org.apache.commons.math3.optim.linear
Class SimplexSolver

java.lang.Object
  org.apache.commons.math3.optim.BaseOptimizer<PAIR>
      org.apache.commons.math3.optim.BaseMultivariateOptimizer<PointValuePair>
          org.apache.commons.math3.optim.nonlinear.scalar.MultivariateOptimizer
              org.apache.commons.math3.optim.linear.LinearOptimizer
                  org.apache.commons.math3.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 7721 2013-02-14 14:07:13Z CardosoP $

Field Summary

Fields inherited from class org.apache.commons.math3.optim.BaseOptimizer

evaluations, iterations

Constructor Summary

SimplexSolver()
Builds a simplex solver with default settings.

SimplexSolver(double epsilon, int maxUlps)
Builds a simplex solver with a specified accepted amount of error.

Method Summary

protected void	doIteration(org.apache.commons.math3.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(org.apache.commons.math3.optim.linear.SimplexTableau tableau) Solves Phase 1 of the Simplex method.

Methods inherited from class org.apache.commons.math3.optim.linear.LinearOptimizer

getConstraints, getFunction, isRestrictedToNonNegative, optimize

Methods inherited from class org.apache.commons.math3.optim.nonlinear.scalar.MultivariateOptimizer

computeObjectiveValue, getGoalType

Methods inherited from class org.apache.commons.math3.optim.BaseMultivariateOptimizer

getLowerBound, getStartPoint, getUpperBound

Methods inherited from class org.apache.commons.math3.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 epsilon,
                     int maxUlps)

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

Parameters:

epsilon - Amount of error to accept for algorithm convergence.

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

Method Detail

doIteration

protected void doIteration(org.apache.commons.math3.optim.linear.SimplexTableau tableau)
                    throws TooManyIterationsException,
                           UnboundedSolutionException

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(org.apache.commons.math3.optim.linear.SimplexTableau tableau)
                    throws TooManyIterationsException,
                           UnboundedSolutionException,
                           NoFeasibleSolutionException

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()
                          throws TooManyIterationsException,
                                 UnboundedSolutionException,
                                 NoFeasibleSolutionException

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.

Throws:

TooManyIterationsException

UnboundedSolutionException

NoFeasibleSolutionException