Package org.drip.optimization.cuttingplane

Class LetchfordLodiPartitionMap

java.lang.Object
org.drip.optimization.cuttingplane.LetchfordLodiPartitionMap
public class LetchfordLodiPartitionMap
extends java.lang.Object
LetchfordLodiPartitionMap implements the Partition Map dictated by the Letchford-Lodi Cut. 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 Summary

    Constructors
    Constructor Description
    LetchfordLodiPartitionMap​(int k, double[] unadjustedCoefficientArray, java.util.TreeMap<java.lang.Integer,​java.util.Set<java.lang.Integer>> partitionMap)
    LetchfordLodiPartitionMap Constructor

  • Method Summary

    Modifier and Type Method Description
    int k()
    Retrieve the a0 Reciprocal Integer Floor
    java.util.TreeMap<java.lang.Integer,​java.util.Set<java.lang.Integer>> partitionMap()
    Retrieve the Partition Map
    double[] unadjustedCoefficientArray()
    Retrieve the Unadjusted Coefficient Array

    Methods inherited from class java.lang.Object

    equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

  • Constructor Details

    • LetchfordLodiPartitionMap

      public LetchfordLodiPartitionMap​(int k, double[] unadjustedCoefficientArray, java.util.TreeMap<java.lang.Integer,​java.util.Set<java.lang.Integer>> partitionMap) throws java.lang.Exception
      LetchfordLodiPartitionMap Constructor
      Parameters:
      k - The a0 Reciprocal Integer Floor
      unadjustedCoefficientArray - The Unadjusted Coefficient Array
      partitionMap - The Partition Map
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid

  • Method Details

    • k

      public int k()
      Retrieve the a0 Reciprocal Integer Floor
      Returns:
      The a0 Reciprocal Integer Floor

    • unadjustedCoefficientArray

      public double[] unadjustedCoefficientArray()
      Retrieve the Unadjusted Coefficient Array
      Returns:
      The Unadjusted Coefficient Array

    • partitionMap

      public java.util.TreeMap<java.lang.Integer,​java.util.Set<java.lang.Integer>> partitionMap()
      Retrieve the Partition Map
      Returns:
      The Partition Map