Package org.drip.optimization.lp

Class LinearProgramFormulator

java.lang.Object
org.drip.optimization.lp.LinearProgramFormulator
public class LinearProgramFormulator
extends java.lang.Object
LinearProgramFormulator contains the Entities needed for the Formulation of a Linear Program. 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 2nd Edition Springer-Verlag
  • van der Bei, R. J. (2008): Linear Programming: Foundations and Extensions 3rd Edition International Series in Operations Research and Management Science 114 Springer-Verlag
  • Wikipedia (2020): Simplex Algorithm https://en.wikipedia.org/wiki/Simplex_algorithm


Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    LinearProgramFormulator()
    Empty LinearProgramFormulator Constructor

  • Method Summary

    Modifier and Type Method Description
    boolean addLinearRelation​(LinearRelation linearRelation)
    Add a Linear Relation
    java.util.List<LinearRelation> linearRelationList()
    Retrieve the List of Linear Relations
    java.util.Map<java.lang.String,​java.lang.Double> objectiveCoefficientMap()
    Retrieve the Map of the Objective Coefficients
    boolean objectiveCoefficientMap​(java.util.Map<java.lang.String,​java.lang.Double> objectiveCoefficientMap)
    Set the Objective Coefficient Map
    java.util.Set<java.lang.String> restrictedVariableSet()
    Retrieve the Restricted Variable Set
    boolean restrictedVariableSet​(java.util.Set<java.lang.String> restrictedVariableSet)
    Set the Set of Restricted Variables
    java.util.List<LinearEquality> synthesize()
    Generate the Linear Equality List from the Relation List
    java.util.Map<java.lang.String,​java.lang.Double> syntheticCoefficientMap()
    Retrieve the Map of the Synthetic Coefficients

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • LinearProgramFormulator

      public LinearProgramFormulator()
      Empty LinearProgramFormulator Constructor

  • Method Details

    • linearRelationList

      public java.util.List<LinearRelation> linearRelationList()
      Retrieve the List of Linear Relations
      Returns:
      The List of Linear Relations

    • objectiveCoefficientMap

      public java.util.Map<java.lang.String,​java.lang.Double> objectiveCoefficientMap()
      Retrieve the Map of the Objective Coefficients
      Returns:
      Map of the Objective Coefficients

    • restrictedVariableSet

      public java.util.Set<java.lang.String> restrictedVariableSet()
      Retrieve the Restricted Variable Set
      Returns:
      The Restricted Variable Set

    • syntheticCoefficientMap

      public java.util.Map<java.lang.String,​java.lang.Double> syntheticCoefficientMap()
      Retrieve the Map of the Synthetic Coefficients
      Returns:
      Map of the Synthetic Coefficients

    • objectiveCoefficientMap

      public boolean objectiveCoefficientMap​(java.util.Map<java.lang.String,​java.lang.Double> objectiveCoefficientMap)
      Set the Objective Coefficient Map
      Parameters:
      objectiveCoefficientMap - Objective Coefficient Map
      Returns:
      TRUE - The Objective Coefficient Map successfully set

    • restrictedVariableSet

      public boolean restrictedVariableSet​(java.util.Set<java.lang.String> restrictedVariableSet)
      Set the Set of Restricted Variables
      Parameters:
      restrictedVariableSet - Restricted Variables Set
      Returns:
      TRUE - The Set of Restricted Variables successfully set

    • addLinearRelation

      public boolean addLinearRelation​(LinearRelation linearRelation)
      Add a Linear Relation
      Parameters:
      linearRelation - The Linear Relation
      Returns:
      TRUE - The Linear Relation successfully added

    • synthesize

      public java.util.List<LinearEquality> synthesize()
      Generate the Linear Equality List from the Relation List
      Returns:
      The Linear Equality List