Package org.drip.optimization.canonical

Interface LinearConstraint

All Known Implementing Classes:
BurdetJohnsonCut, ChvatalGomoryCut, ILPConstraint, LetchfordLodiCut, LPConstraint, StrengthenedBurdetJohnsonCut, StrengthenedChvatalGomoryCut
public interface LinearConstraint
LinearConstraint exposes the Coefficients of the Constraint Term of a Linear Program. It provides the following Functions:
  • Retrieve the Constraint Count
  • Retrieve the Variate Dimension
The References are:
  • Nering, E. D., and A. W. Tucker (1993): Linear Programs and Related Problems Academic Press
  • Murty, K. G. (1983): Linear Programming John Wiley and Sons New York
  • Padberg, M. W. (1999): Linear Optimization and Extensions 2nd Edition Springer-Verlag
  • van der Bei, R. J. (2008): Linear Programming: Foundations and Extensions 3rd Edition International Series in Operations Research and Management Science 114 Springer-Verlag
  • Wikipedia (2020): Simplex Algorithm https://en.wikipedia.org/wiki/Simplex_algorithm

Module Computational Core Module
Library Numerical Optimizer Library
Project Necessary, Sufficient, and Regularity Checks for Gradient Descent and LP/MILP/MINLP Schemes
Package Linear Programming Framework Canonical Elements
Author:
Lakshmi Krishnamurthy

  • Method Summary

    Modifier and Type Method Description
    int constraintCount()
    Retrieve the Constraint Count
    int dimension()
    Retrieve the Variate Dimension

  • Method Details

    • constraintCount

      int constraintCount()
      Retrieve the Constraint Count
      Returns:
      Constraint Count

    • dimension

      int dimension()
      Retrieve the Variate Dimension
      Returns:
      Variate Dimension