Package org.drip.optimization.lp

Class SyntheticVariable

java.lang.Object

org.drip.optimization.lp.SyntheticVariable

public class SyntheticVariable
extends java.lang.Object

SyntheticVariable holds the Specifications of a Synthetic Variable. 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
SyntheticVariable(java.lang.String name, double value, int type)	SyntheticVariable Constructor

Method Summary

Modifier and Type	Method	Description
java.lang.String	name()	Retrieve the Synthetic Variable Name
int	type()	Retrieve the Synthetic Variable Type
double	value()	Retrieve the Synthetic Variable Value

Methods inherited from class java.lang.Object

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

Constructor Details

SyntheticVariable

public SyntheticVariable(java.lang.String name,
double value,
int type)
                  throws java.lang.Exception

SyntheticVariable Constructor

Parameters:

name - SyntheticVariable Name

value - SyntheticVariable Value

type - SyntheticVariable Type

Throws:

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

Method Details

type

public int type()

Retrieve the Synthetic Variable Type

Returns:

The Synthetic Variable Type

name

public java.lang.String name()

Retrieve the Synthetic Variable Name

Returns:

The Synthetic Variable Name

value

public double value()

Retrieve the Synthetic Variable Value

Returns:

The Synthetic Variable Value