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.
    LPConstraintFormulation
    LPConstraintFormulation illustrates the Formulation and Canonicalization of the LP Simplex Constraint.
    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.