Package org.drip.sample.simplex

LP Simplex Formulation and Solution
Author:
Lakshmi Krishnamurthy
  • Class Summary
    Class Description
    ConstrainedLinearProgrammingOptimizer
    ConstrainedLinearProgrammingOptimizer constructs and optimizes a variety of constrained linear systems and identifies the finite optimum if available.
    StandardFormAnalyzer
    StandardFormAnalyzer illustrates the Formulation, Standardization, and Analysis of the Simplex Canonical Form.
    ThreeDimensionTwoConstraints
    ThreeDimensionTwoConstraints constructs and optimizes a variety of 3D linear system with 2 constraints.