Class LinearProgramming


  • public class LinearProgramming
    extends Object
    The LinearProgramming class represents a data type for solving a linear program of the form { max cx : Ax ≤ b, x ≥ 0 }, where A is an m-by-n matrix, b is an m-length vector, and c is an n-length vector. For simplicity, we assume that A is of full rank and that b ≥ 0 so that x = 0 is a basic feasible solution.

    The data type supplies methods for determining the optimal primal and dual solutions.

    This is a bare-bones implementation of the simplex algorithm. It uses Bland's rule to determine the entering and leaving variables. It is not suitable for use on large inputs.

    This computes correct results if all arithmetic performed is without floating-point rounding error or arithmetic overflow. In practice, there will be floating-point rounding error and this implementation is not robust in the presence of such errors.

    For additional documentation, see Section 6.5 Algorithms, 4th Edition by Robert Sedgewick and Kevin Wayne.

    Author:
    Robert Sedgewick, Kevin Wayne
    • Constructor Summary

      Constructors 
      Constructor Description
      LinearProgramming​(double[][] A, double[] b, double[] c)
      Determines an optimal solution to the linear program { max cx : Ax ≤ b, x ≥ 0 }, where A is an m-by-n matrix, b is an m-length vector, and c is an n-length vector.
    • Constructor Detail

      • LinearProgramming

        public LinearProgramming​(double[][] A,
                                 double[] b,
                                 double[] c)
        Determines an optimal solution to the linear program { max cx : Ax ≤ b, x ≥ 0 }, where A is an m-by-n matrix, b is an m-length vector, and c is an n-length vector.
        Parameters:
        A - the m-by-b matrix
        b - the m-length RHS vector
        c - the n-length cost vector
        Throws:
        IllegalArgumentException - unless b[i] >= 0 for each i
        ArithmeticException - if the linear program is unbounded
    • Method Detail

      • value

        public double value()
        Returns the optimal value of this linear program.
        Returns:
        the optimal value of this linear program
      • primal

        public double[] primal()
        Returns the optimal primal solution to this linear program.
        Returns:
        the optimal primal solution to this linear program
      • dual

        public double[] dual()
        Returns the optimal dual solution to this linear program
        Returns:
        the optimal dual solution to this linear program
      • main

        public static void main​(String[] args)
        Unit tests the LinearProgramming data type.
        Parameters:
        args - the command-line arguments