📄 frank.cs
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using System;
using System.Collections.Generic;
using System.Text;
namespace olsvm
{
class Frank
{
protected int NN;
protected int MM;
protected double precision;
protected int k;
protected double[][] H;
protected double[] C;
protected double[] B;
protected double[][] A;
protected double[] X;
protected double[] XBASIC;
protected double[] Y;
protected double[] grand;
protected double step;
public Frank(int n, int m)
{
NN = n;
MM = m;
H = new double[n][];
for (int i = 0; i < n; i++)
{
H[i] = new double[n];
}
C = new double[n];
B = new double[m];
A = new double[m][];
for (int i = 0; i < m; i++)
{
A[i] = new double[n];
}
X = new double[n];
XBASIC = new double[n];
Y = new double[n];
grand = new double[n];
}
public void master(double pre, int K, double[][] h, double[] c, double[] b, double[][] a, double[] x, double[] xbasic, double[] y, double[] gra, double STEP)
{
getData(pre, K, h, c, b, a, x, xbasic, y, gra, STEP);
basicAnswer();
for (int i = 0; i < NN; i++)
X[i] = XBASIC[i];
while(true)
{
caculateGrand();
linearPrg();
if(stop())
break;
caculateStep();
if (step <= 0.001 && step >= 0 || step >= -0.001 && step <= 0)
{
break;
}
nextX();
}
double sum = 0;
for (int i = 0; i < NN; i++)
{
for (int j = 0; j < NN; j++)
sum += X[i] * X[j] * H[i][j];
}
sum = sum / 2.0;
for (int i = 0; i < NN; i++)
sum += X[i] * C[i];
for (int i = 0; i < MM; i++)
{
double dd = 0;
for (int j = 0; j < NN; j++)
dd += A[i][j] * X[j];
}
}
public void getData(double pre, int K, double[][] h, double[] c, double[] b, double[][] a, double[] x, double[] xbasic, double[] y, double[] gra, double STEP)
{
precision = pre;
k = K;
step = 0;
for (int i = 0; i < NN; i++)
{
C[i] = c[i];
X[i] = 0;
XBASIC[i] = 0;
Y[i] = 0;
grand[i] = 0;
for (int j = 0; j < NN; j++)
{
H[i][j] = h[i][j];
}
}
for (int i = 0; i < MM; i++)
{
B[i] = b[i];
for (int j = 0; j < NN; j++)
{
A[i][j] = a[i][j];
}
}
}
public void basicAnswer()
{
double[][] table;//动态分配
table=new double[MM+1][];
for(int i=0;i<MM+1;i++)
{
table[i]=new double[NN+MM+3];
}
for(int i=0;i<MM+1;i++)
{
for(int j=0;j<NN+MM+3;j++)
{
table[i][j]=0;
}
}
for(int i=0; i<MM; i++)
table[0][i+3+NN]=1;
for(int i=0; i<MM; i++)
{
table[i+1][0]=NN+i+1;
table[i+1][1]=0;
table[i+1][2]=B[i];
}
for(int i=0; i<MM; i++)
{
for(int j=0; j<NN; j++)
{
table[i+1][j+3]=A[i][j];
}
table[i+1][NN+3+i]=1;
}
for(int i=0; i<MM; i++)
table[i+1][1]=1;
int col=0;
int row=0;
while(true)
{
col=ba_findcol(table);
if(col == -1)
break;
row=ba_findrow(table, col);
ba_trans(table, col, row);
}
for(int i=0; i<MM; i++)
{
XBASIC[(int)(table[i+1][0])-1]=table[i+1][2];
}
}
public int ba_findcol(double[][] table)
{
int col = -1;
double minval = 0.0;
double val = 0.0;
for (int i = 0; i < MM + NN; i++)
{
double sum = 0;
for (int j = 1; j < MM + 1; j++)
sum += table[j][1] * table[j][i + 3];
val = table[0][i + 3] - sum;
if (minval > val)
{
minval = val;
col = i + 3;
}
}
return col;
}
public int ba_findrow(double[][] table, int col)
{
int row = -1;
double minval = 0.0;
double val = 0.0;
bool firstval = true;
for (int i = 0; i < MM; i++)
{
if (table[i + 1][col] < 0)
continue;
val = table[i + 1][2] / table[i + 1][col];
if (firstval)
{
row = i + 1;
minval = val;
firstval = false;
}
else
{
if (val < minval)
{
row = i + 1;
minval = val;
}
}
}
return row;
}
public void ba_trans(double[][] table, int col, int row)
{
table[row][0] = (double)(col - 2);
table[row][1] = table[0][col];
table[row][2] = table[row][2] / table[row][col];
double a = table[row][col];
for (int i = 0; i < MM + NN; i++)
{
table[row][i + 3] = table[row][i + 3] / a;
}
for (int i = 0; i < MM; i++)
{
if (i == row - 1)
continue;
