Package org.drip.optimization.lp

Class LinearRelation

java.lang.Object

org.drip.optimization.lp.LinearRelation

public class LinearRelation
extends java.lang.Object

LinearRelation holds the Coefficients, the Relationship, and the RHS of an LP Relation. 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

Field Summary

Fields

Modifier and Type	Field	Description
static int	EQ	"Equal To" Relation
static int	GTE	"Greater Than Or Equal To" Relation
static int	LTE	"Lesser Than Or Equal To" Relation

Constructor Summary

Constructors

Constructor	Description
LinearRelation(java.util.Map<java.lang.String,java.lang.Double> coefficientMap, double rhs, int comparison)	LinearRelation Constructor

Method Summary

Modifier and Type	Method	Description
LinearEquality	canonicalize(java.util.Set<java.lang.String> unrestrictedVariableSet)	Generate the Canonical Linear Equality From the Set of Unrestricted Variables
java.util.Map<java.lang.String,java.lang.Double>	coefficientMap()	Retrieve the LHS Coefficient Map
double	comparison()	Retrieve the Comparison
double	rhs()	Retrieve the RHS
java.util.Set<java.lang.String>	variableSet()	Retrieve the Variable Set

Methods inherited from class java.lang.Object

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

Field Details

LTE

public static final int LTE

"Lesser Than Or Equal To" Relation

See Also:

Constant Field Values

EQ

public static final int EQ

"Equal To" Relation

See Also:

Constant Field Values

GTE

public static final int GTE

"Greater Than Or Equal To" Relation

See Also:

Constant Field Values

Constructor Details

LinearRelation

public LinearRelation(java.util.Map<java.lang.String,java.lang.Double> coefficientMap,
double rhs,
int comparison)
               throws java.lang.Exception

LinearRelation Constructor

Parameters:

coefficientMap - LHS Coefficient Map

rhs - RHS

comparison - LTE, EQ, or GTE

Throws:

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

Method Details

coefficientMap

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

Retrieve the LHS Coefficient Map

Returns:

The LHS Coefficient Map

rhs

public double rhs()

Retrieve the RHS

Returns:

The RHS

comparison

public double comparison()

Retrieve the Comparison

Returns:

The Comparison

variableSet

public java.util.Set<java.lang.String> variableSet()

Retrieve the Variable Set

Returns:

The Variable Set

canonicalize

public LinearEquality canonicalize(java.util.Set<java.lang.String> unrestrictedVariableSet)

Generate the Canonical Linear Equality From the Set of Unrestricted Variables

Parameters:

unrestrictedVariableSet - Set of Unrestricted Variables

Returns:

The Canonical Linear Equality From the Set of Unrestricted Variables