fr.cnes.sirius.patrius.math.optim.linear

Class SimplexSolver

java.lang.Object

fr.cnes.sirius.patrius.math.optim.BaseOptimizer<T>

fr.cnes.sirius.patrius.math.optim.BaseMultivariateOptimizer<PointValuePair>

fr.cnes.sirius.patrius.math.optim.nonlinear.scalar.MultivariateOptimizer

fr.cnes.sirius.patrius.math.optim.linear.LinearOptimizer

fr.cnes.sirius.patrius.math.optim.linear.SimplexSolver

public class SimplexSolver
extends LinearOptimizer

Solves a linear problem using the "Two-Phase Simplex" method.

Since:

2.0

Version:

$Id: SimplexSolver.java 18108 2017-10-04 06:45:27Z bignon $

Field Summary

Fields inherited from class fr.cnes.sirius.patrius.math.optim.BaseOptimizer

evaluations, iterations

Constructor Summary

Constructors

Constructor and Description
SimplexSolver() Builds a simplex solver with default settings.
SimplexSolver(double epsilonIn, int maxUlpsIn) Builds a simplex solver with a specified accepted amount of error.

Method Summary

Modifier and Type	Method and Description
protected void	doIteration(fr.cnes.sirius.patrius.math.optim.linear.SimplexTableau tableau) Runs one iteration of the Simplex method on the given model.
PointValuePair	doOptimize() Performs the bulk of the optimization algorithm.
protected void	solvePhase1(fr.cnes.sirius.patrius.math.optim.linear.SimplexTableau tableau) Solves Phase 1 of the Simplex method.

Methods inherited from class fr.cnes.sirius.patrius.math.optim.linear.LinearOptimizer

getConstraints, getFunction, isRestrictedToNonNegative, optimize

Methods inherited from class fr.cnes.sirius.patrius.math.optim.nonlinear.scalar.MultivariateOptimizer

computeObjectiveValue, getGoalType

Methods inherited from class fr.cnes.sirius.patrius.math.optim.BaseMultivariateOptimizer

getLowerBound, getStartPoint, getUpperBound

Methods inherited from class fr.cnes.sirius.patrius.math.optim.BaseOptimizer

getConvergenceChecker, getEvaluations, getIterations, getMaxEvaluations, getMaxIterations, incrementEvaluationCount, incrementIterationCount

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

SimplexSolver

public SimplexSolver()

Builds a simplex solver with default settings.

SimplexSolver

public SimplexSolver(double epsilonIn,
                     int maxUlpsIn)

Builds a simplex solver with a specified accepted amount of error.

Parameters:

epsilonIn - Amount of error to accept for algorithm convergence.

maxUlpsIn - Amount of error to accept in floating point comparisons.

Method Detail

doIteration

protected void doIteration(fr.cnes.sirius.patrius.math.optim.linear.SimplexTableau tableau)

Runs one iteration of the Simplex method on the given model.

Parameters:

tableau - Simple tableau for the problem.

Throws:

TooManyIterationsException - if the allowed number of iterations has been exhausted.

UnboundedSolutionException - if the model is found not to have a bounded solution.

solvePhase1

protected void solvePhase1(fr.cnes.sirius.patrius.math.optim.linear.SimplexTableau tableau)

Solves Phase 1 of the Simplex method.

Parameters:

tableau - Simple tableau for the problem.

Throws:

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?

doOptimize

public PointValuePair doOptimize()

Performs the bulk of the optimization algorithm.

Specified by:

doOptimize in class BaseOptimizer<PointValuePair>

Returns:

the point/value pair giving the optimal value of the objective function.