Package org.drip.optimization.simplex

Class StandardConstraint

java.lang.Object
org.drip.optimization.simplex.StandardConstraint
public class StandardConstraint
extends java.lang.Object
StandardConstraint implements the Standard Constraint of the Simplex Scheme. It provides the following Functions:
  • TYPE - EQUALITY Constraint
  • TYPE - GREATER-THAN Constraint
  • TYPE - LESSER-THAN Constraint
  • Construct a Less-Than Standard Constraint
  • Construct a Greater-Than Standard Constraint
  • Construct an Equality Standard Constraint
  • StandardConstraint Constructor
  • Retrieve the Constraint Type
  • Retrieve the Constraint LHS
  • Retrieve the Constraint RHS Value
  • Retrieve the Constraint Dimension
  • Construct a Row corresponding to the Constraint in the Tableau
  • Convert the Canonical Constraint into a 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

  • Field Summary

    Fields
    Modifier and Type Field Description
    static int EQ
    TYPE - EQUALITY Constraint
    static int GT
    TYPE - GREATER-THAN Constraint
    static int LT
    TYPE - LESSER-THAN Constraint

  • Constructor Summary

    Constructors
    Constructor Description
    StandardConstraint​(LinearExpression lhs, double rhs, int type)
    StandardConstraint Constructor

  • Method Summary

    Modifier and Type Method Description
    int dimension()
    Retrieve the Constraint Dimension
    static StandardConstraint EQ​(LinearExpression lhs, double rhs)
    Construct an Equality Standard Constraint
    static StandardConstraint GT​(LinearExpression lhs, double rhs)
    Construct a Greater-Than Standard Constraint
    LinearExpression lhs()
    Retrieve the Constraint LHS
    static StandardConstraint LT​(LinearExpression lhs, double rhs)
    Construct a Less-Than Standard Constraint
    double rhs()
    Retrieve the Constraint RHS Value
    double[] tableauRow​(int tableauRowSize, int constraintIndex)
    Construct a Row corresponding to the Constraint in the Tableau
    java.lang.String toString()
    Convert the Canonical Constraint into a String
    int type()
    Retrieve the Constraint Type

    Methods inherited from class java.lang.Object

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

  • Field Details

  • Constructor Details

    • StandardConstraint

      public StandardConstraint​(LinearExpression lhs, double rhs, int type) throws java.lang.Exception
      StandardConstraint Constructor
      Parameters:
      lhs - Constraint LHS Expression
      rhs - Constraint RHS Value
      type - One of EQ/GT/LT
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid

  • Method Details

    • LT

      public static final StandardConstraint LT​(LinearExpression lhs, double rhs)
      Construct a Less-Than Standard Constraint
      Parameters:
      lhs - Constraint LHS Expression
      rhs - Constraint RHS Value
      Returns:
      The LT Standard Constraint

    • GT

      public static final StandardConstraint GT​(LinearExpression lhs, double rhs)
      Construct a Greater-Than Standard Constraint
      Parameters:
      lhs - Constraint LHS Expression
      rhs - Constraint RHS Value
      Returns:
      The GT Standard Constraint

    • EQ

      public static final StandardConstraint EQ​(LinearExpression lhs, double rhs)
      Construct an Equality Standard Constraint
      Parameters:
      lhs - Constraint LHS Expression
      rhs - Constraint RHS Value
      Returns:
      Equality Standard Constraint

    • type

      public int type()
      Retrieve the Constraint Type
      Returns:
      The Constraint Type

    • lhs

      public LinearExpression lhs()
      Retrieve the Constraint LHS
      Returns:
      The Constraint LHS

    • rhs

      public double rhs()
      Retrieve the Constraint RHS Value
      Returns:
      The Constraint RHS Value

    • dimension

      public int dimension()
      Retrieve the Constraint Dimension
      Returns:
      Constraint Dimension

    • tableauRow

      public double[] tableauRow​(int tableauRowSize, int constraintIndex)
      Construct a Row corresponding to the Constraint in the Tableau
      Parameters:
      tableauRowSize - Length of the Constraint Row
      constraintIndex - Constraint Index
      Returns:
      Corresponding Constraint Row in the Tableau

    • toString

      public java.lang.String toString()
      Convert the Canonical Constraint into a String
      Overrides:
      toString in class java.lang.Object
      Returns:
      The Canonical Constraint into a String