Package org.drip.optimization.simplex

Class ObjectiveFunction

java.lang.Object
org.drip.optimization.simplex.ObjectiveFunction
public class ObjectiveFunction
extends java.lang.Object
ObjectiveFunction implements the Rd to R1 Minimize/Maximize Objective Function. 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
  • Oliver, M. (2020): Practical Guide to the Simplex Method of Linear Programming https://mids.ku.de/oliver/teaching/iub/spring2007/cps102/handouts/linear-programming.pdf
  • Padberg, M. (1999): Linear Optimization and Extensions 2nd Edition Springer-Verlag New York NY


Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    ObjectiveFunction​(boolean maximize, LinearExpression linearExpression)
    ObjectiveFunction Constructor

  • Method Summary

    Modifier and Type Method Description
    LinearExpression linearExpression()
    Retrieve the Objective Function Linear Expression
    boolean maximize()
    Retrieve the Minimize/Maximize Flag
    boolean standardize()
    Convert the Maximization Problem to a Minimization, if needed, by flipping the Coefficient signs
    static ObjectiveFunction StandardMinimization​(LinearExpression linearExpression)
    Construct a Standard Minimization Form of the Objective Function

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • ObjectiveFunction

      public ObjectiveFunction​(boolean maximize, LinearExpression linearExpression) throws java.lang.Exception
      ObjectiveFunction Constructor
      Parameters:
      maximize - TRUE - Set to Maximize
      linearExpression - Objective Function Linear Expression
      Throws:
      java.lang.Exception - Thrown if the Linear Expression is Invalid

  • Method Details

    • StandardMinimization

      public static final ObjectiveFunction StandardMinimization​(LinearExpression linearExpression)
      Construct a Standard Minimization Form of the Objective Function
      Parameters:
      linearExpression - Objective Function Linear Expression
      Returns:
      Standard Minimization Form of the Objective Function

    • maximize

      public boolean maximize()
      Retrieve the Minimize/Maximize Flag
      Returns:
      Minimize/Maximize Flag

    • linearExpression

      public LinearExpression linearExpression()
      Retrieve the Objective Function Linear Expression
      Returns:
      Objective Function Linear Expression

    • standardize

      public boolean standardize()
      Convert the Maximization Problem to a Minimization, if needed, by flipping the Coefficient signs
      Returns:
      TRUE - Maximization Converted to Minimization