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

Class LPProblemImpl1

java.lang.Object

com.numericalmethod.suanshu.optimization.constrained.convex.sdp.socp.qp.lp.problem.LPProblemImpl1

All Implemented Interfaces:

LPProblem, ConstrainedOptimProblem, OptimProblem, java.io.Serializable

Direct Known Subclasses:

CanonicalLPProblem1, CanonicalLPProblem2, StandardLPProblem

public class LPProblemImpl1
extends java.lang.Object
implements LPProblem

This is an implementation of a linear programming problem, LPProblem. For convenient construction, this implementation allows all forms of linear constraints:

• greater-than-or-equal-to constraints: Agr * x >= bgr
• less-than-or-equal-to constraints: Ale * x ≤ ble
• equality constraints: Aeq * x = beq
• box constraints (bounds): l ≤ x ≤ u

By convention, if no bound is mentioned for a variable, x ≥ 0.

See Also:

Serialized Form

Constructor Summary

Constructors

Constructor and Description
LPProblemImpl1(Vector cost, LinearGreaterThanConstraints greater, LinearEqualityConstraints equal) Construct a general linear programming problem with only greater-than-or-equal-to and equality constraints.
LPProblemImpl1(Vector cost, LinearGreaterThanConstraints greater, LinearLessThanConstraints less, LinearEqualityConstraints equal, BoxConstraints bounds) Construct a general linear programming problem.

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.
int	dimension() Get the number of variables.
RealScalarFunction	f() Get the objective function.
LinearEqualityConstraints	getEqualityConstraints() Get the equality constraints, hi(x) = 0
LinearLessThanConstraints	getLessThanConstraints() Get the less-than-or-equal-to constraints, gi(x) ≤ 0
boolean	isFree(int i) Check whether xi is a free variable after handling the box constraints.
int	nEqualities() Get the number of equality constraints.
int	nGreaterThanInequalities() Get the number of greater-than-or-equal-to constraints.
java.lang.String	toString()

Methods inherited from class java.lang.Object

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

Constructor Detail

LPProblemImpl1

public LPProblemImpl1(Vector cost,
                      LinearGreaterThanConstraints greater,
                      LinearLessThanConstraints less,
                      LinearEqualityConstraints equal,
                      BoxConstraints bounds)

Construct a general linear programming problem.

Parameters:

cost - the objective function

greater - the greater-than-or-equal-to inequality constraints

less - the less-than-or-equal-to inequality constraints

equal - the equality constraints

bounds - the bounds for variables

LPProblemImpl1

public LPProblemImpl1(Vector cost,
                      LinearGreaterThanConstraints greater,
                      LinearEqualityConstraints equal)

Construct a general linear programming problem with only greater-than-or-equal-to and equality constraints.

Parameters:

cost - the objective function

greater - the greater-than-or-equal-to inequality constraints

equal - the equality constraints

Method Detail

nGreaterThanInequalities

public int nGreaterThanInequalities()

Get the number of greater-than-or-equal-to constraints.

Returns:

the number of greater-than-or-equal-to inequalities

nEqualities

public int nEqualities()

Get the number of equality constraints.

Returns:

the number of equality constraints

dimension

public int dimension()

Description copied from interface: OptimProblem

Get the number of variables.

Specified by:

dimension in interface OptimProblem

Returns:

the number of variables.

f

public RealScalarFunction f()

Description copied from interface: OptimProblem

Get the objective function.

Specified by:

f in interface OptimProblem

Returns:

the objective function

getLessThanConstraints

public LinearLessThanConstraints getLessThanConstraints()

Description copied from interface: ConstrainedOptimProblem

Get the less-than-or-equal-to constraints, g_i(x) ≤ 0

Specified by:

getLessThanConstraints in interface ConstrainedOptimProblem

Returns:

the less-than-or-equal-to constraints

getEqualityConstraints

public LinearEqualityConstraints getEqualityConstraints()

Description copied from interface: ConstrainedOptimProblem

Get the equality constraints, h_i(x) = 0

Specified by:

getEqualityConstraints in interface ConstrainedOptimProblem

Returns:

the equality constraints

c

public ImmutableVector c()

Description copied from interface: LPProblem

Get the objective function.

Specified by:

c in interface LPProblem

Returns:

the objective function

A

public ImmutableMatrix A()

Description copied from interface: LPProblem

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

Specified by:

A in interface LPProblem

Returns:

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

b

public ImmutableVector b()

Description copied from interface: LPProblem

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

Specified by:

b in interface LPProblem

Returns:

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

Aeq

public ImmutableMatrix Aeq()

Description copied from interface: LPProblem

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

Specified by:

Aeq in interface LPProblem

Returns:

the coefficients of the equality constraints

beq

public ImmutableVector beq()

Description copied from interface: LPProblem

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

Specified by:

beq in interface LPProblem

Returns:

the values of the equality constraints

isFree

public boolean isFree(int i)

Description copied from interface: LPProblem

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

Specified by:

isFree in interface LPProblem

Parameters:

i - the index of a variable, counting from 1

Returns:

true if x_i is free

toString

public java.lang.String toString()

Overrides:

toString in class java.lang.Object