The first draft of simplex algorithm, simple tests.
What we have now corresponds to "formal simplex algorithm", described in Cormen's "Intro to Algorithms". It will work *only* if the initial problem has (0,0,0,...,0) as feasible solution (consequently, it will work unpredictably if problem was unfeasible or did not have zero-vector as feasible solution). Moreover, it might cycle. TODO (first priority) 1. Implement initialize_simplex() procedure, that shall check for feasibility and generate initial feasible solution. (in particular, code should pass all 4 tests implemented at the moment) 2. Implement Bland's rule to avoid cycling. 3. Make the code more clear. 4. Implement several non-trivial tests (??) and check algorithm against them. Debug if necessary. TODO (second priority) 1. Concentrate on stability and speed (make difficult tests)
This commit is contained in:
61
modules/optim/test/test_lpsolver.cpp
Normal file
61
modules/optim/test/test_lpsolver.cpp
Normal file
@@ -0,0 +1,61 @@
|
||||
#include "test_precomp.hpp"
|
||||
#include "opencv2/optim.hpp"
|
||||
|
||||
TEST(Optim_LpSolver, regression)
|
||||
{
|
||||
cv::Mat A,B,z,etalon_z;
|
||||
|
||||
if(true){
|
||||
//cormen's example #1
|
||||
A=(cv::Mat_<double>(1,3)<<3,1,2);
|
||||
B=(cv::Mat_<double>(3,4)<<1,1,3,30,2,2,5,24,4,1,2,36);
|
||||
std::cout<<"here A goes\n"<<A<<"\n";
|
||||
cv::optim::solveLP(A,B,z);
|
||||
std::cout<<"here z goes\n"<<z<<"\n";
|
||||
etalon_z=(cv::Mat_<double>(1,3)<<8,4,0);
|
||||
ASSERT_EQ(cv::countNonZero(z!=etalon_z),0);
|
||||
}
|
||||
|
||||
if(true){
|
||||
//cormen's example #2
|
||||
A=(cv::Mat_<double>(1,2)<<18,12.5);
|
||||
B=(cv::Mat_<double>(3,3)<<1,1,20,1,0,20,0,1,16);
|
||||
std::cout<<"here A goes\n"<<A<<"\n";
|
||||
cv::optim::solveLP(A,B,z);
|
||||
std::cout<<"here z goes\n"<<z<<"\n";
|
||||
etalon_z=(cv::Mat_<double>(1,2)<<20,0);
|
||||
ASSERT_EQ(cv::countNonZero(z!=etalon_z),0);
|
||||
}
|
||||
|
||||
if(true){
|
||||
//cormen's example #3
|
||||
A=(cv::Mat_<double>(1,2)<<5,-3);
|
||||
B=(cv::Mat_<double>(2,3)<<1,-1,1,2,1,2);
|
||||
std::cout<<"here A goes\n"<<A<<"\n";
|
||||
cv::optim::solveLP(A,B,z);
|
||||
std::cout<<"here z goes\n"<<z<<"\n";
|
||||
etalon_z=(cv::Mat_<double>(1,2)<<1,0);
|
||||
ASSERT_EQ(cv::countNonZero(z!=etalon_z),0);
|
||||
|
||||
}
|
||||
if(false){
|
||||
//cormen's example #4 - unfeasible
|
||||
A=(cv::Mat_<double>(1,3)<<-1,-1,-1);
|
||||
B=(cv::Mat_<double>(2,4)<<-2,-7.5,-3,-10000,-20,-5,-10,-30000);
|
||||
std::cout<<"here A goes\n"<<A<<"\n";
|
||||
cv::optim::solveLP(A,B,z);
|
||||
std::cout<<"here z goes\n"<<z<<"\n";
|
||||
etalon_z=(cv::Mat_<double>(1,2)<<1,0);
|
||||
ASSERT_EQ(cv::countNonZero(z!=etalon_z),0);
|
||||
}
|
||||
}
|
||||
|
||||
//TODO
|
||||
// get optimal solution from initial (0,0,...,0) - DONE
|
||||
// milestone: pass first test (wo initial solution) - DONE
|
||||
// learn how to get initial solution
|
||||
// Blands_rule
|
||||
// 1_more_test & make_more_clear
|
||||
// -> **contact_Vadim**: min_l2_norm, init_optional_fsbl_check, error_codes, comment_style-too_many?, copyTo temp headers
|
||||
// ??how to get smallest l2 norm
|
||||
// FUTURE: compress&debug-> more_tests(Cormen) -> readNumRecipes-> fast&stable || hill_climbing
|
Reference in New Issue
Block a user