public interface LPProblem extends ConstrainedOptimProblem
s.t.min c'x
some x ≥ 0, some x are free.A * x ≥ b Aeq * x = beq
Modifier and Type | Method and Description |
---|---|
ImmutableMatrix |
A()
Get the coefficients, A, of the greater-than-or-equal-to constraints A * x ≥ b.
|
ImmutableMatrix |
Aeq()
Get the coefficients, Aeq, of the equality constraints Aeq * x ≥ beq.
|
ImmutableVector |
b()
Get the values, b, of the greater-than-or-equal-to constraints A * x ≥ b.
|
ImmutableVector |
beq()
Get the values, beq, of the equality constraints Aeq * x ≥ beq.
|
ImmutableVector |
c()
Get the objective function.
|
boolean |
isFree(int i)
Check whether xi is a free variable after handling the box constraints.
|
getEqualityConstraints, getLessThanConstraints
dimension, f
ImmutableVector c()
ImmutableMatrix A()
ImmutableVector b()
ImmutableMatrix Aeq()
ImmutableVector beq()
boolean isFree(int i)
i
- the index of a variable, counting from 1true
if xi is freeCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.