function [fobj,niters,x] = Rsimplex_1(file,A,b,c,lb,ub)

% M�todo Simplex revisado en dos FASES

% Resuelve min c'x st Ax=b, lb<=x<=ub.
%
if nargin>2
if nargin<4, error('Si no se lee de fichero, se requieren al menos',...
' cuatro argumentos en entrada'); end
if nargin<6, ub = Inf*ones(size(c)); end
if nargin<5, lb = zeros(size(c)); end
A = sparse(A); c=c(:); b=b(:); lb=lb(:); ub=ub(:);
else % Lectura de los datos desde fichero 'file' en MPS
eval(['!copy ' file ' d:\Matlab2013a\work\tmp\in.mps']); clear all
LIPSO = 'd:\Matlab2013a\work'; fin=mps2mat(LIPSO); fprintf('\n');
load d:\Matlab2013a\work\tmp\default; % En default.mat los datos
lb=lbounds; ub=ubounds;
end
[m,n] = size(A); zer_tol = 1.0e-5; piv_tol = 1.0e-8; niters=0; t=cputime;
f=fopen('Salida_Rsimplex','w');
fprintf(f,' It. Fase Sinf/Fobj Nopt\n');
fprintf(f,'----------------------------------\n');
% FASE I
v = zeros(n,1);
lbdd = find(lb>-Inf); v(lbdd) = lb(lbdd); free = setdiff(1:n,lbdd);
ubdd = free(ub(free)<Inf); v(ubdd) = ub(ubdd);
if isempty(ubdd), N = -lbdd'; % Var no en la base: en cota inf. No hay en u
else N = [-lbdd' ubdd]; free = setdiff(free,ubdd);
end
f = length(free);
if f>0 % �OJO! Hay variables libres
[L,U,P,Q] = lu(A(:,free)); % Q es matriz de permutaci�n
free = free*Q';
i = length(find(abs(diag(U))>piv_tol)); j = free(i+1:f);
if ~isempty(j)
N = [N j]; free = setdiff(free,j); f = length(free);
lb(j) = zeros(size(j)); ub(j) = zeros(size(j));
end;
[k,~] = find(P(1:f,:)); % relies on diag(U) having zeros at end
v(free) = U(1:f,1:f)\(L(1:f,1:f)\(P(1:f,:)*(b - A*v)));
k = setdiff(1:m,k); m = m-f; B = [free n+1:n+m];
A = [A sparse(k,1:m,sign(b(k)-A(k,:)*v+eps),m+f,m)];
else % No hay variables libres
B = n+1:n+m; j = []; A = [A sparse(1:m,1:m,sign(b-A*v+eps*ones(size(b))))];
end
lb = [lb; zeros(m,1)]; ub = [ub; Inf*ones(m,1)];
w = [zeros(n,1); ones(m,1)]; % Variables + artificiales para FASE I
[x,niters,B,N,L,U] = rsmbdd(A,b,w,lb,ub,B,N,1,niters); % FASE I
if w'*x>zer_tol, error('El problema no es factible'); end
% Adaptar para FASE II
ub(n+1:n+m) = zeros(m,1); c = [c; zeros(m,1)];
if ~isempty(j)
c_r = c(j)'-c(B)'*(U\(L\A(:,j)));
if norm(c_r,inf)>zer_tol, error('Problema no acotado'); end
end
[x,niters] = rsmbdd(A,b,c,lb,ub,B,N,2,niters); % FASE II
x = x(1:n); fobj=c(1:n)'*x;
fclose('all');
fprintf('[m n]=[%g %g]. Tiempo CPU:%10.4f; fun. obj.=%17.4e\n',m,n,cputime-
t,fobj);
end
function [x,niters,B,N,L,U] = rsmbdd(A,b,c,lb,ub,B,N,fase,niters)
% Rutina de SIMPLEX revisado para min c'x s.a Ax=b, lb<=x<=ub.
% B vector 1xm con los �ndices de las variables (columnas) en la base.
% N vector 1x(l-m) con los �ndices de las variables no b�sicas,
% es decir, en sus l�mites (+/-1).
%
f=fopen('Salida_Rsimplex','a');
zer_tol = 1.0e-5; piv_tol = 1.0e-8;
[L,U] = lu(A(:,B));
if any(abs(diag(U))<piv_tol), error('La base inicial no es invertible'); end
x = lb; upper = N(N>0); x(upper) = ub(upper);
x(B) = U\(L\(b-A(:,abs(N))*x(abs(N))));
while 1
if any(x(B)<lb(B)-zer_tol | x(B)>ub(B)+zer_tol), error('Punto no factible');
end
u = L'\(U'\c(B));
c_r = c(abs(N))'-u'*A(:,abs(N)); % Costes reducidos no b�sicas
if ~any(c_r.*N>zer_tol), return, end % SE HA LLEGADO A UNA SOLUCI�N
Nopt=sum(c_r.*N>zer_tol);
[~,s] = max(c_r.*sign(N)); % Entra var. s no b�sica con>coste
reducido
blk = abs(N(s));
min_ratio = ub(blk) - lb(blk); order = -sign(N(s)); % Puede s ir de u a l o l a
u
d = order*U\(L\A(:,blk));
block_lb = find(d>=piv_tol & lb(B)>-1e32); % Comprobar b�sica que llega a lb
if ~isempty(block_lb)
[min_lb,index_r] = min((x(B(block_lb))-lb(B(block_lb)))./d(block_lb));
if min_lb<min_ratio
r=block_lb(index_r);
min_ratio = min_lb;
blk = B(r);
end
end
block_ub = find(d<=-piv_tol & ub(B)<1e32); % Comprobar b�sica que llega a ub
if ~isempty(block_ub)
[min_ub,index_r] = min((x(B(block_ub))-ub(B(block_ub)))./d(block_ub));
if min_ub<min_ratio
r=block_ub(index_r);
min_ratio = min_ub;
blk = B(r);
end
end
if min_ratio>1e32, error('Problema no acotado'); end
% Readaptar soluci�n y datos
x(B) = x(B)-min_ratio*d;
x(abs(N(s))) = x(abs(N(s))) + order*min_ratio;
if blk == abs(N(s)), N(s) = -N(s); % Se bloquea la no b�sica
else swap = B(r); B(r) = abs(N(s)); N(s) = -sign(d(r))*swap;
[L,U] = lu(A(:,B));
end
niters=niters+1;
fprintf(f,'%5d%4d%18.9e%6d\n',niters,fase,c'*x,Nopt);
end
end