Package org.drip.optimization.canonical

Class LinearObjective

java.lang.Object
org.drip.optimization.canonical.LinearObjective
public class LinearObjective
extends java.lang.Object
LinearObjective holds the Coefficients of the Linear Objective Term of LP/ILP cTx where c is Rn and x is Z+n. It provides the following Functions:
  • LinearObjective Constructor
  • Retrieve the Objective Coefficient Array
  • Retrieve the Variate Dimension
  • Validate the Variate Input
  • Evaluate the Objective Function at the specified Variate Array
The References are:
  • Burdet, C. A., and E. L. Johnson (1977): A Sub-additive Approach to Solve Linear Integer Programs Annals of Discrete Mathematics 1 117-143
  • Chvatal, V. (1973): Edmonds Polytopes in a Hierarchy of Combinatorial Problems Discrete Mathematics 4 (4) 305-337
  • Gomory, R. E. (1958): Outline of an Algorithm for Integer Solutions to Linear Programs Bulletin of the American Mathematical Society 64 (5) 275-278
  • Kelley, J. E. (1960): The Cutting Plane Method for Solving Convex Problems Journal for the Society of the Industrial and Applied Mathematics 8 (4) 703-712
  • Letchford, A. N. and A. Lodi (2002): Strengthening Chvatal-Gomory Cuts and Gomory Fractional Cuts Operations Research Letters 30 (2) 74-82

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

  • Constructor Summary

    Constructors
    Constructor Description
    LinearObjective​(double[] coefficientArray)
    LinearObjective Constructor

  • Method Summary

    Modifier and Type Method Description
    double[] coefficientArray()
    Retrieve the Objective Coefficient Array
    int dimension()
    Retrieve the Variate Dimension
    double evaluate​(int[] variateArray)
    Evaluate the Objective Function at the specified Variate Array
    boolean validate​(int[] variateArray)
    Validate the Variate Input

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • LinearObjective

      public LinearObjective​(double[] coefficientArray) throws java.lang.Exception
      LinearObjective Constructor
      Parameters:
      coefficientArray - The Objective Coefficient Array
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid

  • Method Details

    • coefficientArray

      public double[] coefficientArray()
      Retrieve the Objective Coefficient Array
      Returns:
      The Objective Coefficient Array

    • dimension

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

    • validate

      public boolean validate​(int[] variateArray)
      Validate the Variate Input
      Parameters:
      variateArray - The Input Variate Array
      Returns:
      TRUE - The Input Variate successfully Validated

    • evaluate

      public double evaluate​(int[] variateArray) throws java.lang.Exception
      Evaluate the Objective Function at the specified Variate Array
      Parameters:
      variateArray - The Input Variate Array
      Returns:
      The Objective Function at the specified Variate Array
      Throws:
      java.lang.Exception - Thrown if the Evaluation cannot be done