'****************************************************************

'* LINEAR PROGRAMMING: THE SIMPLEX METHOD *

'* ------------------------------------------------------------ *
'* SAMPLE RUN: *
'* Maximize z = x1 + x2 + 3x3 -0.5x4 with conditions: *
'* x1 + 2x3 <= 740 *
'* 2x2 - 7x4 <= 0 *
'* x2 - x3 + 2x4 >= 0.5 *
'* x1 + x2 + x3 +x4 = 9 *
'* and all x's >=0. *
'* *
'* Number of variables in E.F.: 4 *
'* Number of <= inequalities..: 2 *
'* Number of >= inequalities..: 1 *
'* Number of = equalities.....: 1 *
'* Input Economic Function: *
'* Coefficient # 1: 1 *
'* Coefficient # 2: 1 *
'* Coefficient # 3: 3 *
'* Coefficient # 4: -0.5 *
'* Constant term..: 0 *
'* Input constraint # 1: *
'* Coefficient # 1: 1 *
'* Coefficient # 2: 0 *
'* Coefficient # 3: 2 *
'* Coefficient # 4: 0 *
'* Constant term..: 740 *
'* Input constraint # 2: *
'* Coefficient # 1: 0 *
'* Coefficient # 2: 2 *
'* Coefficient # 3: 0 *
'* Coefficient # 4: -7 *
'* Constant term..: 0 *
'* Input constraint # 3: *
'* Coefficient # 1: 0 *
'* Coefficient # 2: 1 *
'* Coefficient # 3: -1 *
'* Coefficient # 4: 2 *
'* Constant term..: 0.5 *
'* Input constraint # 4: *
'* Coefficient # 1: 1 *
'* Coefficient # 2: 1 *
'* Coefficient # 3: 1 *
'* Coefficient # 4: 1 *
'* Constant term..: 9 *
'* *
'* Input Table: *
'* 0.00 1.00 1.00 3.00 -0.50 *
'* 740.00 -1.00 0.00 -2.00 0.00 *
'* 0.00 0.00 -2.00 0.00 7.00 *
'* 0.50 0.00 -1.00 1.00 -2.00 *
'* 9.00 -1.00 -1.00 -1.00 -1.00 *
'* *
'* Maximum of E.F. = 17.02500 *
'* X 1 = 0.000000 *
'* X 2 = 3.325000 *
'* X 3 = 4.725000 *
'* X 4 = 0.950000 *
'* *
'* ------------------------------------------------------------ *
'* Reference: "Numerical Recipes By W.H. Press, B. P. Flannery, *
'* S.A. Teukolsky and W.T. Vetterling, Cambridge *
'* University Press, 1986" [BIBLI 08]. *
'* *
'* Basic Release 1.0 By J-P Moreau, Paris *
'* (www.jpmoreau.fr) *
'****************************************************************
'Program Test Simplex

DEFINT I-N

MMAX = 25: NMAX = 25

DIM A(MMAX, NMAX)

DIM iposv(MMAX), izrov(NMAX)

CLS
PRINT
PRINT " Number of variables in E.F.: "; : INPUT "", N
PRINT " Number of <= inequalities..: "; : INPUT "", M1
PRINT " Number of >= inequalities..: "; : INPUT "", M2
PRINT " Number of = equalities.....: "; : INPUT "", M3

M = M1 + M2 + M3 'Total number of constraints

F$ = "#####.##"
F1$ = "#####.######"

FOR i = 1 TO M + 2
FOR j = 1 TO N + 1
A(i, j) = 0!
NEXT j
NEXT i

PRINT " Input Economic Function:"

FOR i = 2 TO N + 1
PRINT " Coefficient #"; i - 1; ": ";
INPUT "", A(1, i)
NEXT i
PRINT " Constant term : ";
INPUT "", A(1, 1)
' input constraints
FOR i = 1 TO M
PRINT " Input constraint #"; i; ":"
FOR j = 2 TO N + 1
PRINT " Coefficient #"; j - 1; ": ";
INPUT "", R
A(i + 1, j) = -R
NEXT j
PRINT " Constant term : ";
INPUT "", A(i + 1, 1)
NEXT i

PRINT
PRINT " Input Table:"
FOR i = 1 TO M + 1
FOR j = 1 TO N + 1
PRINT USING F$; A(i, j);
 NEXT j
PRINT
NEXT i

GOSUB 1000 'call simplx(A,M,N,M1,M2,M3,ICASE,IZROV,IPOSV)

IF icase = 0 THEN 'result ok.

