simplex.q/perf.q at master · FlyingOE/simplex.q · GitHub

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
{x set get .Q.dd[`:perf_data]x}each`a`b`c`con2

///////////////////////////////////////////////////////////////////////////////
\l simplex.q

\ts X:.simplex.Optimize
        x:.simplex.Eq[con2 0;0f]
            {[x;y;a;b].simplex.LessEq[a y;b y] x}[;;a;b]/[.simplex.Maximize[c;0];til count b]

\ts P:.simplex.Optimize
        p:{[a;b;c;con]
            r:first[count each a];
            if[sum 0>r#b;'"some entries in ",string[r],"#b is negative!"];
            Q:{.simplex.LessEq . y,enlist x}/[;r _flip(a;b)]
                .simplex.Maximize[c;0];
            .simplex.Eq[con 0;0f]
                @[ ;`A;,  ;1.*(r#a),'((count[Q`c]-r)#0),/:.simplex.matrixI r]
                @[ ;`A;,\:;r#0.]
                @[ ;`b;,  ;1.*r#b]
                @[Q;`c;,  ;r#0.]
            }[a;b;c;con2]

\ts O:.simplex.Optimize
        o:.simplex.Eq[con2 0;0f]
            {[x;y;a;b].simplex.LessEq[a y;b y] x}[;;a;b]/[                      ;first[count each a]#til count b]
            {[x;y;a;b].simplex.LessEq[a y;b y] x}[;;a;b]/[.simplex.Maximize[c;0];first[count each a]_til count b]

o~p
O~P

///////////////////////////////////////////////////////////////////////////////
\l simplex2.q

\ts X2:.simplex.Optimize
        x2:.simplex.Eq[con2 0;0f]
            {[x;y;a;b].simplex.LessEq[a y;b y] x}[;;a;b]/[.simplex.Maximize[c;0];til count b]

X2[`X]~P[`X]
round:{x*floor .5+y%x};round[1e10;X2`obj]=round[1e6;P`obj]

///////////////////////////////////////////////////////////////////////////////
\