Simplex Method in Python

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# simplex algorithm for optimization (LP)

def simplex(f,contraints):
	(matrix,ans) = create_tableau(f,contraints)
	while True:
		#print "TAB: \n",matrix,ans,"\n\n\n"
		pivot_column = select_pivot_column(matrix)
		if pivot_column == -1:
			result = calculate_answer(matrix,ans)
			break
		pivot_row = select_pivot_row(matrix,ans,pivot_column)
		#print "PIVOT: ",pivot_column,pivot_row,"\n\n\n"
		(matrix,ans) = pivoting(matrix,ans,pivot_row,pivot_column)
	
	return result

def create_tableau(f,constraints):
	matrix = list()
	ans = list()
	n_dim = len(f)
	n_const = len(constraints)

	for i in range(len(constraints)):
		(c,a) = constraints[i]
		matrix.append(c)
		matrix[i].extend([0.0 for x in range(n_const+1)])
		matrix[i][n_dim+i]=1.0
		ans.append(a)
	matrix.append(f)
	matrix[n_const].extend([0.0 for x in range(n_const+1)])
	matrix[n_const][n_dim+n_const]=1.0
	ans.append(0.0)
	
	return (matrix,ans)

def calculate_answer(matrix,ans):
	answer=list()
	for i in range(len(matrix[0])):
		active = False 
		val_active = 0
		for j in range(len(ans)):
			if matrix[j][i]!=0:
				if not active:
					active=True
					val_active = ans[j]/matrix[j][i]
				else:
					val_active=0
					break
		answer.append(val_active)
	return answer

def pivoting(matrix,ans,i,j):
	piv_val = matrix[i][j]
	for k in range(len(matrix[i])):
		matrix[i][k]=matrix[i][k]/piv_val
	ans[i]=ans[i]/piv_val
	for l in range(len(matrix)):
		if l==i:
			continue
		new_row = list()
		for k in range(len(matrix[-1])):
			new_row.append(matrix[i][j]*matrix[l][k]-matrix[l][j]*matrix[i][k])
		ans[l]=matrix[i][j]*ans[l]-matrix[l][j]*ans[i]
		matrix[l]=new_row
	return (matrix,ans)

def select_pivot_column(matrix):
	min_val = min(matrix[-1])
	min_i = matrix[-1].index(min_val)
	if min_val<0.0:
		return min_i
	else:
		return -1

def select_pivot_row(matrix,ans,pivot_column):
	pivot_row = -1
	for i in range(len(matrix)-1):
		if matrix[i][pivot_column]>0:
			val = ans[i]/matrix[i][pivot_column]
			if pivot_row==-1 or val<max_val:
				max_val = val
				pivot_row = i 
	return pivot_row

print simplex([-52.4,-73.0,-83.4, -41.8],
[([1.5,1.0,2.4,1.0],200.0),
([1.0,5.0,1.0,3.5],800.0),
([1.5,3.0,3.5,1.0],500.0)])