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java.lang.Objectorg.apache.commons.math3.optim.BaseOptimizer<PAIR>
org.apache.commons.math3.optim.BaseMultivariateOptimizer<PointValuePair>
org.apache.commons.math3.optim.nonlinear.scalar.MultivariateOptimizer
org.apache.commons.math3.optim.linear.LinearOptimizer
org.apache.commons.math3.optim.linear.SimplexSolver
public class SimplexSolver
Solves a linear problem using the "Two-Phase Simplex" method.
Field Summary | |
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private static double |
DEFAULT_EPSILON
Default amount of error to accept for algorithm convergence. |
private static int |
DEFAULT_ULPS
Default amount of error to accept in floating point comparisons (as ulps). |
private double |
epsilon
Amount of error to accept for algorithm convergence. |
private int |
maxUlps
Amount of error to accept in floating point comparisons (as ulps). |
Fields inherited from class org.apache.commons.math3.optim.BaseOptimizer |
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evaluations, iterations |
Constructor Summary | |
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SimplexSolver()
Builds a simplex solver with default settings. |
|
SimplexSolver(double epsilon,
int maxUlps)
Builds a simplex solver with a specified accepted amount of error. |
Method Summary | |
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protected void |
doIteration(SimplexTableau tableau)
Runs one iteration of the Simplex method on the given model. |
PointValuePair |
doOptimize()
Performs the bulk of the optimization algorithm. |
private java.lang.Integer |
getPivotColumn(SimplexTableau tableau)
Returns the column with the most negative coefficient in the objective function row. |
private java.lang.Integer |
getPivotRow(SimplexTableau tableau,
int col)
Returns the row with the minimum ratio as given by the minimum ratio test (MRT). |
protected void |
solvePhase1(SimplexTableau tableau)
Solves Phase 1 of the Simplex method. |
Methods inherited from class org.apache.commons.math3.optim.linear.LinearOptimizer |
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getConstraints, getFunction, isRestrictedToNonNegative, optimize |
Methods inherited from class org.apache.commons.math3.optim.nonlinear.scalar.MultivariateOptimizer |
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computeObjectiveValue, getGoalType |
Methods inherited from class org.apache.commons.math3.optim.BaseMultivariateOptimizer |
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getLowerBound, getStartPoint, getUpperBound |
Methods inherited from class org.apache.commons.math3.optim.BaseOptimizer |
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getConvergenceChecker, getEvaluations, getIterations, getMaxEvaluations, getMaxIterations, incrementEvaluationCount, incrementIterationCount |
Methods inherited from class java.lang.Object |
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clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
Field Detail |
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private static final double DEFAULT_EPSILON
private static final int DEFAULT_ULPS
private final double epsilon
private final int maxUlps
Constructor Detail |
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public SimplexSolver()
public SimplexSolver(double epsilon, int maxUlps)
epsilon
- Amount of error to accept for algorithm convergence.maxUlps
- Amount of error to accept in floating point comparisons.Method Detail |
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private java.lang.Integer getPivotColumn(SimplexTableau tableau)
tableau
- Simple tableau for the problem.
private java.lang.Integer getPivotRow(SimplexTableau tableau, int col)
tableau
- Simple tableau for the problem.col
- Column to test the ratio of (see getPivotColumn(SimplexTableau)
).
protected void doIteration(SimplexTableau tableau) throws TooManyIterationsException, UnboundedSolutionException
tableau
- Simple tableau for the problem.
TooManyIterationsException
- if the allowed number of iterations has been exhausted.
UnboundedSolutionException
- if the model is found not to have a bounded solution.protected void solvePhase1(SimplexTableau tableau) throws TooManyIterationsException, UnboundedSolutionException, NoFeasibleSolutionException
tableau
- Simple tableau for the problem.
TooManyIterationsException
- if the allowed number of iterations has been exhausted.
UnboundedSolutionException
- if the model is found not to have a bounded solution.
NoFeasibleSolutionException
- if there is no feasible solution?public PointValuePair doOptimize() throws TooManyIterationsException, UnboundedSolutionException, NoFeasibleSolutionException
doOptimize
in class BaseOptimizer<PointValuePair>
TooManyIterationsException
UnboundedSolutionException
NoFeasibleSolutionException
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