Package org.drip.optimization.simplex

Class PivotRunDiagnostics

java.lang.Object

org.drip.optimization.simplex.PivotRun

org.drip.optimization.simplex.PivotRunDiagnostics

public class PivotRunDiagnostics
extends PivotRun

PivotRunDiagnostics augments the Pivot Run Sequence with Column Pivoting Diagnostics. 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
PivotRunDiagnostics()	Empty PivotRunDiagnostics Constructor

Method Summary

Modifier and Type	Method	Description
boolean	addColumnPivoting(MinimumRatioRun minimumRatioRun, double rowUnitScaler)	Add a ColumnPivotingDiagnostics Record
java.util.Map<java.lang.Integer,ColumnPivotingDiagnostics>	columnPivotingMap()	Retrieve the Map of ColumnPivotingDiagnostics Records
java.lang.String	toString()	Convert the State to a JSON-like String
boolean	updateColumnPivotingTableau(int tableauColumnIndex, double[][] updatedTableau)	Update the Tableau corresponding to Pivot Column Index

Methods inherited from class org.drip.optimization.simplex.PivotRun

addTableauRowForColumn, finiteOptimumReached, finiteOptimumReached, optimumValue, relativeCostCoefficientArray, setRelativeCostCoefficientArray, tableauColumnToRowMap

Methods inherited from class java.lang.Object

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

Constructor Details

PivotRunDiagnostics

public PivotRunDiagnostics()

Empty PivotRunDiagnostics Constructor

Method Details

columnPivotingMap

public java.util.Map<java.lang.Integer,ColumnPivotingDiagnostics> columnPivotingMap()

Retrieve the Map of ColumnPivotingDiagnostics Records

Returns:

Map of ColumnPivotingDiagnostics Records

addColumnPivoting

public boolean addColumnPivoting(MinimumRatioRun minimumRatioRun,
double rowUnitScaler)

Add a ColumnPivotingDiagnostics Record

Parameters:

minimumRatioRun - Minimum Ratio Run

rowUnitScaler - Row Unit Scaler

Returns:

TRUE - TheColumnPivotingDiagnostics Record successfully added

updateColumnPivotingTableau

public boolean updateColumnPivotingTableau(int tableauColumnIndex,
double[][] updatedTableau)

Update the Tableau corresponding to Pivot Column Index

Parameters:

tableauColumnIndex - The Pivot Tableau Column Index

updatedTableau - Tableau to be Updated

Returns:

TRUE - The Tableau corresponding to Pivot Column Index successfully updated

toString

public java.lang.String toString()

Convert the State to a JSON-like String

Overrides:

toString in class PivotRun

Returns:

State to a JSON-like String