Package org.drip.optimization.simplex

Class StandardPolytope

java.lang.Object
org.drip.optimization.simplex.StandardPolytope
public class StandardPolytope
extends java.lang.Object
StandardPolytope implements the Standard Constraint Polytope of the Simplex Scheme. It provides the following Functions:
  • StandardPolytope Constructor
  • Retrieve the Number of Unrestricted Variables
  • Retrieve the Array of StandardConstraint's
  • Retrieve the Constraint Dimension
  • Retrieve the Constraint Count
  • Compute the Size of a Tableau Row
  • Construct the Tableau A
  • Construct the Tableau B
  • Retrieve the Slack Variable Count
  • Convert the Standard Polytope 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

  • Constructor Summary

    Constructors
    Constructor Description
    StandardPolytope​(int unrestrictedVariableCount, StandardConstraint[] standardConstraintArray)
    StandardPolytope Constructor

  • Method Summary

    Modifier and Type Method Description
    int constraintCount()
    Retrieve the Constraint Count
    int dimension()
    Retrieve the Constraint Dimension
    int slackVariableCount()
    Retrieve the Slack Variable Count
    StandardConstraint[] standardConstraintArray()
    Retrieve the Array of StandardConstraint's
    double[][] tableauA()
    Construct the Tableau A
    double[] tableauB()
    Construct the Tableau B
    int tableauRowSize()
    Compute the Size of a Tableau Row
    java.lang.String toString()
    Convert the Standard Polytope into a String
    int unrestrictedVariableCount()
    Retrieve the Number of Unrestricted Variables

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • StandardPolytope

      public StandardPolytope​(int unrestrictedVariableCount, StandardConstraint[] standardConstraintArray) throws java.lang.Exception
      StandardPolytope Constructor
      Parameters:
      unrestrictedVariableCount - Number of Unrestricted Variables
      standardConstraintArray - Array of StandardConstraint's
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid

  • Method Details

    • unrestrictedVariableCount

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

    • standardConstraintArray

      public StandardConstraint[] standardConstraintArray()
      Retrieve the Array of StandardConstraint's
      Returns:
      Array of StandardConstraint's

    • dimension

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

    • constraintCount

      public int constraintCount()
      Retrieve the Constraint Count
      Returns:
      Constraint Count

    • tableauRowSize

      public int tableauRowSize()
      Compute the Size of a Tableau Row
      Returns:
      Size of a Tableau Row

    • tableauA

      public double[][] tableauA()
      Construct the Tableau A
      Returns:
      Tableau A

    • tableauB

      public double[] tableauB()
      Construct the Tableau B
      Returns:
      Tableau B

    • slackVariableCount

      public int slackVariableCount()
      Retrieve the Slack Variable Count
      Returns:
      Slack Variable Count

    • toString

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