com.numericalmethod.suanshu.optimization.constrained.constraint.linear

Class LinearGreaterThanConstraints

java.lang.Object

com.numericalmethod.suanshu.optimization.constrained.constraint.linear.LinearConstraints

com.numericalmethod.suanshu.optimization.constrained.constraint.linear.LinearGreaterThanConstraints

All Implemented Interfaces:

Constraints, GreaterThanConstraints, java.io.Serializable

Direct Known Subclasses:

LowerBoundConstraints

public class LinearGreaterThanConstraints
extends LinearConstraints
implements GreaterThanConstraints

This is a collection of linear greater-than-or-equal-to constraints.

 A * x ≥ b
 

See Also:

Serialized Form

Constructor Summary

Constructors

Constructor and Description
LinearGreaterThanConstraints(Matrix A, Vector b) Construct a collection of linear greater-than or equal-to constraints.

Method Summary

Modifier and Type	Method and Description
Vector	getFeasibleInitialPoint() Given a collection of linear greater-than-or-equal-to constraints, find a feasible initial point that satisfy the constraints.
Vector	getFeasibleInitialPoint(LinearEqualityConstraints equal) Given a collection of linear greater-than-or-equal-to constraints as well as a collection of equality constraints, find a feasible initial point that satisfy the constraints.
LinearLessThanConstraints	toLessThanConstraints() Convert the greater-than or equal-to constraints to less-than or equal-to constraints.

Methods inherited from class com.numericalmethod.suanshu.optimization.constrained.constraint.linear.LinearConstraints

A, b, concat, dimension, getActiveConstraints, getActiveRows, getConstraints, size, toString

Methods inherited from class java.lang.Object

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

Methods inherited from interface com.numericalmethod.suanshu.optimization.constrained.constraint.Constraints

dimension, getConstraints, size

Constructor Detail

LinearGreaterThanConstraints

public LinearGreaterThanConstraints(Matrix A,
                                    Vector b)

Construct a collection of linear greater-than or equal-to constraints.

Parameters:

A - the inequality coefficients

b - the inequality values

Method Detail

toLessThanConstraints

public LinearLessThanConstraints toLessThanConstraints()

Description copied from interface: GreaterThanConstraints

Convert the greater-than or equal-to constraints to less-than or equal-to constraints.

Specified by:

toLessThanConstraints in interface GreaterThanConstraints

Returns:

the equivalent less-than or equal-to constraints

getFeasibleInitialPoint

public Vector getFeasibleInitialPoint(LinearEqualityConstraints equal)

Given a collection of linear greater-than-or-equal-to constraints as well as a collection of equality constraints, find a feasible initial point that satisfy the constraints. This implementation solves eq. 11.25 in the reference. The first (n-1) entries consist of a feasible initial point. The last entry is the single point perturbation.

Parameters:

equal - a collection of linear equality constraints

Returns:

a feasible initial point, and the single point perturbation (in one vector)

See Also:

• "Jorge Nocedal, Stephen Wright, "p. 473," Numerical Optimization."
• "Andreas Antoniou, Wu-Sheng Lu, "Eq 11.25, Quadratic and Convex Programming," Practical Optimization: Algorithms and Engineering Applications."
• http://www.mathworks.com/help/toolbox/optim/ug/brnox7l.html (initialization)

getFeasibleInitialPoint

public Vector getFeasibleInitialPoint()

Given a collection of linear greater-than-or-equal-to constraints, find a feasible initial point that satisfy the constraints. This implementation solves eq. 11.25 in the reference. The first (n-1) entries consist of a feasible initial point. The last entry is the single point perturbation.

Returns:

a feasible initial point, and the single point perturbation (in one vector)

See Also:

"Andreas Antoniou, Wu-Sheng Lu, "Eq 11.25, Quadratic and Convex Programming," Practical Optimization: Algorithms and Engineering Applications."