Package org.drip.optimization.lp

LP Objectives, Constraints, and Optimizers
Author:
Lakshmi Krishnamurthy
  • Class Summary
    Class Description
    LinearEquality
    LinearEquality holds the Coefficients and the RHS of a Linear Equation.
    LinearProgramFormulator
    LinearProgramFormulator contains the Entities needed for the Formulation of a Linear Program.
    LinearRelation
    LinearRelation holds the Coefficients, the Relationship, and the RHS of an LP Relation.
    SimplexTableau
    SimplexTableau holds the Canonical Simplex Tableau.
    SyntheticVariable
    SyntheticVariable holds the Specifications of a Synthetic Variable.
    SyntheticVariableType
    SyntheticVariableType holds the Types of Synthetic Variables.