from sympy.core.numbers import Rational from sympy.core.relational import Eq, Ne from sympy.core.symbol import symbols from sympy.core.sympify import sympify from sympy.core.singleton import S from sympy.core.random import random, choice from sympy.functions.elementary.miscellaneous import sqrt from sympy.ntheory.generate import randprime from sympy.matrices.dense import Matrix from sympy.solvers.solveset import linear_eq_to_matrix from sympy.solvers.simplex import (_lp as lp, _primal_dual, UnboundedLPError, InfeasibleLPError, lpmin, lpmax, _m, _abcd, _simplex, linprog) from sympy.external.importtools import import_module from sympy.testing.pytest import raises from sympy.abc import x, y, z np = import_module("numpy") scipy = import_module("scipy") def test_lp(): r1 = y + 2*z <= 3 r2 = -x - 3*z <= -2 r3 = 2*x + y + 7*z <= 5 constraints = [r1, r2, r3, x >= 0, y >= 0, z >= 0] objective = -x - y - 5 * z ans = optimum, argmax = lp(max, objective, constraints) assert ans == lpmax(objective, constraints) assert objective.subs(argmax) == optimum for constr in constraints: assert constr.subs(argmax) == True r1 = x - y + 2*z <= 3 r2 = -x + 2*y - 3*z <= -2 r3 = 2*x + y - 7*z <= -5 constraints = [r1, r2, r3, x >= 0, y >= 0, z >= 0] objective = -x - y - 5*z ans = optimum, argmax = lp(max, objective, constraints) assert ans == lpmax(objective, constraints) assert objective.subs(argmax) == optimum for constr in constraints: assert constr.subs(argmax) == True r1 = x - y + 2*z <= -4 r2 = -x + 2*y - 3*z <= 8 r3 = 2*x + y - 7*z <= 10 constraints = [r1, r2, r3, x >= 0, y >= 0, z >= 0] const = 2 objective = -x-y-5*z+const # has constant term ans = optimum, argmax = lp(max, objective, constraints) assert ans == lpmax(objective, constraints) assert objective.subs(argmax) == optimum for constr in constraints: assert constr.subs(argmax) == True # Section 4 Problem 1 from # http://web.tecnico.ulisboa.pt/mcasquilho/acad/or/ftp/FergusonUCLA_LP.pdf # answer on page 55 v = x1, x2, x3, x4 = symbols('x1 x2 x3 x4') r1 = x1 - x2 - 2*x3 - x4 <= 4 r2 = 2*x1 + x3 -4*x4 <= 2 r3 = -2*x1 + x2 + x4 <= 1 objective, constraints = x1 - 2*x2 - 3*x3 - x4, [r1, r2, r3] + [ i >= 0 for i in v] ans = optimum, argmax = lp(max, objective, constraints) assert ans == lpmax(objective, constraints) assert ans == (4, {x1: 7, x2: 0, x3: 0, x4: 3}) # input contains Floats r1 = x - y + 2.0*z <= -4 r2 = -x + 2*y - 3.0*z <= 8 r3 = 2*x + y - 7*z <= 10 constraints = [r1, r2, r3] + [i >= 0 for i in (x, y, z)] objective = -x-y-5*z optimum, argmax = lp(max, objective, constraints) assert objective.subs(argmax) == optimum for constr in constraints: assert constr.subs(argmax) == True # input contains non-float or non-Rational r1 = x - y + sqrt(2) * z <= -4 r2 = -x + 2*y - 3*z <= 8 r3 = 2*x + y - 7*z <= 10 raises(TypeError, lambda: lp(max, -x-y-5*z, [r1, r2, r3])) r1 = x >= 0 raises(UnboundedLPError, lambda: lp(max, x, [r1])) r2 = x <= -1 raises(InfeasibleLPError, lambda: lp(max, x, [r1, r2])) # strict inequalities are not allowed r1 = x > 0 raises(TypeError, lambda: lp(max, x, [r1])) # not equals not allowed r1 = Ne(x, 0) raises(TypeError, lambda: lp(max, x, [r1])) def make_random_problem(nvar=2, num_constraints=2, sparsity=.1): def rand(): if random() < sparsity: return sympify(0) int1, int2 = [randprime(0, 200) for _ in range(2)] return Rational(int1, int2)*choice([-1, 1]) variables = symbols('x1:%s' % (nvar + 1)) constraints = [(sum(rand()*x for x in variables) <= rand()) for _ in range(num_constraints)] objective = sum(rand() * x for x in variables) return objective, constraints, variables # equality r1 = Eq(x, y) r2 = Eq(y, z) r3 = z <= 3 constraints = [r1, r2, r3] objective = x ans = optimum, argmax = lp(max, objective, constraints) assert ans == lpmax(objective, constraints) assert objective.subs(argmax) == optimum for constr in constraints: assert constr.subs(argmax) == True def test_simplex(): L = [ [[1, 1], [-1, 