SuanShu, a Java numerical and statistical library

## com.numericalmethod.suanshu.optimization.constrained.constraint.linear Class LinearLessThanConstraints

java.lang.Object
com.numericalmethod.suanshu.optimization.constrained.constraint.linear.LinearConstraints
com.numericalmethod.suanshu.optimization.constrained.constraint.linear.LinearLessThanConstraints

All Implemented Interfaces:
Constraints, LessThanConstraints
Direct Known Subclasses:
UpperBoundConstraints

public class LinearLessThanConstraintsextends LinearConstraintsimplements LessThanConstraints

This is a collection of linear less-than-or-equal-to constraints.


A * x ≤ b


Constructor Summary
LinearLessThanConstraints(Matrix A, Vector b)
Construct a collection of linear less-than or equal-to constraints.

Method Summary
 Vector getFeasibleInitialPoint()
Given a collection of linear less-than-or-equal-to constraints, find a feasible initial point that satisfy the constraints.
 Vector getFeasibleInitialPoint(LinearEqualityConstraints equal)
Given a collection of linear less-than-or-equal-to constraints as well as a collection of equality constraints, find a feasible initial point that satisfy the constraints.
 LinearGreaterThanConstraints toGreaterThanConstraints()
Convert the less-than or equal-to constraints to greater-than or equal-to constraints.

Methods inherited from class com.numericalmethod.suanshu.optimization.constrained.constraint.linear.LinearConstraints
A, b, concat, dimension, getActiveConstraints, getActiveRows, getConstraints, size, toString

Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Methods inherited from interface com.numericalmethod.suanshu.optimization.constrained.constraint.Constraints
dimension, getConstraints, size

Constructor Detail

### LinearLessThanConstraints

public LinearLessThanConstraints(Matrix A,
Vector b)
Construct a collection of linear less-than or equal-to constraints.

Parameters:
A - the less-than inequality constraints
b - the less-than inequality values
Method Detail

### toGreaterThanConstraints

public LinearGreaterThanConstraints toGreaterThanConstraints()
Description copied from interface: LessThanConstraints
Convert the less-than or equal-to constraints to greater-than or equal-to constraints.

Specified by:
toGreaterThanConstraints in interface LessThanConstraints
Returns:
the equivalent greater-than or equal-to constraints

### getFeasibleInitialPoint

public Vector getFeasibleInitialPoint(LinearEqualityConstraints equal)
Given a collection of linear less-than-or-equal-to constraints as well as a collection of equality constraints, find a feasible initial point that satisfy the constraints. This implementation solves eq. 11.25 in the reference. The first (n-1) entries consist of a feasible initial point. The last entry is the single point perturbation.

Parameters:
equal - a collection of linear equality constraints
Returns:
a feasible initial point, and the single point perturbation (in one vector)
"Andreas Antoniou, Wu-Sheng Lu, "Eq 11.25, Quadratic and Convex Programming," Practical Optimization: Algorithms and Engineering Applications."

### getFeasibleInitialPoint

public Vector getFeasibleInitialPoint()
Given a collection of linear less-than-or-equal-to constraints, find a feasible initial point that satisfy the constraints. This implementation solves eq. 11.25 in the reference. The first (n-1) entries consist of a feasible initial point. The last entry is the single point perturbation.

Returns:
a feasible initial point, and the single point perturbation (in one vector)