Class LinearProgram

java.lang.Object
org.drip.optimization.canonical.LinearProgram

public class LinearProgram
extends java.lang.Object
LinearProgram holds the Objective and the Constraint Terms of an Linear Program. 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


Author:
Lakshmi Krishnamurthy
  • Constructor Details

    • LinearProgram

      public LinearProgram​(LinearObjective objective, LinearConstraint constraint) throws java.lang.Exception
      LinearProgram Constructor
      Parameters:
      objective - The Objective Term
      constraint - The Constraint Term
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid
  • Method Details

    • LP

      public static final LinearProgram LP​(LinearObjective objective, LPConstraint lpConstraint)
      Construct an LP Instance of LinearProgram
      Parameters:
      objective - The Objective Term
      lpConstraint - The LP Constraint Term
      Returns:
      LP Instance of LinearProgram
    • ILP

      public static final LinearProgram ILP​(LinearObjective objective, ILPConstraint ilpConstraint)
      Construct an ILP Instance of LinearProgram
      Parameters:
      objective - The Objective Term
      ilpConstraint - The ILP Constraint Term
      Returns:
      ILP Instance of LinearProgram
    • objective

      public LinearObjective objective()
      Retrieve the Objective Term
      Returns:
      The Objective Term
    • constraint

      public LinearConstraint constraint()
      Retrieve the Constraint Term
      Returns:
      The Constraint Term