com.numericalmethod.suanshu.optimization.constrained.linearprogramming.problem
Class StandardLpProblem2

java.lang.Object
  com.numericalmethod.suanshu.optimization.constrained.linearprogramming.problem.StandardLpProblem2

All Implemented Interfaces:

LpProblem

public class StandardLpProblem2
extends java.lang.Object
implements LpProblem

This class represents a linear programming in the standard form, following the convention in the reference.

 min c'x
 

s.t.

 A * x ≥ b, b ≤ 0 iff the problem is feasible
 x ≥ 0
 

See Also:

"Michael C. Ferris, Olvi L. Mangasarian, Stephen J. Wright, "Linear Programming with MATLAB," Eq. 3.1. Chapter 3. The Simplex Method."

Nested Class Summary

Nested classes/interfaces inherited from interface com.numericalmethod.suanshu.optimization.constrained.linearprogramming.problem.LpProblem

LpProblem.DimensionNotMatched, LpProblem.EmptyCostVector, LpProblem.Infeasible, LpProblem.LpException, LpProblem.LpRuntimeException, LpProblem.NoConstraint, LpProblem.Unbounded

Field Summary

ImmutableMatrix	A A as in A * x ≥ b
ImmutableVector	b b as in A * x ≥ b
ImmutableVector	c the objective min c'x

Constructor Summary

StandardLpProblem2(StandardLpProblem1 problem1)
Construct a linear programming problem in this standard form from form StandardLpProblem1.

StandardLpProblem2(Vector c, Matrix A, Vector b)
Construct a linear programming problem in the standard form.

Method Summary

protected void

validate()

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

c

public final ImmutableVector c

the objective min c'x

A

public final ImmutableMatrix A

A as in A * x ≥ b

b

public final ImmutableVector b

b as in A * x ≥ b

Constructor Detail

StandardLpProblem2

public StandardLpProblem2(Vector c,
                          Matrix A,
                          Vector b)
                   throws LpProblem.EmptyCostVector,
                          LpProblem.NoConstraint,
                          LpProblem.DimensionNotMatched

Construct a linear programming problem in the standard form.

Parameters:

c - c'x is the objective function to be minimized

A - the inequality constraints A * x ≥ b

b - the inequality constraints A * x ≥ b

Throws:

com.numericalmethod.suanshu.optimization.linearprogramming.problem.LpProblem.EmptyCostVector

com.numericalmethod.suanshu.optimization.linearprogramming.problem.LpProblem.NoConstraint

com.numericalmethod.suanshu.optimization.linearprogramming.problem.LpProblem.DimensionNotMatched

LpProblem.EmptyCostVector

LpProblem.NoConstraint

LpProblem.DimensionNotMatched

StandardLpProblem2

public StandardLpProblem2(StandardLpProblem1 problem1)
                   throws LpProblem.EmptyCostVector,
                          LpProblem.NoConstraint,
                          LpProblem.DimensionNotMatched

Construct a linear programming problem in this standard form from form StandardLpProblem1.

Parameters:

problem1 - a linear programming problem in StandardLpProblem1

Throws:

LpProblem.EmptyCostVector

LpProblem.NoConstraint

LpProblem.DimensionNotMatched

Method Detail

validate

protected void validate()
                 throws LpProblem.EmptyCostVector,
                        LpProblem.NoConstraint,
                        LpProblem.DimensionNotMatched

Throws:

com.numericalmethod.suanshu.optimization.linearprogramming.problem.LpProblem.EmptyCostVector

com.numericalmethod.suanshu.optimization.linearprogramming.problem.LpProblem.NoConstraint

com.numericalmethod.suanshu.optimization.linearprogramming.problem.LpProblem.DimensionNotMatched

LpProblem.EmptyCostVector

LpProblem.NoConstraint

LpProblem.DimensionNotMatched