Struct SimplexSolver 

pub struct SimplexSolver { /* private fields */ }

High-level LP solver for parametric analysis.

Minimises c'x subject to a set of Constraints and x ≥ 0.

Implementations

impl SimplexSolver

pub fn new(obj_coeffs: Vec<BigRational>, constraints: Vec<Constraint>) -> Self

Create a solver with the given objective and constraints.

obj_coeffs[i] is the coefficient of variable i in the minimised objective c'x. All decision variables are implicitly non-negative.

pub fn set_objective_coefficient( &mut self, i: usize, val: BigRational, ) -> Result<(), SimplexError>

Update a single objective coefficient.

Returns an error when i ≥ n_vars.

pub fn get_objective_coefficient( &self, i: usize, ) -> Result<&BigRational, SimplexError>

Get objective coefficient i.

pub fn get_rhs(&self, i: usize) -> Result<&BigRational, SimplexError>

Get the RHS of constraint i.

pub fn set_rhs( &mut self, i: usize, val: BigRational, ) -> Result<(), SimplexError>

Set the RHS of constraint i.

pub fn shadow_price(&self, i: usize) -> Result<BigRational, SimplexError>

Return the shadow price (dual variable) for constraint i.

The shadow price represents how much the optimal objective improves (decreases, since we minimise) per unit increase in b_i.

Returns an error if solve() has not been called yet, or if the last solve did not yield an optimal solution.

pub fn objective_value(&self) -> Option<BigRational>

Return the cached objective value from the last solve.

pub fn solve(&mut self) -> Result<SolveResult, SimplexError>

Solve the LP via Big-M primal simplex.

Converts to standard equality form, appends artificial variables with Big-M objective penalty, and runs the primal simplex until optimal or detected infeasible / unbounded. Shadow prices are read directly from the final objective row (reduced costs of slack columns).

Stores the result internally so that subsequent shadow_price() calls do not require re-solving.

pub fn n_vars(&self) -> usize

Number of decision variables.

pub fn n_constraints(&self) -> usize

Number of constraints.

pub fn obj_coeffs(&self) -> &[BigRational]

Access the current objective coefficients.

pub fn constraints(&self) -> &[Constraint]

Access constraints.

pub fn last_result(&self) -> Option<&SolveResult>

Access the last solve result.

Trait Implementations

impl Clone for SimplexSolver

fn clone(&self) -> SimplexSolver

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for SimplexSolver

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.