PRINT
PRINT " Maximum of E.F. = ";
PRINT USING F1$; A(1, 1)

FOR i = 1 TO N
FOR j = 1 TO M
IF iposv(j) = i THEN
PRINT " X"; i; " = ";
PRINT USING F1$; A(j + 1, 1)
GOTO 3
END IF
NEXT j
PRINT " X"; i; " = ";
PRINT USING F1$; 0!
3 NEXT i
ELSE
PRINT " No solution (error code = "; icase; ")."
END IF

PRINT

END 'of main program

1000 'Subroutine simplx(A, m, n, m1, m2, m3, icase, izrov, iposv)

'----------------------------------------------------------------------------------
-------
'USES 2000 simp1, 2100 simp2, 2200 simp3.
'Simplex method for linear programming. Input parameters A, m, n, m1, m2, and m3,
and
'output parameters A, icase, izrov, and iposv are described above (see reference).
'Constants: MMAX is the maximum number of constraints expected; NMAX is the
maximum number
'of variables expected; EPS is the absolute precision, which should be adjusted to
the
'scale of your variables.

'----------------------------------------------------------------------------------
-------
'Labels: 1,2,10,20,30
DIM l1(MMAX), l2(MMAX), l3(MMAX)
EPS = .000001
IF M <> M1 + M2 + M3 THEN
PRINT " Bad input constraint counts in simplx."
RETURN
END IF
nl1 = N
FOR k = 1 TO N
l1(k) = k 'Initialize index list of columns admissible for exchange.
izrov(k) = k 'Initially make all variables right-hand.
NEXT k
 nl2 = M
FOR i = 1 TO M
IF A(i + 1, 1) < 0! THEN
PRINT " Bad input tableau in simplx, Constants bi must be nonnegative."
RETURN
END IF
l2(i) = i
iposv(i) = N + i
'----------------------------------------------------------------------------------
---------------
'Initial left-hand variables. m1 type constraints are represented by having their
slack variable
'initially left-hand, with no artificial variable. m2 type constraints have their
slack
'variable initially left-hand, with a minus sign, and their artificial variable
handled implicitly
'during their first exchange. m3 type constraints have their artificial variable
initially
'left-hand.
'----------------------------------------------------------------------------------
---------------
NEXT i
FOR i = 1 TO M2
l3(i) = 1
NEXT i
ir = 0
IF M2 + M3 = 0 THEN GOTO 30 'The origin is a feasible starting solution. Go to
phase two.
ir = 1
FOR k = 1 TO N + 1 'Compute the auxiliary objective function.
q1 = 0!
FOR i = M1 + 1 TO M
q1 = q1 + A(i + 1, k)
NEXT i
A(M + 2, k) = -q1
NEXT k
10 : iabf = 0: mm = M + 1
GOSUB 2000 'call simp1(a,m+1,l1,nl1,0,kp,bmax) Find max. coeff. of auxiliary
objective fn.
IF bmax <= EPS AND A(M + 2, 1) < -EPS THEN
icase = -1 'Auxiliary objective function is still negative and cant be
improved,
RETURN 'hence no feasible solution exists.
ELSEIF bmax <= EPS AND A(M + 2, 1) <= EPS THEN
' Auxiliary objective function is zero and cant be improved; we have a feasible
starting vector.
' Clean out the artificial variables corresponding to any remaining equality
constraints by
' go to 1s and then move on to phase two by go to 30.
m12 = M1 + M2 + 1
IF m12 <= M THEN
FOR ip = m12 TO M
IF iposv(ip) = ip + N THEN 'Found an artificial variable for an equality
constraint.
iabf = 1: mm = ip
GOSUB 2000 'call simp1(a,ip,l1,nl1,1,kp,bmax)
IF bmax > EPS THEN GOTO 1 'Exchange with column corresponding to maximum
END IF 'pivot element in row.
NEXT ip
 END IF
ir = 0
m12 = m12 - 1
IF M1 + 1 > m12 THEN GOTO 30
FOR i = M1 + 1 TO M1 + M2 'Change sign of row for any m2 constraints
IF l3(i - M1) = 1 THEN 'still present from the initial basis.
FOR k = 1 TO N + 1
A(i + 1, k) = -1! * A(i + 1, k)
NEXT k
END IF
NEXT i
GOTO 30 'Go to phase two.
END IF

GOSUB 2100 'call simp2(a,m,n,l2,nl2,ip,kp,q1) Locate a pivot element (phase

one).

