Class 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. 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 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 Verification cannot be done