DenseLP Class

Solves a linear programming problem using an active set strategy.

For a list of all members of this type, see DenseLP Members.

System.Object
Imsl.Math.DenseLP

public class DenseLP : ICloneable

Thread Safety

Public static (Shared in Visual Basic) members of this type are safe for multithreaded operations. Instance members are not guaranteed to be thread-safe.

Remarks

Class DenseLP uses an active set strategy to solve linear programming problems, i.e., problems of the form

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

subject to

$b_l \le Ax \le b_u$

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

where c is the objective coefficient vector, A is the coefficient matrix, and the vectors , , , and are the lower and upper bounds on the constraints and the variables, respectively.

Refer to the following paper for further information: Krogh, Fred, T. (2005), An Algorithm for Linear Programming, http://mathalacarte.com/fkrogh/pub/lp.pdf , Tujunga, CA.

Requirements

Namespace: Imsl.Math

Assembly: ImslCS (in ImslCS.dll)

DenseLP Class

Thread Safety

Remarks

Requirements

See Also