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Compute maximum of a linear function

Compute maximum of a linear function of 4 variables under a set of linear inequalities using randomized incremental algorithm in c++

You should write a function

int rand_lp(int n, double *A, double *b, double *c, double *result)

Here

n = number of inequalities

A = coefficient matrix A

b = right-hand side values

c = coefficients of the objective function

result = output vector/array. which would contains the optimum values for the four variables x0, . . . , x3 at the end of execution.

It returns an integer, which is the number of recompilations at the top level taken by the algorithm to reach the optimum.

The function should solve the LP problem

Objective function (template) that need to be maximized:

c[0]x0 + c[1]x1 + c[2]x2 + c[3]x3

inequalities matrix:

A[0][0]x0 + • • • + A[0][3]x3 = b[0]

A[1][0]x0 + • • • + A[1][3]x3 = b[1]

...

A[n - 1][0]x0 + • • • + A[n - 1][3]x3 = b[n - 1]

x0 >= 0, x1 >= 0, • • • , x3 >= 0

The matrix A is a 4 by n matrix with n fairly large, any additional storage you need should be allocated dynamically.

A basci algorithm of how to solve the problem can be found at the last page of

[url removed, login to view]~jrs/meshpapers/[url removed, login to view]

You may start with this

[url removed, login to view]

It has two test cases, the first one has 4 inequalities and the second one has 6000 inequalities

Kemahiran: Algoritma, Pengaturcaraan C++, Pengaturcaraan Linear

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( 0 ulasan ) ozonepark, United States

ID Projek: #4111997

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