StrengthenedChvatalGomoryCut

java.lang.Object

org.drip.optimization.canonical.ILPConstraint

org.drip.optimization.cuttingplane.ChvatalGomoryCut

org.drip.optimization.cuttingplane.StrengthenedChvatalGomoryCut

All Implemented Interfaces:: LinearConstraint

public class StrengthenedChvatalGomoryCut
extends ChvatalGomoryCut

StrengthenedChvatalGomoryCut implements the Strengthened Chvatal Gomory Cut for ILP. It provides the following Functions:

StrengthenedChvatalGomoryCut Constructor
Retrieve the Strengthening Integer
Verify if the Variate Array satisfies the Constraint

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

Module	Computational Core Module
Library	Numerical Optimizer Library
Project	Necessary, Sufficient, and Regularity Checks for Gradient Descent and LP/MILP/MINLP Schemes
Package	Polyhedral Cutting Plane Generation Schemes

Author:: Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor Description

StrengthenedChvatalGomoryCut(int[][] aGrid, int[] bArray, double[] lambdaArray, int t)
StrengthenedChvatalGomoryCut Constructor
Method Summary

Modifier and Type Method Description

int t()
Retrieve the Strengthening Integer

boolean verify(int[] variateArray)
Verify if the Variate Array satisfies the Constraint

Methods inherited from class org.drip.optimization.cuttingplane.ChvatalGomoryCut
adjustedCoefficientArray, lambdaArray, unadjustedCoefficientArray

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

Constructor Details
- StrengthenedChvatalGomoryCut
  
  public StrengthenedChvatalGomoryCut(int[][] aGrid, int[] bArray, double[] lambdaArray, int t) throws java.lang.Exception
  
  StrengthenedChvatalGomoryCut Constructor
  
  Parameters:
  
  aGrid - "A" Constraint Grid
  
  bArray - "b" Constraint Array
  
  lambdaArray - The Lambda Array
  
  t - Strengthening Integer
  
  Throws:
  
  java.lang.Exception - Thrown if the Inputs are Invalid
Method Details
- t
  
  public int t()
  
  Retrieve the Strengthening Integer
  
  Returns:
  
  The Strengthening Integer
- verify
  
  public boolean verify(int[] variateArray) throws java.lang.Exception
  
  Verify if the Variate Array satisfies the Constraint
  
  Overrides:
  
  verify in class ChvatalGomoryCut
  
  Parameters:
  
  variateArray - The Input Variate Array
  
  Returns:
  
  TRUE - The Variate Array satisfies the Constraint
  
  Throws:
  
  java.lang.Exception - Thrown if the Inputs are Invalid