fr.cnes.sirius.patrius.math.optim.joptimizer.optimizers

Class LPOptimizationRequest

java.lang.Object

fr.cnes.sirius.patrius.math.optim.joptimizer.optimizers.OptimizationRequest

fr.cnes.sirius.patrius.math.optim.joptimizer.optimizers.LPOptimizationRequest

public class LPOptimizationRequest
extends OptimizationRequest

Linear optimization problem. The general form is: min(c) s.t.
G.x < h
A.x = b
lb <= x <= ub Lower and upper bounds can be stated for a more user friendly usage.

Since:

4.6

Author:

alberto trivellato (alberto.trivellato@gmail.com)

See Also:

"S.Boyd and L.Vandenberghe, Convex Optimization"

Constructor Summary

Constructors

Constructor and Description
LPOptimizationRequest()

Method Summary

Modifier and Type	Method and Description
LPOptimizationRequest	cloneMe() Clone a linear problem request
RealVector	getC() Get the linear objective function
RealMatrix	getG() Get the linear inequalities constraints matrix
RealVector	getH() Get the linear inequalities constraints coefficients
RealVector	getLb() Get the lower bounds
RealVector	getUb() Get the upper bounds
RealVector	getYlb() Get the Lagrangian lower bounds for linear constraints (A rows)
RealVector	getYub() Get the Lagrangian upper bounds for linear constraints (A rows)
RealVector	getZlb() Get the Lagrangian upper bounds for linear bounds
RealVector	getZub() Get the Lagrangian upper bounds for upper bounds
boolean	isAvoidPresolvingFillIn() If true, no methods that cause fill-in in the original matrices will be called during the presolving phase.
boolean	isAvoidPresolvingIncreaseSparsity() If true, no method for making normal equations sparser will be applied during the presolving phase.
boolean	isCheckOptimalLagrangianBounds() Check if the bound conditions on the optimal equality constraints Lagrangian coefficients are respected.
boolean	isPresolvingDisabled() Should LP presolving be disabled?
void	setAvoidPresolvingFillIn(boolean avoidPFI) Set true if no methods that cause fill-in in the original matrices will be called during the presolving phase or false otherwise
void	setAvoidPresolvingIncreaseSparsity(boolean avoidPIS) Set true if no method for making normal equations sparser will be applied during the presolving phase or false otherwise
void	setC(double[] valueC) Set the linear objective function
void	setC(RealVector vecC) Set the linear objective function
void	setCheckOptimalLagrangianBounds(boolean checkOLB) Set if the bound conditions on the optimal equality constraints Lagrangian coefficients are respected.
void	setF0(ConvexMultivariateRealFunction f0) Set the objective function to minimize
void	setFi(ConvexMultivariateRealFunction[] fi) Set the inequalities constraints array
void	setG(double[][] valueG) Set the linear inequalities constraints matrix
void	setG(RealMatrix matG) Set the linear inequalities constraints matrix
void	setH(double[] valueH) Set the linear inequalities constraints coefficients
void	setH(RealVector vecH) Set the linear inequalities constraints coefficients
void	setLb(double[] lB) Set the lower bounds
void	setLb(RealVector lbVector) Set the lower bounds
void	setPresolvingDisabled(boolean presolvingDis) Set if LP presolving should be disabled
void	setUb(double[] uB) Set the upper bounds
void	setUb(RealVector uB) Set the upper bounds
void	setYlb(RealVector ylbVector) Set the Lagrangian lower bounds for linear constraints (A rows)
void	setYub(RealVector yubVector) Set the Lagrangian upper bounds for linear constraints (A rows)
void	setZlb(RealVector zlbVector) Set the Lagrangian upper bounds for linear bounds
void	setZub(RealVector zubVector) Set the Lagrangian upper bounds for upper bounds
String	toString() Convert into string

Methods inherited from class fr.cnes.sirius.patrius.math.optim.joptimizer.optimizers.OptimizationRequest

getA, getAlpha, getB, getBeta, getF0, getFi, getInitialLagrangian, getInitialPoint, getInteriorPointMethod, getMaxIteration, getMu, getNotFeasibleInitialPoint, getTolerance, getToleranceFeas, getToleranceInnerStep, getToleranceKKT, isCheckKKTSolutionAccuracy, isCheckProgressConditions, isRescalingDisabled, setA, setA, setAlpha, setB, setB, setBeta, setCheckKKTSolutionAccuracy, setCheckProgressConditions, setInitialLagrangian, setInitialPoint, setInteriorPointMethod, setMaxIteration, setMu, setNotFeasibleInitialPoint, setRescalingDisabled, setTolerance, setToleranceFeas, setToleranceInnerStep, setToleranceKKT

Methods inherited from class java.lang.Object

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

Constructor Detail

LPOptimizationRequest

public LPOptimizationRequest()

Method Detail

getC

public RealVector getC()

Get the linear objective function

Returns:

linear objective function

setC

public void setC(double[] valueC)

Set the linear objective function

Parameters:

valueC - linear objective function

setC

public void setC(RealVector vecC)

