com.numericalmethod.suanshu.optimization.constrained.convex.sdp.socp.qp.lp.problem

Interface LPProblem

All Superinterfaces:

ConstrainedOptimProblem, OptimProblem, java.io.Serializable

All Known Subinterfaces:

ILPProblem

All Known Implementing Classes:

CanonicalLPProblem1, CanonicalLPProblem2, ILPProblemImpl1, LPProblemImpl1, PureILPProblem, StandardLPProblem

public interface LPProblem
extends ConstrainedOptimProblem

A linear programming (LP) problem minimizes a linear objective function subject to a collection of linear constraints.

 min c'x
 

s.t.

 A * x ≥ b
 Aeq * x = beq
 

some x ≥ 0, some x are free.

Method Summary

Modifier and Type	Method and Description
ImmutableMatrix	A() Get the coefficients, A, of the greater-than-or-equal-to constraints A * x ≥ b.
ImmutableMatrix	Aeq() Get the coefficients, Aeq, of the equality constraints Aeq * x ≥ beq.
ImmutableVector	b() Get the values, b, of the greater-than-or-equal-to constraints A * x ≥ b.
ImmutableVector	beq() Get the values, beq, of the equality constraints Aeq * x ≥ beq.
ImmutableVector	c() Get the objective function.
boolean	isFree(int i) Check whether xi is a free variable after handling the box constraints.

Methods inherited from interface com.numericalmethod.suanshu.optimization.constrained.problem.ConstrainedOptimProblem

getEqualityConstraints, getLessThanConstraints

Methods inherited from interface com.numericalmethod.suanshu.optimization.problem.OptimProblem

dimension, f

Method Detail

c

ImmutableVector c()

Get the objective function.

Returns:

the objective function

A

ImmutableMatrix A()

Get the coefficients, A, of the greater-than-or-equal-to constraints A * x ≥ b.

Returns:

the coefficients of the greater-than-or-equal-to constraints

b

ImmutableVector b()

Get the values, b, of the greater-than-or-equal-to constraints A * x ≥ b.

Returns:

the values of the greater-than-or-equal-to constraints

Aeq

ImmutableMatrix Aeq()

Get the coefficients, Aeq, of the equality constraints Aeq * x ≥ beq.

Returns:

the coefficients of the equality constraints

beq

ImmutableVector beq()

Get the values, beq, of the equality constraints Aeq * x ≥ beq.

Returns:

the values of the equality constraints

isFree

boolean isFree(int i)

Check whether x_i is a free variable after handling the box constraints.

Parameters:

i - the index of a variable, counting from 1

Returns:

true if x_i is free