Package org.drip.optimization.simplex

Class ColumnPivotingDiagnostics

java.lang.Object
org.drip.optimization.simplex.ColumnPivotingDiagnostics
public class ColumnPivotingDiagnostics
extends java.lang.Object
ColumnPivotingDiagnostics holds the Diagnostics of a Column Pivoting Run. It provides the following Functions:
  • ColumnPivotingDiagnostics Constructor
  • Retrieve the Minimum Ratio Run
  • Retrieve the Row Unit Scaler
  • Retrieve the Updated Tableau
  • Update the Simplex Tableau
  • Convert the State to a JSON-like String
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
  • Nering, E. D., and A. W. Tucker (1993): Linear Programs and Related Problems Academic Press Cambridge MA
  • Padberg, M. (1999): Linear Optimization and Extensions 2nd Edition Springer-Verlag New York NY

Module Computational Core Module
Library Numerical Optimizer Library
Project Necessary, Sufficient, and Regularity Checks for Gradient Descent and LP/MILP/MINLP Schemes
Package Rd to R1 Simplex Scheme
Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    ColumnPivotingDiagnostics​(MinimumRatioRun minimumRatioRun, double rowUnitScaler)
    ColumnPivotingDiagnostics Constructor

  • Method Summary

    Modifier and Type Method Description
    MinimumRatioRun minimumRatioRun()
    Retrieve the Minimum Ratio Run
    double rowUnitScaler()
    Retrieve the Row Unit Scaler
    java.lang.String toString()
    Convert the State to a JSON-like String
    double[][] updatedTableau()
    Retrieve the Updated Tableau
    boolean updateTableau​(double[][] updatedTableau)
    Update the Simplex Tableau

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • ColumnPivotingDiagnostics

      public ColumnPivotingDiagnostics​(MinimumRatioRun minimumRatioRun, double rowUnitScaler) throws java.lang.Exception
      ColumnPivotingDiagnostics Constructor
      Parameters:
      minimumRatioRun - Minimum Ratio Run
      rowUnitScaler - Row Unit Scaler
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid

  • Method Details

    • minimumRatioRun

      public MinimumRatioRun minimumRatioRun()
      Retrieve the Minimum Ratio Run
      Returns:
      Minimum Ratio Run

    • rowUnitScaler

      public double rowUnitScaler()
      Retrieve the Row Unit Scaler
      Returns:
      Row Unit Scaler

    • updatedTableau

      public double[][] updatedTableau()
      Retrieve the Updated Tableau
      Returns:
      Updated Tableau

    • updateTableau

      public boolean updateTableau​(double[][] updatedTableau)
      Update the Simplex Tableau
      Parameters:
      updatedTableau - Simplex Tableau to Update
      Returns:
      TRUE - Simplex Tableau Updated successfully

    • toString

      public java.lang.String toString()
      Convert the State to a JSON-like String
      Overrides:
      toString in class java.lang.Object
      Returns:
      State to a JSON-like String