org.ojalgo.optimisation.linear

Class SimplexSolver

java.lang.Object

org.ojalgo.optimisation.GenericSolver

org.ojalgo.optimisation.linear.LinearSolver

org.ojalgo.optimisation.linear.SimplexSolver

All Implemented Interfaces:

Optimisation, Optimisation.Solver, UpdatableSolver

public final class SimplexSolver
extends LinearSolver

LinearSolver solves optimisation problems of the (LP standard) form:

min [C]^T[X]
when [AE][X] == [BE]
and 0 <= [X]
and 0 <= [BE]

A Linear Program is in Standard Form if:

• All constraints are equality constraints.
• All variables have a nonnegativity sign restriction.

Further it is required here that the constraint right hand sides are nonnegative (nonnegative elements in [BE]).

The general recommendation is to construct optimisation problems using ExpressionsBasedModel and not worry about solver details. If you do want to instantiate a linear solver directly use the LinearSolver.Builder class. It will return an appropriate subclass for you.

Author:

apete

Nested Class Summary

Nested classes/interfaces inherited from class org.ojalgo.optimisation.linear.LinearSolver

LinearSolver.Builder, LinearSolver.ModelIntegration

Nested classes/interfaces inherited from interface org.ojalgo.optimisation.Optimisation

Optimisation.Constraint, Optimisation.Integration<M extends Optimisation.Model,S extends Optimisation.Solver>, Optimisation.Model, Optimisation.Objective, Optimisation.Options, Optimisation.Result, Optimisation.Solver, Optimisation.State

Field Summary

Fields inherited from class org.ojalgo.optimisation.GenericSolver

ACCURACY, options

Method Summary

Modifier and Type	Method and Description
protected Optimisation.Result	buildResult()
protected double	evaluateFunction(Access1D<?> solution)
protected PhysicalStore<Double>	extractSolution() Extract solution MatrixStore from the tableau
boolean	fixVariable(int index, double value)
protected boolean	initialise(Optimisation.Result kickStarter)
protected boolean	needsAnotherIteration()
Optimisation.Result	solve(Optimisation.Result kickStarter)
protected boolean	validate()

Methods inherited from class org.ojalgo.optimisation.linear.LinearSolver

getBuilder, getBuilder, solve

Methods inherited from class org.ojalgo.optimisation.GenericSolver

countIterations, countTime, error, getState, incrementIterationsCount, isIterationAllowed, isLogDebug, isLogOff, isLogProgress, log, log, resetIterationsCount, setState

Methods inherited from class java.lang.Object

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

Methods inherited from interface org.ojalgo.optimisation.Optimisation.Solver

dispose, solve

Method Detail

fixVariable

public boolean fixVariable(int index,
                           double value)

Parameters:

index - The, solver specific, variable index

value - The value to fix that variable to

Returns:

true if fixing is supported and was successful, otherwise false

solve

public Optimisation.Result solve(Optimisation.Result kickStarter)

buildResult

protected Optimisation.Result buildResult()

Overrides:

buildResult in class GenericSolver

evaluateFunction

protected double evaluateFunction(Access1D<?> solution)

Specified by:

evaluateFunction in class GenericSolver

extractSolution

protected PhysicalStore<Double> extractSolution()

Extract solution MatrixStore from the tableau

Specified by:

extractSolution in class GenericSolver

initialise

protected boolean initialise(Optimisation.Result kickStarter)

Specified by:

initialise in class LinearSolver

needsAnotherIteration

protected boolean needsAnotherIteration()

Specified by:

needsAnotherIteration in class LinearSolver

validate

protected boolean validate()