Package edu.princeton.cs.algs4
Class LinearProgramming
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- edu.princeton.cs.algs4.LinearProgramming
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public class LinearProgramming extends Object
TheLinearProgramming
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
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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.
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description double[]
dual()
Returns the optimal dual solution to this linear programstatic void
main(String[] args)
Unit tests theLinearProgramming
data type.double[]
primal()
Returns the optimal primal solution to this linear program.double
value()
Returns the optimal value of this linear program.
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Constructor Detail
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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 matrixb
- the m-length RHS vectorc
- the n-length cost vector- Throws:
IllegalArgumentException
- unlessb[i] >= 0
for eachi
ArithmeticException
- if the linear program is unbounded
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Method Detail
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value
public double value()
Returns the optimal value of this linear program.- Returns:
- the optimal value of this linear program
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primal
public double[] primal()
Returns the optimal primal solution to this linear program.- Returns:
- the optimal primal solution to this linear program
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dual
public double[] dual()
Returns the optimal dual solution to this linear program- Returns:
- the optimal dual solution to this linear program
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main
public static void main(String[] args)
Unit tests theLinearProgramming
data type.- Parameters:
args
- the command-line arguments
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