Uses of Interface
org.drip.optimization.canonical.LinearConstraint
Package | Description |
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org.drip.optimization.canonical |
Linear Programming Framework Canonical Elements
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org.drip.optimization.cuttingplane |
Polyhedral Cutting Plane Generation Schemes
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Uses of LinearConstraint in org.drip.optimization.canonical
Classes in org.drip.optimization.canonical that implement LinearConstraint Modifier and Type Class Description class
ILPConstraint
ILPConstraint holds the Constraint Matrix LHS and Constraint Array RHS for an Integer Linear Program Ax lte B, where A is Zm x n, B is Zm, and x is Z+n.class
LPConstraint
LPConstraint holds the Constraint Matrix LHS and Constraint Array RHS for an Linear Program Ax lte B, where A is Rm x n, B is Rm, and x is R+n.Methods in org.drip.optimization.canonical that return LinearConstraint Modifier and Type Method Description LinearConstraint
LinearProgram. constraint()
Retrieve the Constraint TermConstructors in org.drip.optimization.canonical with parameters of type LinearConstraint Constructor Description LinearProgram(LinearObjective objective, LinearConstraint constraint)
LinearProgram Constructor -
Uses of LinearConstraint in org.drip.optimization.cuttingplane
Classes in org.drip.optimization.cuttingplane that implement LinearConstraint Modifier and Type Class Description class
BurdetJohnsonCut
BurdetJohnsonCut implements the Burdet-Johnson Cut for ILP.class
ChvatalGomoryCut
ChvatalGomoryCut implements the ILP Chvatal-Gomory Cut.class
LetchfordLodiCut
LetchfordLodiCut implements the Letchford-Lodi Cut for ILP.class
StrengthenedBurdetJohnsonCut
StrengthenedBurdetJohnsonCut implements the Strengthened Burdet-Johnson Cut for ILP.class
StrengthenedChvatalGomoryCut
StrengthenedChvatalGomoryCut implements the Strengthened Chvatal Gomory Cut for ILP.