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java.lang.Objectorg.apache.commons.math3.optimization.linear.AbstractLinearOptimizer
org.apache.commons.math3.optimization.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.optimization.linear.AbstractLinearOptimizer |
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DEFAULT_MAX_ITERATIONS |
Constructor Summary | |
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SimplexSolver()
Build a simplex solver with default settings. |
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SimplexSolver(double epsilon,
int maxUlps)
Build 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()
Perform the bulk of optimization algorithm. |
private Integer |
getPivotColumn(SimplexTableau tableau)
Returns the column with the most negative coefficient in the objective function row. |
private 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.optimization.linear.AbstractLinearOptimizer |
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getConstraints, getFunction, getGoalType, getIterations, getMaxIterations, incrementIterationsCounter, optimize, restrictToNonNegative, setMaxIterations |
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
- the amount of error to accept for algorithm convergencemaxUlps
- amount of error to accept in floating point comparisonsMethod Detail |
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private Integer getPivotColumn(SimplexTableau tableau)
tableau
- simple tableau for the problem
private Integer getPivotRow(SimplexTableau tableau, int col)
tableau
- simple tableau for the problemcol
- the column to test the ratio of. See getPivotColumn(SimplexTableau)
protected void doIteration(SimplexTableau tableau) throws MaxCountExceededException, UnboundedSolutionException
tableau
- simple tableau for the problem
MaxCountExceededException
- if the maximal iteration count has been exceeded
UnboundedSolutionException
- if the model is found not to have a bounded solutionprotected void solvePhase1(SimplexTableau tableau) throws MaxCountExceededException, UnboundedSolutionException, NoFeasibleSolutionException
tableau
- simple tableau for the problem
MaxCountExceededException
- if the maximal iteration count has been exceeded
UnboundedSolutionException
- if the model is found not to have a bounded solution
NoFeasibleSolutionException
- if there is no feasible solutionpublic PointValuePair doOptimize() throws MaxCountExceededException, UnboundedSolutionException, NoFeasibleSolutionException
doOptimize
in class AbstractLinearOptimizer
MaxCountExceededException
UnboundedSolutionException
NoFeasibleSolutionException
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