***************************************************

'* SIMPLEX METHOD *

'* -------------- *
'* *
'* LIST OF MAIN VARIABLES: *
'* *
'* R: MAXIMIZE = Y, MINIMIZE = N *
'* NV: NUMBER OF VARIABLES OF ECONOMIC FUNCTION *
'* (TO MAXIMIZE OR MINIMIZE). *
'* NC: NUMBER OF CONSTRAINTS *
'* TS: SIMPLEX TABLE OF SIZE NC+1 x NV+1 *
'* R1: =1 TO MAXIMIZE, =-1 TO MINIMIZE *
'* R2: AUXILIARY VARIABLE FOR INPUTS *
'* NOPTIMAL BOOLEAN IF FALSE, CONTINUE ITERATIONS *
'* XMAX: STORES GREATER COEFFICIENT OF ECONOMIC *
'* FUNCTION. *
'* RAP STORES SMALLEST RATIO > 0 *
'* V: AUXILIARY VARIABLE *
'* P1,P2: LINE, COLUMN INDEX OF PIVOT *
'* XERR: BOOLEAN IF TRUE, NO SOLUTION. *
'* ----------------------------------------------------- *
'* PROBLEM DESCRIPTION: *
'* A builder of houses can make 3 kinds of them with *
'* various profits: 15000$, 17000$ and 20000$. *
'* Each kind must respect following conditions: *
'* 1) for supply reasons, the number of houses of kind 2 *
'* built each month must not exceed the number of *
'* kind 3 by more than two. *
'* 2) for staff reasons, the buider can make each month *
'* up to 5, 5 and 3, respectively of kinds 1, 2 and 3.*
'* 3) for organisation reasons, the builder can make up *
'* to 8 houses monthly of kinds 1,2 and 3, respecti- *
'* vely in the proportions of 3, 2 and 1. *
'* The builder, having these data, wants to maximize his *
'* monthly profit by knowing the number oh houses of *
'* each kind to build monthly. *
'* ----------------------------------------------------- *
'* SAMPLE RUN: *
'* (Maximize 15 X1 + 17 X2 + 20 X3 with conditions: *
'* X2 - X3 <= 2 *
'* 3 X1 + 3 X2 + 5 X3 <= 15 *
'* 3 X1 + 2 X2 + X3 <= 8 ) *
'* *
'* LINEAR PROGRAMMING *
'* *
'* MAXIMIZE ? Y *
'* *
'* NUMBER OF VARIABLES OF ECONOMIC FUNCTION ? 3 *
'* *
'* NUMBER OF CONSTRAINTS ? 3 *
'* *
'* INPUT COEFFICIENTS OF ECONOMIC FUNCTION: *
'* #1 ? 15 *
'* #2 ? 17 *
'* #3 ? 20 *
'* Right hand side ? 0 *
'* *
'* CONSTRAINT #1: *
'* #1 ? 0 *
'* #2 ? 1 *
'* #3 ? -1 *
'* Right hand side ? 2 *
'* *
'* CONSTRAINT #2: *
'* #1 ? 3 *
'* #2 ? 3 *
'* #3 ? 5 *
'* Right hand side ? 15 *
'* *
'* CONSTRAINT #3: *
'* #1 ? 3 *
'* #2 ? 2 *
'* #3 ? 1 *
'* Right hand side ? 8 *
'* *
'* RESULTS: *
'* *
'* VARIABLE #1: 0.333333 *
'* VARIABLE #2: 3.000000 *
'* VARIABLE #3: 1.000000 *
'* *
'* ECONOMIC FUNCTION: 76.000000 *
'* *
'* (Building monthly 1/3, 3 and 1 house(s) of kinds 1,2, *
'* 3, the builder can make a monthly profit of 76000$). *
'* ----------------------------------------------------- *
'* REFERENCE: *
'* Modèles pratiques de décision Tome 2, By Jean-Pierre *
'* Blanger, PSI Editions, France, 1982. *
'* *
'* C++ Release 1.0 By J-P Moreau, Paris. *
'********************************************************/
#include <stdio.h>
#include <math.h>
#define CMAX 10 //max. number of variables in economic function
#define VMAX 10 //max. number of constraints

