Uses of Package
org.drip.optimization.canonical
| Package | Description |
|---|---|
| org.drip.optimization.canonical |
Linear Programming Framework Canonical Elements
|
| org.drip.optimization.cuttingplane |
Polyhedral Cutting Plane Generation Schemes
|
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Classes in org.drip.optimization.canonical used by org.drip.optimization.canonical 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.LinearConstraint LinearConstraint exposes the Coefficients of the Constraint Term of a Linear Program.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. -
Classes in org.drip.optimization.canonical used by org.drip.optimization.cuttingplane 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.LinearConstraint LinearConstraint exposes the Coefficients of the Constraint Term of a Linear Program.