Package org.drip.optimization.simplex

Class LinearExpression

java.lang.Object

org.drip.function.definition.RdToR1

org.drip.optimization.simplex.LinearExpression

public class LinearExpression
extends RdToR1

LinearExpression implements the R^d to R¹ Linear Expression. 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

Constructor Summary

Constructors

Constructor	Description
LinearExpression(double[] coefficientArray)	LinearExpression Constructor

Method Summary

Modifier and Type	Method	Description
double[]	coefficientArray()	Retrieve the Array of Coefficients
int	dimension()	Retrieve the Dimension of the Expression
double	evaluate(double[] variateArray)	Evaluate the Expression for the given Input Variates
java.lang.String	toString()	Convert the Linear Expression into a String

Methods inherited from class org.drip.function.definition.RdToR1

conditionNumber, conditionNumberL2, conditionNumberLInfinity, conditionNumberLp, derivative, differential, gradient, gradientModulus, gradientModulusFunction, hessian, integrate, jacobian, maxima, minima, ValidateInput

Methods inherited from class java.lang.Object

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

Constructor Details

LinearExpression

public LinearExpression(double[] coefficientArray)
                 throws java.lang.Exception

LinearExpression Constructor

Parameters:

coefficientArray - Array of Coefficients

Throws:

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

Method Details

coefficientArray

public double[] coefficientArray()

Retrieve the Array of Coefficients

Returns:

Array of Coefficients

dimension

public int dimension()

Retrieve the Dimension of the Expression

Specified by:

dimension in class RdToR1

Returns:

The Dimension of the Expression

evaluate

public double evaluate(double[] variateArray)
                throws java.lang.Exception

Evaluate the Expression for the given Input Variates

Specified by:

evaluate in class RdToR1

Parameters:

variateArray - Array of Input Variates

Returns:

The Expression Value

Throws:

java.lang.Exception - Thrown if the Expression cannot be evaluated

toString

public java.lang.String toString()

Convert the Linear Expression into a String

Overrides:

toString in class java.lang.Object

Returns:

The Linear Expression into a String