Package com.imsl.math

Class LinearProgramming

java.lang.Object
com.imsl.math.LinearProgramming
All Implemented Interfaces:
Serializable, Cloneable
public class LinearProgramming extends Object implements Serializable, Cloneable
Deprecated.
LinearProgramming has been replaced by DenseLP.
Linear programming problem using the revised simplex algorithm.

Class LinearProgramming uses a revised simplex method to solve linear programming problems, i.e., problems of the form

$$\mathop {\min }\limits_{x\; \in \;R^n } c^T x$$

subject to

$$b_l \le A_x \le b_u$$

$$\,\,x_l \le x \le x_u$$

where c is the objective coefficient vector, A is the coefficient matrix, and the vectors \(b_l\), \(b_u\), \(x_l\), and \(x_u\) are the lower and upper bounds on the constraints and the variables, respectively.

NOTE: This code is obsolete. For any new development one should use DenseLP instead.

For a complete description of the revised simplex method, see Murtagh (1981) or Murty (1983).

See Also:

  • Constructor Details

    • LinearProgramming

      public LinearProgramming(double[][] a, double[] b, double[] c)
      Deprecated.
      Constructor variables of type double.
      Parameters:
      a - A double matrix with coefficients of the constraints
      b - A double array containing the right-hand side of the constraints.
      c - A double array containing the coefficients of the objective function.
      Throws:
      IllegalArgumentException - is thrown if the dimensions of a, b.length, and c.length are not consistent.

  • Method Details

    • clone

      public Object clone()
      Deprecated.
      Creates and returns a copy of this object.
      Overrides:
      clone in class Object

    • solve

      public final void solve() throws LinearProgramming.BoundsInconsistentException, LinearProgramming.NumericDifficultyException, LinearProgramming.ProblemInfeasibleException, LinearProgramming.ProblemUnboundedException, SingularMatrixException
      Deprecated.
      Solves the program using the revised simplex algorithm.
      Throws:
      LinearProgramming.BoundsInconsistentException - is thrown if the bounds are inconsistent.
      LinearProgramming.ProblemInfeasibleException - is thrown if there is no feasible solution to the problem.
      LinearProgramming.ProblemUnboundedException - is thrown if there is no finite solution to the problem.
      LinearProgramming.NumericDifficultyException - is thrown if there is a numerical problem during the solution.
      SingularMatrixException

    • setMaximumIteration

      public void setMaximumIteration(int iterations)
      Deprecated.
      Sets the maximum number of iterations. Default is set to 10000.
      Parameters:
      iterations - an int scalar specifying the maximum number of iterations.

    • setUpperLimit

      public void setUpperLimit(double[] upperLimit)
      Deprecated.
      Sets the upper limit of the constraints.
      Parameters:
      upperLimit - a double array containing the upper limit of the constraints that have both the lower and the upper bounds.

    • setLowerBound

      public void setLowerBound(double[] lowerBound)
      Deprecated.
      Sets the lower bound on the variables. If there is no lower bound on a variable, then 1.0e30 should be set as the lower bound.
      Parameters:
      lowerBound - a double array containing the lower bound on the variables.

    • setUpperBound

      public void setUpperBound(double[] upperBound)
      Deprecated.
      Sets the upper bound on the variables. If there is no upper bound on a variable, then -1.0e30 should be set as the upper bound.
      Parameters:
      upperBound - a double array containing the upper bound on the variables.

    • setConstraintType

      public void setConstraintType(int[] constraintType)
      Deprecated.
      Sets the types of general constraints in the matrix a.
      Parameters:
      constraintType - an int array containing the types of general constraints.

      constraintType

      Constraint
      0 \({\rm {r}}_i = {\rm {b}}_i\)
      1 \({\rm {r}}_i \le {\rm {bu}}_i\)
      2 \({\rm {r}}_i \ge {\rm {b}}_i\)
      3 \({\rm {b}}_i \le {\rm {r}}_i \le {\rm {bu}}_i\)

    • getOptimalValue

      public double getOptimalValue()
      Deprecated.
      Returns the optimal value of the objective function.
      Returns:
      a double scalar containing the optimal value of the objective function.

    • getPrimalSolution

      public double[] getPrimalSolution()
      Deprecated.
      Returns the solution x of the linear programming problem.
      Returns:
      a double array containing the solution x of the linear programming problem.

    • getDualSolution

      public double[] getDualSolution()
      Deprecated.
      Returns the dual solution.
      Returns:
      a double array containing the dual solution of the linear programming problem.