Better messages, new dual

Author: scheinerman

Project.toml

@@ -1,7 +1,7 @@
 name = "SimplexTableaux"
 uuid = "b49aa546-d643-4829-bb91-bc1e5e539d80"
 authors = ["Ed Scheinerman <ers@jhu.edu>"]
-version = "0.1.4"
+version = "0.1.5"
 
 [deps]
 ChooseOptimizer = "858a232f-1959-5553-8cfc-91e1fd5304e2"

src/Dual.jl

@@ -0,0 +1,33 @@
+"""
+	dual(T::Tableau)
+
+Create a tableau that is dual to `T`. 
+
+Caveats:
+* `T` should have been created from canonical data (not standard). If not, an error is thrown.
+* The returned tableau is set up as a minimization problem so the value of the solved LP is negative the desired value. However, the basic feasible vector is correct.
+"""
+function dual(T::Tableau)::Tableau
+    msg = "Tableau not from a canonical LP"
+
+    T = deepcopy(T)
+    restore!(T)
+    A, b, c = get_Abc(T)
+
+    m = T.n_cons
+    n = T.n_vars
+
+    II = -T.M[2:end, (n - 1):(end - 1)]
+
+    if II ≠ eye(Int, m)
+        error(msg)
+    end
+    A = A[:, 1:(n - m)]
+
+    if !iszero(c[(n - m + 1):end])
+        error(msg)
+    end
+    c = c[1:(n - m)]
+
+    return Tableau(-A', -c, -b)
+end

src/LPsolve.jl

@@ -18,15 +18,29 @@ function lp_solve(T::Tableau, verbose::Bool=true)
     optimize!(MOD)
     status = Int(termination_status(MOD))
 
-    if status ≠ 1
-        error("Linear program is either infeasible or unbounded. Status = $status")
+    if status == 1
+        if verbose
+            obj_val = objective_value(MOD)
+            println("Minimal objective value = $obj_val\n")
+        end
+        xval = JuMP.value.(x)
+        return xval
     end
-    if verbose
-        obj_val = objective_value(MOD)
-        println("Minimal objective value = $obj_val\n")
+
+    if status == 2
+        if verbose
+            @info "This linear program is infeasible."
+        end
+        return nothing
     end
 
-    xval = JuMP.value.(x)
+    if status == 3
+        if verbose
+            @info "This linear program is unbounded"
+        end
+        return nothing
+    end
 
-    return xval
+    @info "Unknown termination status = $status"
+    nothing
 end

src/SimplexTableaux.jl

@@ -18,6 +18,7 @@ export Tableau,
     big_M_solve!,
     big_M_tableau,
     check_basis,
+    dual,
     set_basis!,
     find_a_basis,
     find_all_bases,
@@ -42,6 +43,7 @@ include("Solver.jl")
 include("LPsolve.jl")
 include("lap.jl")
 include("Pretty.jl")
+include("Dual.jl")
 
 """
     is_feasible(T::Tableau)::Bool