Package org.drip.optimization.simplex

Interface DantzigSolver

All Known Implementing Classes:

StandardForm

public interface DantzigSolver

DantzigSolver solves the Canonical Simplex using the Dantzig Solver. 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 2^nd Edition Springer-Verlag New York NY

• Module = Computational Core Module
• Library = Numerical Optimizer Library
• Project = Necessary, Sufficient, and Regularity Checks for Gradient Descent in a Constrained Optimization Setup
• Package = R^d to R¹ Simplex Scheme

Author:

Lakshmi Krishnamurthy

Method Summary

Modifier and Type	Method	Description
PivotRun	multiPhaseOptimize()	Construct the Optimal Pivot Run Solution to the Simplex using a Multi-phase Optimizer

Method Details

multiPhaseOptimize

PivotRun multiPhaseOptimize()

Construct the Optimal Pivot Run Solution to the Simplex using a Multi-phase Optimizer

Returns:

The Optimal Pivot Run Solution