double t = table[i + 1][col];
for (int j = 0; j < MM + NN + 1; j++)
{
table[i + 1][j + 2] = table[i + 1][j + 2] - t * table[row][j + 2];
}
}
}
public void linearPrg()
{
double[][] btable;
btable=new double[MM+1][];
for(int i=0;i<MM+1;i++)
{
btable[i]=new double[NN+MM+3];
}
for(int i=0;i<MM+1;i++)
{
for(int j=0;j<NN+MM+3;j++)
{
btable[i][j]=0;
}
}
for(int i=0; i<MM; i++)
btable[0][i+3+NN]=1;
for(int i=0; i<MM; i++)
{
btable[i+1][0]=NN+i+1;
btable[i+1][1]=0;
btable[i+1][2]=B[i];
}
for(int i=0; i<MM; i++)
{
for(int j=0; j<NN; j++)
{
btable[i+1][j+3]=A[i][j];
}
btable[i+1][NN+3+i]=1;
}
for(int i=0; i<MM; i++)
btable[i+1][1]=1;
int col=0;
int row=0;
while(true)
{
col=ba_findcol(btable);
if(col == -1)
break;
row=ba_findrow(btable, col);
ba_trans(btable, col, row);
}
double[][] table;
table=new double[MM+1][];
for(int i=0;i<MM+1;i++)
{
table[i]=new double[NN+3];
}
for(int i=0;i<MM+1;i++)
{
for(int j=0;j<NN+3;j++)
{
table[i][j]=0;
}
}
for(int i=0; i<NN; i++)
table[0][i+3]=grand[i];
for(int i=0; i<NN+3; i++)
{
if(i == 1)
{
for(int j=0; j<MM; j++)
{
table[j+1][i]=table[0][(int)table[j+1][0]+2];
}
}
else
{
for(int j=0; j<MM; j++)
{
table[j+1][i]=btable[j+1][i];
}
}
}
//单纯性迭代
row=0;
col=0;
while(true)
{
col=lp_findcol(table);
if(col == -1)
break;
row=lp_findrow(table,col);
lp_trans(table, col, row);
}
for(int i=0; i<NN; i++)
Y[i]=0;
for(int i=0; i<MM; i++)
{
Y[(int)table[i+1][0]-1]=table[i+1][2];
}
}
public bool stop()
{
double sum = 0;
for (int i = 0; i < NN; i++)
{
sum = sum + grand[i] * (Y[i] - X[i]);
}
if (System.Math.Abs(sum) >= precision)
return false;
else
return true;
}
public void caculateStep()
{
double[] a;
a = new double[NN];
double[] b;
b = new double[NN];
for (int i = 0; i < NN; i++)
{
a[i] = 0;
b[i] = 0;
}
double m = 0.0;
double n = 0.0;
for (int i = 0; i < NN; i++)
{
a[i] = Y[i] - X[i];
b[i] = X[i];
}
for (int i = 0; i < NN; i++)
{
for (int j = 0; j < NN; j++)
{
m = m + H[i][j] * a[i] * a[j];
n = n + H[i][j] * (a[i] * b[j] + a[j] * b[i]);
}
}
for (int i = 0; i < NN; i++)
{
n = n + 2 * a[i] * C[i];
}
if (m >= 0)
{
if (-1.0 * n / (2.0 * m) <= 0)
step = 0;
else if (-1.0 * n / (2.0 * m) >= 1)
step = 1;
else
step = -1.0 * n / (2.0 * m);
}
else
{
if (-1.0 * n / (2.0 * m) <= 0)
step = 1;
else if (-1.0 * n / (2.0 * m) >= 1)
step = 0;
else if (-1.0 * n / (2.0 * m) <= 0.5)
step = 1;
else
step = 0;
}
}
public void nextX()
{
for(int i=0; i<NN; i++)
{
X[i]=X[i]+step*(Y[i]-X[i]);
}
k=k+1;
}
public void caculateGrand()
{
for (int i = 0; i < NN; i++)
{
grand[i] = 0;
for (int j = 0; j < NN; j++)
grand[i] = grand[i] + H[i][j] * X[j];
grand[i] = grand[i] + C[i];
}
}
public int lp_findcol(double[][] table)
{
int col=-1;
double minval=0.0;
double val=0.0;
for(int i=0; i<NN; i++)
{
double sum=0;
for(int j=1; j<MM+1; j++)
sum += table[j][1]*table[j][i+3];
val=table[0][i+3]-sum;
if(val < minval)
{
minval=val;
col=i+3;
}
}
return col;
}
public int lp_findrow(double[][] table, int col)
{
int row=-1;
double minval=0.0;
double val=0.0;
bool firstval=true;
for(int i=0; i<MM; i++)
{
if(table[i+1][col] < 0)
continue;
val=table[i+1][2]/table[i+1][col];
if(firstval)
{
row=i+1;
minval=val;
firstval=false;
}
else
{
if(val < minval)
{
row=i+1;
minval=val;
}
}
}
return row;
}
public void lp_trans(double[][] table, int col, int row)
{
table[row][0]=(double)(col-2);
table[row][1]=table[0][col];
table[row][2]=table[row][2]/table[row][col];
double a=table[row][col];
for(int i=0; i<NN; i++)
{
table[row][i+3]=table[row][i+3]/a;
}
for(int i=0; i<MM; i++)
{
if(i == row-1)
continue;
double t=table[i+1][col];
for(int j=0; j<NN+1; j++)
{
table[i+1][j+2]=table[i+1][j+2]-t*table[row][j+2];
}
}
}
}
}
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