Package org.drip.optimization.simplex

Class PivotRun

java.lang.Object
org.drip.optimization.simplex.PivotRun
Direct Known Subclasses:
PivotRunDiagnostics
public class PivotRun
extends java.lang.Object
PivotRun holds the Run Sequence of a Set of Pivoting Operations. It provides the following Functions:
  • PivotRun Constructor
  • Retrieve the Pivot Tableau Column to Row Map
  • Retrieve the Optimum Simplex Value
  • Retrieve the Optimum Value attained Indicator
  • Retrieve the Array of Objective Function (i.e., Relative Cost) Coefficients
  • Retrieve the Basic Feasible Solution
  • Indicate if Phase 1 succeeded
  • Add the Pivot Row Index corresponding to the Tableau Column
  • Indicate if the Objective Function Coefficients indicate that the Finite Optimum has been reached
  • Set the Array of Objective Function (i.e., Relative Cost) Coefficients from the Tableau Row
  • 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
    PivotRun​(double[] basicFeasibleSolution)
    PivotRun Constructor

  • Method Summary

    Modifier and Type Method Description
    boolean addTableauRowForColumn​(int rowIndex, int columnIndex)
    Add the Pivot Row Index corresponding to the Tableau Column
    double[] basicFeasibleSolution()
    Retrieve the Basic Feasible Solution
    boolean finiteOptimumReached()
    Retrieve the Optimum Value attained Indicator
    boolean finiteOptimumReached​(double[][] tableau)
    Indicate if the Objective Function Coefficients indicate that the Finite Optimum has been reached
    double optimumValue()
    Retrieve the Optimum Simplex Value
    boolean phase1Succeeded()
    Indicate if Phase 1 succeeded
    double[] relativeCostCoefficientArray()
    Retrieve the Array of Objective Function (i.e., Relative Cost) Coefficients
    boolean setRelativeCostCoefficientArray​(double[] objectiveFunctionTableauRow)
    Set the Array of Objective Function (i.e., Relative Cost) Coefficients from the Tableau Row
    java.util.Map<java.lang.Integer,​java.lang.Integer> tableauColumnToRowMap()
    Retrieve the Pivot Tableau Column to Row Map
    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

    • PivotRun

      public PivotRun​(double[] basicFeasibleSolution)
      PivotRun Constructor
      Parameters:
      basicFeasibleSolution - Basic Feasible Solution

  • Method Details

    • tableauColumnToRowMap

      public java.util.Map<java.lang.Integer,​java.lang.Integer> tableauColumnToRowMap()
      Retrieve the Pivot Tableau Column to Row Map
      Returns:
      Pivot Tableau Column to Row Map

    • optimumValue

      public double optimumValue()
      Retrieve the Optimum Simplex Value
      Returns:
      Optimum Simplex Value

    • finiteOptimumReached

      public boolean finiteOptimumReached()
      Retrieve the Optimum Value attained Indicator
      Returns:
      Optimum Value attained Indicator

    • relativeCostCoefficientArray

      public double[] relativeCostCoefficientArray()
      Retrieve the Array of Objective Function (i.e., Relative Cost) Coefficients
      Returns:
      Array of Objective Function (i.e., Relative Cost) Coefficients

    • basicFeasibleSolution

      public double[] basicFeasibleSolution()
      Retrieve the Basic Feasible Solution
      Returns:
      Basic Feasible Solution

    • phase1Succeeded

      public boolean phase1Succeeded()
      Indicate if Phase 1 succeeded
      Returns:
      TRUE - Phase 1 succeeded

    • addTableauRowForColumn

      public boolean addTableauRowForColumn​(int rowIndex, int columnIndex)
      Add the Pivot Row Index corresponding to the Tableau Column
      Parameters:
      rowIndex - Pivot Row Index
      columnIndex - Tableau Column Index
      Returns:
      TRUE - Pivot Row Index corresponding to the Tableau Column successfully added

    • finiteOptimumReached

      public boolean finiteOptimumReached​(double[][] tableau)
      Indicate if the Objective Function Coefficients indicate that the Finite Optimum has been reached
      Parameters:
      tableau - Tableau
      Returns:
      TRUE - Finite Objective Function Optimum has been reached

    • setRelativeCostCoefficientArray

      public boolean setRelativeCostCoefficientArray​(double[] objectiveFunctionTableauRow)
      Set the Array of Objective Function (i.e., Relative Cost) Coefficients from the Tableau Row
      Parameters:
      objectiveFunctionTableauRow - Objective Function Tableau Row
      Returns:
      TRUE - Array of Objective Function (i.e., Relative Cost) Coefficients Set

    • 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