Package org.drip.optimization.lp

Class LinearEquality

java.lang.Object

org.drip.optimization.lp.LinearEquality

public class LinearEquality
extends java.lang.Object

LinearEquality holds the Coefficients and the RHS of a Linear Equation. The References are:

• Nering, E. D., and A. W. Tucker (1993): Linear Programs and Related Problems Academic Press
• Murty, K. G. (1983): Linear Programming John Wiley and Sons New York
• Padberg, M. W. (1999): Linear Optimization and Extensions 2^nd Edition Springer-Verlag
• van der Bei, R. J. (2008): Linear Programming: Foundations and Extensions 3^rd Edition International Series in Operations Research and Management Science 114 Springer-Verlag
• Wikipedia (2020): Simplex Algorithm https://en.wikipedia.org/wiki/Simplex_algorithm

• Module = Computational Core Module
• Library = Numerical Optimizer Library
• Project = Necessary, Sufficient, and Regularity Checks for Gradient Descent and LP/MILP/MINLP Schemes
• Package = LP Objectives, Constraints, and Optimizers

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor	Description
LinearEquality(java.util.Map<java.lang.String,java.lang.Double> variableCoefficientMap, double rhs, SyntheticVariable syntheticVariable)	LinearEquality Constructor

Method Summary

Modifier and Type	Method	Description
double	rhs()	Retrieve the RHS
SyntheticVariable	syntheticVariable()	Retrieve the Synthetic Variable
java.util.Map<java.lang.String,java.lang.Double>	variableCoefficientMap()	Retrieve the Variable Coefficient Map

Methods inherited from class java.lang.Object

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

Constructor Details

LinearEquality

public LinearEquality(java.util.Map<java.lang.String,java.lang.Double> variableCoefficientMap,
double rhs,
SyntheticVariable syntheticVariable)
               throws java.lang.Exception

LinearEquality Constructor

Parameters:

variableCoefficientMap - The Variable Coefficient Map

rhs - The RHS

syntheticVariable - The Synthetic Variable

Throws:

java.lang.Exception - Thrown if the Inputs are Invalid

Method Details

variableCoefficientMap

public java.util.Map<java.lang.String,java.lang.Double> variableCoefficientMap()

Retrieve the Variable Coefficient Map

Returns:

The Variable Coefficient Map

rhs

public double rhs()

Retrieve the RHS

Returns:

The RHS

syntheticVariable

public SyntheticVariable syntheticVariable()

Retrieve the Synthetic Variable

Returns:

The Synthetic Variable