
exitFlag = -1;
end
X(B(x)) = b(x);
val = sum(X.*c);