Class StrengthenedBurdetJohnsonCut
java.lang.Object
org.drip.optimization.canonical.ILPConstraint
org.drip.optimization.cuttingplane.ChvatalGomoryCut
org.drip.optimization.cuttingplane.StrengthenedBurdetJohnsonCut
- All Implemented Interfaces:
LinearConstraint
public class StrengthenedBurdetJohnsonCut extends ChvatalGomoryCut
StrengthenedBurdetJohnsonCut implements the Strengthened Burdet-Johnson Cut for ILP. It provides
the following Functions:
- StrengthenedBurdetJohnsonCut Constructor
- Retrieve the R1 To R1 Increasing Function
- Generate the Adjusted Coefficient Array
- 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
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Constructor Summary
Constructors Constructor Description StrengthenedBurdetJohnsonCut(int[][] aGrid, int[] bArray, double[] lambdaArray, R1ToR1 increasingR1ToR1)
StrengthenedBurdetJohnsonCut Constructor -
Method Summary
Modifier and Type Method Description double[]
adjustedCoefficientArray()
Generate the Adjusted Coefficient ArrayR1ToR1
increasingR1ToR1()
Retrieve the R1 To R1 Increasing FunctionMethods inherited from class org.drip.optimization.cuttingplane.ChvatalGomoryCut
lambdaArray, unadjustedCoefficientArray, verify
Methods inherited from class org.drip.optimization.canonical.ILPConstraint
aGrid, bArray, burdetJohnsonCut, chvatalGomoryCut, constraintCount, dimension, strengthenedBurdetJohnsonCut, strengthenedChvatalGomoryCut, validate
Methods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
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Constructor Details
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StrengthenedBurdetJohnsonCut
public StrengthenedBurdetJohnsonCut(int[][] aGrid, int[] bArray, double[] lambdaArray, R1ToR1 increasingR1ToR1) throws java.lang.ExceptionStrengthenedBurdetJohnsonCut Constructor- Parameters:
aGrid
- "A" Constraint GridbArray
- "b" Constraint ArraylambdaArray
- The Lambda ArrayincreasingR1ToR1
- R1 To R1 Increasing Function- Throws:
java.lang.Exception
- Thrown if the Inputs are Invalid
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Method Details
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increasingR1ToR1
Retrieve the R1 To R1 Increasing Function- Returns:
- The R1 To R1 Increasing Function
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adjustedCoefficientArray
public double[] adjustedCoefficientArray()Generate the Adjusted Coefficient Array- Overrides:
adjustedCoefficientArray
in classChvatalGomoryCut
- Returns:
- The Adjusted Coefficient Array
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