Package org.drip.optimization.simplex

Class StandardFormBuilder

java.lang.Object
org.drip.optimization.simplex.StandardFormBuilder
public class StandardFormBuilder
extends java.lang.Object
StandardFormBuilder builds the Standard Form of the Simplex Scheme. 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


Author:
Lakshmi Krishnamurthy

  • Constructor Details

    • StandardFormBuilder

      public StandardFormBuilder​(int unrestrictedVariableCount, LinearExpression objectiveFunction) throws java.lang.Exception
      StandardFormBuilder Constructor
      Parameters:
      unrestrictedVariableCount - Number of Unrestricted Variables
      objectiveFunction - Objective Function
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid

  • Method Details

    • objectiveFunction

      public LinearExpression objectiveFunction()
      Retrieve the Objective Function
      Returns:
      Objective Function

    • unrestrictedVariableCount

      public int unrestrictedVariableCount()
      Retrieve the Number of Unrestricted Variables
      Returns:
      Number of Unrestricted Variables

    • eqStandardConstraintList

      public java.util.List<StandardConstraint> eqStandardConstraintList()
      Retrieve the List of Equality Constraints
      Returns:
      List of Equality Constraints

    • gtStandardConstraintList

      public java.util.List<StandardConstraint> gtStandardConstraintList()
      Retrieve the List of Greater-Than Constraints
      Returns:
      List of Greater-Than Constraints

    • ltStandardConstraintList

      public java.util.List<StandardConstraint> ltStandardConstraintList()
      Retrieve the List of Less-Than Constraints
      Returns:
      List of Less-Than Constraints

    • addStandardConstraint

      public boolean addStandardConstraint​(StandardConstraint standardConstraint)
      Convert the Constraint to its Standard Form and add it to the Constraint List
      Parameters:
      standardConstraint - Standard Constraint
      Returns:
      TRUE - Constraint converted to its Standard Form and added to the Constraint List

    • build

      public StandardForm build()
      Construct an Instance of Simplex CanonicalForm from the EQ/LT/GT Constraints and the Objective
      Returns:
      CanonicalForm Instance

    • toString

      public java.lang.String toString()
      Convert the Standard Form Builder into a String
      Overrides:
      toString in class java.lang.Object
      Returns:
      The Standard Form Builder into a String