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 LinearLessThanConstraints
extends LinearConstraints
implements 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)

See Also:

"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)

See Also:

"Andreas Antoniou, Wu-Sheng Lu, "Eq 11.25, Quadratic and Convex Programming," Practical Optimization: Algorithms and Engineering Applications."