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. 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
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