java.lang.Object

org.drip.optimization.lp.LinearExpressionSpec

public class LinearExpressionSpec
extends java.lang.Object

LinearExpressionSpec implements the Linear Variable Specification in an LP. The References are:

Dadush, D., and S. Huiberts (2020): A Friendly Smoothed Analysis of the Simplex Method SIAM Journal on Computing 49 (5) 449-499
Dantzig, G. B., and M. N. Thapa (1997): Linear Programming 1: Introduction Springer-Verlag New York NY
Murty, K. G. (1983): Linear Programming John Wiley and Sons New York NY
Oliver, M. (2020): Practical Guide to the Simplex Method of Linear Programming https://mids.ku.de/oliver/teaching/iub/spring2007/cps102/handouts/linear-programming.pdf
Padberg, M. (1999): Linear Optimization and Extensions 2^nd Edition Springer-Verlag New York NY

Module = Computational Core Module
Library = Numerical Optimizer Library
Project = Necessary, Sufficient, and Regularity Checks for Gradient Descent in a Constrained Optimization Setup
Package = Linear Programming Structures and Formulation

Constructor Summary

Constructors

Constructor Description

LinearExpressionSpec()
Method Summary

Methods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Class LinearExpressionSpec

Constructor Summary