1], [0, 1], [-1, 0]], [5, 1, 2, -1], [[1, 1]], [-1]] A, B, C, D = _abcd(_m(*L), list=False) assert _simplex(A, B, -C, -D) == (-6, [3, 2], [1, 0, 0, 0]) assert _simplex(A, B, -C, -D, dual=True) == (-6, [1, 0, 0, 0], [5, 0]) assert _simplex([[]],[],[[1]],[0]) == (0, [0], []) # handling of Eq (or Eq-like x<=y, x>=y conditions) assert lpmax(x - y, [x <= y + 2, x >= y + 2, x >= 0, y >= 0] ) == (2, {x: 2, y: 0}) assert lpmax(x - y, [x <= y + 2, Eq(x, y + 2), x >= 0, y >= 0] ) == (2, {x: 2, y: 0}) assert lpmax(x - y, [x <= y + 2, Eq(x, 2)]) == (2, {x: 2, y: 0}) assert lpmax(y, [Eq(y, 2)]) == (2, {y: 2}) # the conditions are equivalent to Eq(x, y + 2) assert lpmin(y, [x <= y + 2, x >= y + 2, y >= 0] ) == (0, {x: 2, y: 0}) # equivalent to Eq(y, -2) assert lpmax(y, [0 <= y + 2, 0 >= y + 2]) == (-2, {y: -2}) assert lpmax(y, [0 <= y + 2, 0 >= y + 2, y <= 0] ) == (-2, {y: -2}) # extra symbols symbols assert lpmin(x, [y >= 1, x >= y]) == (1, {x: 1, y: 1}) assert lpmin(x, [y >= 1, x >= y + z, x >= 0, z >= 0] ) == (1, {x: 1, y: 1, z: 0}) # detect oscillation # o1 v = x1, x2, x3, x4 = symbols('x1 x2 x3 x4') raises(InfeasibleLPError, lambda: lpmin( 9*x2 - 8*x3 + 3*x4 + 6, [5*x2 - 2*x3 <= 0, -x1 - 8*x2 + 9*x3 <= -3, 10*x1 - x2+ 9*x4 <= -4] + [i >= 0 for i in v])) # o2 - equations fed to lpmin are changed into a matrix # system that doesn't oscillate and has the same solution # as below M = linear_eq_to_matrix f = 5*x2 + x3 + 4*x4 - x1 L = 5*x2 + 2*x3 + 5*x4 - (x1 + 5) cond = [L <= 0] + [Eq(3*x2 + x4, 2), Eq(-x1 + x3 + 2*x4, 1)] c, d = M(f, v) a, b = M(L, v) aeq, beq = M(cond[1:], v) ans = (S(9)/2, [0, S(1)/2, 0, S(1)/2]) assert linprog(c, a, b, aeq, beq, bounds=(0, 1)) == ans lpans = lpmin(f, cond + [x1 >= 0, x1 <= 1, x2 >= 0, x2 <= 1, x3 >= 0, x3 <= 1, x4 >= 0, x4 <= 1]) assert (lpans[0], list(lpans[1].values())) == ans def test_lpmin_lpmax(): v = x1, x2, y1, y2 = symbols('x1 x2 y1 y2') L = [[1, -1]], [1], [[1, 1]], [2] a, b, c, d = [Matrix(i) for i in L] m = Matrix([[a, b], [c, d]]) f, constr = _primal_dual(m)[0] ans = lpmin(f, constr + [i >= 0 for i in v[:2]]) assert ans == (-1, {x1: 1, x2: 0}),ans L = [[1, -1], [1, 1]], [1, 1], [[1, 1]], [2] a, b, c, d = [Matrix(i) for i in L] m = Matrix([[a, b], [c, d]]) f, constr = _primal_dual(m)[1] ans = lpmax(f, constr + [i >= 0 for i in v[-2:]]) assert ans == (-1, {y1: 1, y2: 0}) def test_linprog(): for do in range(2): if not do: M = lambda a, b: linear_eq_to_matrix(a, b) else: # check matrices as list M = lambda a, b: tuple([ i.tolist() for i in linear_eq_to_matrix(a, b)]) v = x, y, z = symbols('x1:4') f = x + y - 2*z c = M(f, v)[0] ineq = [7*x + 4*y - 7*z <= 3, 3*x - y + 10*z <= 6, x >= 0, y >= 0, z >= 0] ab = M([i.lts - i.gts for i in ineq], v) ans = (-S(6)/5, [0, 0, S(3)/5]) assert lpmin(f, ineq) == (ans[0], dict(zip(v, ans[1]))) assert linprog(c, *ab) == ans f += 1 c = M(f, v)[0] eq = [Eq(y - 9*x, 1)] abeq = M([i.lhs - i.rhs for i in eq], v) ans = (1 - S(2)/5, [0, 1, S(7)/10]) assert lpmin(f, ineq + eq) == (ans[0], dict(zip(v, ans[1]))) assert linprog(c, *ab, *abeq) == (ans[0] - 1, ans[1]) eq = [z - y <= S.Half] abeq = M([i.lhs - i.rhs for i in eq], v) ans = (1 - S(10)/9, [0, S(1)/9, S(11)/18]) assert lpmin(f, ineq + eq) == (ans[0], dict(zip(v, ans[1]))) assert linprog(c, *ab, *abeq) == (ans[0] - 1, ans[1]) bounds = [(0, None), (0, None), (None, S.Half)] ans = (0, [0, 0, S.Half]) assert lpmin(f, ineq + [z <= S.Half]) == ( ans[0], dict(zip(v, ans[1]))) assert linprog(c, *ab, bounds=bounds) == (ans[0] - 1, ans[1]) assert linprog(c, *ab, bounds={v.index(z): bounds[-1]} ) == (ans[0] - 1, ans[1]) eq = [z - y <= S.Half] assert linprog([[1]], [], [], bounds=(2, 3)) == (2, [2]) assert linprog([1], [], [], bounds=(2, 3)) == (2, [2]) assert linprog([1], bounds=(2, 3)) == (2, [2]) assert linprog([1, -1], [[1, 1]], [2], bounds={1:(None, None)} ) == (-2, [0, 2]) assert linprog([1, -1], [[1, 1]], [5], bounds={1:(3, None)} ) == (-5, [0, 5])