int NC, NV, NOPTIMAL,P1,P2,XERR;

double TS[CMAX][VMAX];
void Data() {
double R1,R2;
char R;
int I,J;
printf("\n LINEAR PROGRAMMING\n\n");
printf(" MAXIMIZE (Y/N) ? "); scanf("%c", &R);
printf("\n NUMBER OF VARIABLES OF ECONOMIC FUNCTION ? "); scanf("%d", &NV);
printf("\n NUMBER OF CONSTRAINTS ? "); scanf("%d", &NC);
if (R == 'Y' || R=='y')
R1 = 1.0;
else
R1 = -1.0;
printf("\n INPUT COEFFICIENTS OF ECONOMIC FUNCTION:\n");
for (J = 1; J<=NV; J++) {
printf(" #%d ? ", J); scanf("%lf", &R2);
TS[1][J+1] = R2 * R1;
}
printf(" Right hand side ? "); scanf("%lf", &R2);
 TS[1][1] = R2 * R1;
for (I = 1; I<=NC; I++) {
printf("\n CONSTRAINT #%d:\n", I);
for (J = 1; J<=NV; J++) {
printf(" #%d ? ", J); scanf("%lf", &R2);
TS[I + 1][J + 1] = -R2;
}
printf(" Right hand side ? "); scanf("%lf", &TS[I+1][1]);
}
printf("\n\n RESULTS:\n\n");
for(J=1; J<=NV; J++) TS[0][J+1] = J;
for(I=NV+1; I<=NV+NC; I++) TS[I-NV+1][0] = I;
}
void Pivot();
void Formula();
void Optimize();
void Simplex() {
e10: Pivot();
Formula();
Optimize();
if (NOPTIMAL == 1) goto e10;
}
void Pivot() {
double RAP,V,XMAX;
int I,J;
XMAX = 0.0;
for(J=2; J<=NV+1; J++) {
if (TS[1][J] > 0.0 && TS[1][J] > XMAX) {
XMAX = TS[1][J];
P2 = J;
}
}
RAP = 999999.0;
for (I=2; I<=NC+1; I++) {
if (TS[I][P2] >= 0.0) goto e10;
V = fabs(TS[I][1] / TS[I][P2]);
if (V < RAP) {
RAP = V;
P1 = I;
}
e10:;}
V = TS[0][P2]; TS[0][P2] = TS[P1][0]; TS[P1][0] = V;
}
void Formula() {;
//Labels: e60,e70,e100,e110;
int I,J;
for (I=1; I<=NC+1; I++) {
if (I == P1) goto e70;
for (J=1; J<=NV+1; J++) {
if (J == P2) goto e60;
TS[I][J] -= TS[P1][J] * TS[I][P2] / TS[P1][P2];
e60:;}
e70:;}
 TS[P1][P2] = 1.0 / TS[P1][P2];
for (J=1; J<=NV+1; J++) {
if (J == P2) goto e100;
TS[P1][J] *= fabs(TS[P1][P2]);
e100:;}
for (I=1; I<=NC+1; I++) {
if (I == P1) goto e110;
TS[I][P2] *= TS[P1][P2];
e110:;}
}
void Optimize() {
int I,J;
for (I=2; I<=NC+1; I++)
if (TS[I][1] < 0.0) XERR = 1;
NOPTIMAL = 0;
if (XERR == 1) return;
for (J=2; J<=NV+1; J++)
if (TS[1][J] > 0.0) NOPTIMAL = 1;
}
void Results() {
//Labels: e30,e70,e100;
int I,J;
if (XERR == 0) goto e30;
printf(" NO SOLUTION.\n"); goto e100;
e30:for (I=1; I<=NV; I++)
for (J=2; J<=NC+1; J++) {
if (TS[J][0] != 1.0*I) goto e70;
printf(" VARIABLE #%d: %f\n", I, TS[J][1]);
e70: ;}
printf("\n ECONOMIC FUNCTION: %f\n", TS[1][1]);
e100:printf("\n");
}
void main() {
Data();
Simplex();
Results();
}
//end of file simplex.cpp