LinearProgrammingProblem Class

Class LinearProgrammingProblem encapsulates a Linear programming problem.

Inheritance Hierarchy

SystemObject
  CenterSpace.NMath.CoreBoundedVariableProblem
    CenterSpace.NMath.CoreLinearConstrainedProblem
      CenterSpace.NMath.CoreLinearProgrammingProblem
        CenterSpace.NMath.CoreMixedIntegerLinearProgrammingProblem

Namespace: CenterSpace.NMath.Core
Assembly: NMath (in NMath.dll) Version: 7.4

Syntax

C++

Copy

[SerializableAttribute]
public class LinearProgrammingProblem : LinearConstrainedProblem, 
	ICloneable

<SerializableAttribute>
Public Class LinearProgrammingProblem
	Inherits LinearConstrainedProblem
	Implements ICloneable

[SerializableAttribute]
public ref class LinearProgrammingProblem : public LinearConstrainedProblem, 
	ICloneable

[<SerializableAttribute>]
type LinearProgrammingProblem = 
    class
        inherit LinearConstrainedProblem
        interface ICloneable
    end

The LinearProgrammingProblem type exposes the following members.

Constructors

	Name	Description
	LinearProgrammingProblem	Default constructor. Behavior of resulting object is undefined.
	LinearProgrammingProblem(DoubleVector)	Constructs a LinearProgrammingProblem object for minimizing objective function dot(objectiveCoefficients, x), where x is the vector of variables.

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Properties

	Name	Description
	Constraints	Gets and sets the linear constraints for the problem. (Inherited from LinearConstrainedProblem)
	NumVariables	Gets the number of variables. (Overrides BoundedVariableProblemNumVariables)
	ObjectiveCoefficients	Gets and sets the coefficients for the objective function.
	VariableBounds	Gets and sets variable bounds for the problem. (Inherited from BoundedVariableProblem)

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Methods

	Name	Description
	AddBounds(Int32, Double, Double)	Adds upper and lower bound constraints to a variable. (Inherited from BoundedVariableProblem)
	AddBounds(Int32, Double, Double, Double)	Adds upper and lower bound constraints to a variable. (Inherited from BoundedVariableProblem)
	AddConstraint(LinearConstraint)	Adds the given constraint to the problem. (Inherited from LinearConstrainedProblem)
	AddConstraint(DoubleVector, Double, Double)	Adds a linear inequality constraint of the form lowerBound <= coefficients'x < upperBound (Inherited from LinearConstrainedProblem)
	AddConstraint(ILinearConstraintCoefficients, Double, Double)	Adds a linear inequality constraint of the form lowerBound <= coefficients'x < upperBound (Inherited from LinearConstrainedProblem)
	AddConstraint(DoubleVector, Double, Double, Double)	Adds a linear inequality constraint of the form lowerBound <= coefficients'x < upperBound (Inherited from LinearConstrainedProblem)
	AddConstraint(ILinearConstraintCoefficients, Double, Double, Double)	Adds a linear inequality constraint of the form lowerBound <= coefficients'x < upperBound (Inherited from LinearConstrainedProblem)
	AddEqualityConstraint(DoubleVector, Double)	Adds an equality constraint of the form coefficients'x = rightHandSide (Inherited from LinearConstrainedProblem)
	AddEqualityConstraint(ILinearConstraintCoefficients, Double)	Adds an equality constraint of the form coefficients'x = rightHandSide (Inherited from LinearConstrainedProblem)
	AddLowerBound(Int32, Double)	Adds an lower bound constraint on the variable at the given index. (Inherited from BoundedVariableProblem)
	AddLowerBound(Int32, Double, Double)	Adds an lower bound constraint on the variable at the given index. (Inherited from BoundedVariableProblem)
	AddLowerBoundConstraint(DoubleVector, Double)	Adds a linear inequality constraint of the form coefficients'x >= lowerBound (Inherited from LinearConstrainedProblem)
	AddLowerBoundConstraint(ILinearConstraintCoefficients, Double)	Adds a linear inequality constraint of the form coefficients'x >= lowerBound (Inherited from LinearConstrainedProblem)
	AddLowerBoundConstraint(DoubleVector, Double, Double)	Adds a linear inequality constraint of the form coefficients'x >= lowerBound (Inherited from LinearConstrainedProblem)
	AddLowerBoundConstraint(ILinearConstraintCoefficients, Double, Double)	Adds a linear inequality constraint of the form coefficients'x >= lowerBound (Inherited from LinearConstrainedProblem)
	AddUpperBound(Int32, Double)	Adds an upper bound constraint on the variable at the given index. (Inherited from BoundedVariableProblem)
	AddUpperBound(Int32, Double, Double)	Adds an upper bound constraint on the variable at the given index. (Inherited from BoundedVariableProblem)
	AddUpperBoundConstraint(DoubleVector, Double)	Adds a linear inequality constraint of the form coefficients'x <= upperBound (Inherited from LinearConstrainedProblem)
	AddUpperBoundConstraint(ILinearConstraintCoefficients, Double)	Adds a linear inequality constraint of the form coefficients'x <= upperBound (Inherited from LinearConstrainedProblem)
	AddUpperBoundConstraint(DoubleVector, Double, Double)	Adds a linear inequality constraint of the form coefficients'x <= upperBound (Inherited from LinearConstrainedProblem)
	AddUpperBoundConstraint(ILinearConstraintCoefficients, Double, Double)	Adds a linear inequality constraint of the form coefficients'x <= upperBound (Inherited from LinearConstrainedProblem)
	CheckVariableIndex	Checks that the given variable array index is valid. (Overrides BoundedVariableProblemCheckVariableIndex(Int32))
	Clone	Returns a deep copy of self.
	EvaluateConstraints	Evaluates each of the constraints at the specified point and returns the results. (Inherited from LinearConstrainedProblem)
	PointIsFeasible(DoubleVector)	Function for determining the feasibility of a give point. A point x is feasible if it satisfies all the constraints of the problem. (Inherited from LinearConstrainedProblem)
	PointIsFeasible(DoubleVector, Double)	Function for determining the feasibility of a give point. (Inherited from LinearConstrainedProblem)
	ToString	Creates a string representation of the problem. (Overrides ObjectToString)

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Fields

	Name	Description
	constraints_	Problem constraints. (Inherited from LinearConstrainedProblem)
	variableBounds_	Map containing variable bounds. Key is the variable ID, the value is the bounds. (Inherited from BoundedVariableProblem)

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Remarks

A linear programming (LP) problem optimizes a linear objective function subject to a set of linear constraints, and optionally subject to a set of variable bounds. The simplex method solves LP problems by constructing a solution at a vertex of a simplex, then walking along edges of the simplex to vertices with successively optimal values of the objective function until the optimum is reached. For example:

Reference

CenterSpace.NMath.Core Namespace