com.imsl.test.example.math.DenseLPEx1

public class DenseLPEx1 extends Object

Solves a linear programming problem.

The linear programming problem in the standard form

$${\rm {min}} \,\, f(x) = -x_1 + -3x_2$$

subject to:

$x_1 + x_2 + x_3 = 1.5$
$x_1 + x_2 - x_4 = 0.5$
$x_1 + x_5 = 1.0$
$x_2 + x_6 = 1.0$
$x_i \ge 0, \,\,\,\, {\rm {for}} \,\,\, i = 1, \ldots , 6$

is solved.

See Also:

Class DenseLPEx1

Constructor Summary