IF ip = 0 THEN 'Maximum of auxiliary objective function is

icase = -1 'unbounded, so no feasible solution exists.
RETURN
END IF
1 i1 = M + 1: k1 = N
GOSUB 2200 'call simp3(a,m+1,n,ip,kp)
' Exchange a left- and a right-hand variable (phase one), then update lists.
IF iposv(ip) >= N + M1 + M2 + 1 THEN 'Exchanged out an artificial variable for an
'equality constraint. Make sure it stays
FOR k = 1 TO nl1 'out by removing it from the l1 list.
IF l1(k) = kp THEN GOTO 2
NEXT k
2 nl1 = nl1 - 1
FOR iis = k TO nl1
l1(iis) = l1(iis + 1)
NEXT iis
ELSE
IF iposv(ip) < N + M1 + 1 THEN GOTO 20
kh = iposv(ip) - M1 - N
IF l3(kh) = 0! THEN GOTO 20 'Exchanged out an m2 type constraint.
l3(kh) = 0! 'If its the first time, correct the pivot
column or the
'minus sign and the implicit artificial variable.
END IF
A(M + 2, kp + 1) = A(M + 2, kp + 1) + 1!
FOR i = 1 TO M + 2
A(i, kp + 1) = -1! * A(i, kp + 1)
NEXT i
20 iis = izrov(kp) 'Update lists of left- and right-hand
variables.
izrov(kp) = iposv(ip)
iposv(ip) = iis
IF ir <> 0 THEN GOTO 10 'if still in phase one, go back to 10.

' End of phase one code for finding an initial feasible solution. Now, in phase
two, optimize it.
30 : iabf = 0: mm = 0
GOSUB 2000 'call simp1(a,0,l1,nl1,0,kp,bmax) Test the z-row for doneness.
IF bmax <= EPS THEN 'Done. Solution found. Return with the good news.
icase = 0
RETURN
END IF
 GOSUB 2100 'call simp2(a,m,n,l2,nl2,ip,kp,q1) Locate a pivot element (phase
two).
IF ip = 0 THEN 'Objective function is unbounded. Report and return.
icase = 1
RETURN
END IF
i1 = M: k1 = N
GOSUB 2200 'call simp3(a,m,n,ip,kp) Exchange a left- and a right-hand variable
(phase two),
GOTO 20 'update lists of left- and right-hand variables and
'return for another iteration.
RETURN

'The preceding subroutine makes use of the following utility subroutines:

2000 'Subroutine simp1(a, mm, l1, nl1, iabf, kp, bmax)

' Determines the maximum of those elements whose index is contained in the supplied
list
' l1, either with or without taking the absolute value, as flagged by iabf.
kp = l1(1)
bmax = A(mm + 1, kp + 1)
IF nl1 < 2 THEN RETURN
FOR k = 2 TO nl1
IF iabf = 0 THEN
test = A(mm + 1, l1(k) + 1) - bmax
ELSE
test = ABS(A(mm + 1, l1(k) + 1)) - ABS(bmax)
END IF
IF test > 0! THEN
bmax = A(mm + 1, l1(k) + 1)
kp = l1(k)
END IF
NEXT k
RETURN

2100 'Subroutine simp2(a, m, n, l2, nl2, ip, kp, q1)

EPS = .000001
' Locate a pivot element, taking degeneracy into account.
ip = 0
IF nl2 < 1 THEN RETURN
FOR i = 1 TO nl2
IF A(i + 1, kp + 1) < -EPS THEN GOTO 2102
NEXT i
RETURN 'No possible pivots. Return with message.
2102 q1 = -A(l2(i) + 1, 1) / A(l2(i) + 1, kp + 1)
ip = l2(i)
IF i + 1 > nl2 THEN RETURN
FOR i = i + 1 TO nl2
ii = l2(i)
IF A(ii + 1, kp + 1) < -EPS THEN
q = -A(ii + 1, 1) / A(ii + 1, kp + 1)
IF q < q1 THEN
ip = ii
q1 = q
ELSEIF q = q1 THEN 'We have a degeneracy.
FOR k = 1 TO N
qp = -A(ip + 1, k + 1) / A(ip + 1, kp + 1)
q0 = -A(ii + 1, k + 1) / A(ii + 1, kp + 1)
IF q0 <> qp THEN GOTO 2106
 NEXT k
2106 IF q0 < qp THEN ip = ii
END IF
END IF
NEXT i
RETURN

2200 'Subroutine simp3(a, i1,k1,ip,kp)

' Matrix operations to exchange a left-hand and right-hand variable.
piv = 1! / A(ip + 1, kp + 1)
IF i1 >= 0 THEN
FOR ii = 1 TO i1 + 1
IF ii - 1 <> ip THEN
A(ii, kp + 1) = A(ii, kp + 1) * piv
FOR kk = 1 TO k1 + 1
IF kk - 1 <> kp THEN
A(ii, kk) = A(ii, kk) - A(ip + 1, kk) * A(ii, kp + 1)
END IF
NEXT kk
END IF
NEXT ii
END IF
FOR kk = 1 TO k1 + 1
IF kk - 1 <> kp THEN A(ip + 1, kk) = -A(ip + 1, kk) * piv
NEXT kk
A(ip + 1, kp + 1) = piv
RETURN

' end of file tsimplex.bas