Set the linear objective function

Parameters:

vecC - linear objective function

getG

public RealMatrix getG()

Get the linear inequalities constraints matrix

Returns:

linear inequalities constraints matrix

setG

public void setG(double[][] valueG)

Set the linear inequalities constraints matrix

Parameters:

valueG - linear inequalities constraints matrix

setG

public void setG(RealMatrix matG)

Set the linear inequalities constraints matrix

Parameters:

matG - linear inequalities constraints matrix

getH

public RealVector getH()

Get the linear inequalities constraints coefficients

Returns:

linear inequalities constraints coefficients

setH

public void setH(double[] valueH)

Set the linear inequalities constraints coefficients

Parameters:

valueH - linear inequalities constraints coefficients

setH

public void setH(RealVector vecH)

Set the linear inequalities constraints coefficients

Parameters:

vecH - linear inequalities constraints coefficients

getLb

public RealVector getLb()

Get the lower bounds

Returns:

lower bounds

setLb

public void setLb(double[] lB)

Set the lower bounds

Parameters:

lB - lower bounds

setLb

public void setLb(RealVector lbVector)

Set the lower bounds

Parameters:

lbVector - lower bounds

getUb

public RealVector getUb()

Get the upper bounds

Returns:

upper bounds

setUb

public void setUb(double[] uB)

Set the upper bounds

Parameters:

uB - upper bounds

setUb

public void setUb(RealVector uB)

Set the upper bounds

Parameters:

uB - upper bounds

getYlb

public RealVector getYlb()

Get the Lagrangian lower bounds for linear constraints (A rows)

Returns:

Lagrangian lower bounds for linear constraints

setYlb

public void setYlb(RealVector ylbVector)

Set the Lagrangian lower bounds for linear constraints (A rows)

Parameters:

ylbVector - Lagrangian lower bounds for linear constraints

getYub

public RealVector getYub()

Get the Lagrangian upper bounds for linear constraints (A rows)

Returns:

Lagrangian upper bounds for linear constraints

setYub

public void setYub(RealVector yubVector)

Set the Lagrangian upper bounds for linear constraints (A rows)

Parameters:

yubVector - Lagrangian upper bounds for linear constraints

getZlb

public RealVector getZlb()

Get the Lagrangian upper bounds for linear bounds

Returns:

Lagrangian upper bounds for linear bounds

setZlb

public void setZlb(RealVector zlbVector)

Set the Lagrangian upper bounds for linear bounds

Parameters:

zlbVector - Lagrangian upper bounds for linear bounds

getZub

public RealVector getZub()

Get the Lagrangian upper bounds for upper bounds

Returns:

Lagrangian upper bounds for upper bounds

setZub

public void setZub(RealVector zubVector)

Set the Lagrangian upper bounds for upper bounds

Parameters:

zubVector - Lagrangian upper bounds for upper bounds

isAvoidPresolvingIncreaseSparsity

public boolean isAvoidPresolvingIncreaseSparsity()

If true, no method for making normal equations sparser will be applied during the presolving phase.

Returns:

true/false

setAvoidPresolvingIncreaseSparsity

public void setAvoidPresolvingIncreaseSparsity(boolean avoidPIS)

Set true if no method for making normal equations sparser will be applied during the presolving phase or false otherwise

Parameters:

avoidPIS - true/false

isAvoidPresolvingFillIn

public boolean isAvoidPresolvingFillIn()

If true, no methods that cause fill-in in the original matrices will be called during the presolving phase.

Returns:

true/false

setAvoidPresolvingFillIn

public void setAvoidPresolvingFillIn(boolean avoidPFI)

Set true if no methods that cause fill-in in the original matrices will be called during the presolving phase or false otherwise

Parameters:

avoidPFI - true/false

isPresolvingDisabled

public boolean isPresolvingDisabled()

Should LP presolving be disabled?

Returns:

true/false

setPresolvingDisabled

public void setPresolvingDisabled(boolean presolvingDis)

Set if LP presolving should be disabled

Parameters:

presolvingDis - true/false

isCheckOptimalLagrangianBounds

public boolean isCheckOptimalLagrangianBounds()

Check if the bound conditions on the optimal equality constraints Lagrangian coefficients are respected.

Returns:

true/false

setCheckOptimalLagrangianBounds

public void setCheckOptimalLagrangianBounds(boolean checkOLB)

Set if the bound conditions on the optimal equality constraints Lagrangian coefficients are respected.

Parameters:

checkOLB - true/false

setF0

public void setF0(ConvexMultivariateRealFunction f0)

Set the objective function to minimize

Overrides:

setF0 in class OptimizationRequest

Parameters:

f0 - objective function

setFi

public void setFi(ConvexMultivariateRealFunction[] fi)

Set the inequalities constraints array

Overrides:

setFi in class OptimizationRequest

Parameters:

fi - inequalities constraints array

toString

public String toString()

Convert into string

Overrides:

toString in class Object

cloneMe

public LPOptimizationRequest cloneMe()

Clone a linear problem request

Returns:

cloned linear problem request