Package org.drip.optimization.simplex

Class MinimumRatioRun

java.lang.Object
org.drip.optimization.simplex.MinimumRatioRun
public class MinimumRatioRun
extends java.lang.Object
MinimumRatioRun holds the results of a Minimum Ratio Test Run. It provides the following Functions:
  • MinimumRatioRun Constructor
  • Retrieve the Entering Variable Pivot Column Index
  • Retrieve the Pivot Row Index
  • Retrieve the Optimal Row Minimum Implied Variate
  • 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
    MinimumRatioRun​(int enteringVariableColumnIndex, int pivotRowIndex, double impliedVariate)
    MinimumRatioRun Constructor

  • Method Summary

    Modifier and Type Method Description
    int enteringVariableColumnIndex()
    Retrieve the Entering Variable Pivot Column Index
    double impliedVariate()
    Retrieve the Optimal Row Minimum Implied Variate
    int pivotRowIndex()
    Retrieve the Pivot Row Index
    java.lang.String toString()
    Convert the State to a JSON-like String

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • MinimumRatioRun

      public MinimumRatioRun​(int enteringVariableColumnIndex, int pivotRowIndex, double impliedVariate) throws java.lang.Exception
      MinimumRatioRun Constructor
      Parameters:
      enteringVariableColumnIndex - Entering Variable Pivot Column Index
      pivotRowIndex - Pivot Row Index
      impliedVariate - Optimal Row Minimum Implied Variate
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid

  • Method Details

    • enteringVariableColumnIndex

      public int enteringVariableColumnIndex()
      Retrieve the Entering Variable Pivot Column Index
      Returns:
      Entering Variable Pivot Column Index

    • pivotRowIndex

      public int pivotRowIndex()
      Retrieve the Pivot Row Index
      Returns:
      Pivot Row Index

    • impliedVariate

      public double impliedVariate()
      Retrieve the Optimal Row Minimum Implied Variate
      Returns:
      Optimal Row Minimum Implied Variate

    • 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