Package org.drip.optimization.simplex

Rd to R1 Simplex Scheme
Author:
Lakshmi
  • Interface Summary
    Interface Description
    DantzigSolver
    DantzigSolver solves the Canonical Simplex using the Dantzig Solver.
  • Class Summary
    Class Description
    ColumnPivotingDiagnostics
    ColumnPivotingDiagnostics holds the Diagnostics of a Column Pivoting Run.
    LinearExpression
    LinearExpression implements the Rd to R1 Linear Expression.
    MinimumRatioRun
    MinimumRatioRun holds the results of a Minimum Ratio Test Run.
    ObjectiveFunction
    ObjectiveFunction implements the Rd to R1 Minimize/Maximize Objective Function.
    PivotRun
    PivotRun holds the Run Sequence of a Set of Pivoting Operations.
    PivotRunDiagnostics
    PivotRunDiagnostics augments the Pivot Run Sequence with Column Pivoting Diagnostics.
    StandardConstraint
    StandardConstraint implements the Standard Constraint of the Simplex Scheme.
    StandardForm
    StandardForm exposes the Standard Form of the Simplex Scheme.
    StandardFormBuilder
    StandardFormBuilder builds the Standard Form of the Simplex Scheme.
    StandardPolytope
    StandardPolytope implements the Standard Constraint Polytope of the Simplex Scheme.
    Tableau
    Tableau exposes the Tableau Form of the Simplex Scheme.