Uses of Interface
org.drip.optimization.canonical.LinearConstraint
| Package | Description |
|---|---|
| org.drip.optimization.canonical |
Linear Programming Framework Canonical Elements
|
| 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 classILPConstraintILPConstraint 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.classLPConstraintLPConstraint 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 LinearConstraintLinearProgram. 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 classBurdetJohnsonCutBurdetJohnsonCut implements the Burdet-Johnson Cut for ILP.classChvatalGomoryCutChvatalGomoryCut implements the ILP Chvatal-Gomory Cut.classLetchfordLodiCutLetchfordLodiCut implements the Letchford-Lodi Cut for ILP.classStrengthenedBurdetJohnsonCutStrengthenedBurdetJohnsonCut implements the Strengthened Burdet-Johnson Cut for ILP.classStrengthenedChvatalGomoryCutStrengthenedChvatalGomoryCut implements the Strengthened Chvatal Gomory Cut for ILP.