Package org.drip.optimization.canonical

Linear Programming Framework Canonical Elements
Author:
Lakshmi Krishnamurthy
  • Interface Summary
    Interface Description
    LinearConstraint
    LinearConstraint exposes the Coefficients of the Constraint Term of a Linear Program.
  • Class Summary
    Class Description
    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.
    LinearObjective
    LinearObjective holds the Coefficients of the Linear Objective Term of LP/ILP cTx where c is Rn and x is Z+n.
    LinearProgram
    LinearProgram holds the Objective and the Constraint Terms of an Linear Program.
    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.