Package org.drip.optimization.simplex

Interface DantzigSolver

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
LinearExpression	optimize(StandardForm canonicalForm)	Construct the Optimal Solution to the Simplex

Method Details

optimize

LinearExpression optimize(StandardForm canonicalForm)

Construct the Optimal Solution to the Simplex

Parameters:

canonicalForm - Canonical Form of the Simplex Problem

Returns:

The Optimal Solution