Package org.drip.optimization.lp

Class ProgramVariableSpec

java.lang.Object
org.drip.optimization.lp.ProgramVariableSpec
public class ProgramVariableSpec
extends java.lang.Object
ProgramVariableSpec implements the R1 Program 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 2nd Edition Springer-Verlag New York NY


Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    ProgramVariableSpec​(java.lang.String name, double coefficient)
    ProgramVariableSpec Constructor

  • Method Summary

    Modifier and Type Method Description
    double coefficient()
    Retrieve the Program Variable Coefficient
    java.lang.String name()
    Retrieve the Program Variable Name
    java.lang.String toString()
    Convert Program Variable to a Display Version

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • ProgramVariableSpec

      public ProgramVariableSpec​(java.lang.String name, double coefficient) throws java.lang.Exception
      ProgramVariableSpec Constructor
      Parameters:
      name - Program Variable Name
      coefficient - Program Variable Coefficient
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid

  • Method Details

    • name

      public java.lang.String name()
      Retrieve the Program Variable Name
      Returns:
      Program Variable Name

    • coefficient

      public double coefficient()
      Retrieve the Program Variable Coefficient
      Returns:
      Program Variable Coefficient

    • toString

      public java.lang.String toString()
      Convert Program Variable to a Display Version
      Overrides:
      toString in class java.lang.Object
      Returns:
      Display Version