Package org.drip.sample.simplex

Class LPConstraintFormulation

java.lang.Object
org.drip.sample.simplex.LPConstraintFormulation
public class LPConstraintFormulation
extends java.lang.Object
LPConstraintFormulation illustrates the Formulation and Canonicalization of the LP Simplex Constraint. The References are:

  • Murty, K. G. (1983): Linear Programming John Wiley and Sons New York
  • Nering, E. D., and A. W. Tucker (1993): Linear Programs and Related Problems Academic Press
  • Padberg, M. W. (1999): Linear Optimization and Extensions 2nd Edition Springer-Verlag
  • van der Bei, R. J. (2008): Linear Programming: Foundations and Extensions 3rd Edition International Series in Operations Research and Management Science 114 Springer-Verlag
  • Wikipedia (2020): Simplex Algorithm https://en.wikipedia.org/wiki/Simplex_algorithm


Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    LPConstraintFormulation()  

  • Method Summary

    Modifier and Type Method Description
    static void main​(java.lang.String[] argumentArray)
    Entry Point

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • LPConstraintFormulation

      public LPConstraintFormulation()

  • Method Details

    • main

      public static final void main​(java.lang.String[] argumentArray) throws java.lang.Exception
      Entry Point
      Parameters:
      argumentArray - Command Line Argument Array
      Throws:
      java.lang.Exception - Thrown on Error/Exception Situation