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. It provides the following Functions:
  • PivotRunDiagnostics Constructor
  • Retrieve the Map of ColumnPivotingDiagnostics Records
  • Add a ColumnPivotingDiagnostics Record
  • Update the Tableau corresponding to Pivot Column Index
  • 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 Details

    • PivotRunDiagnostics

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

  • 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