package optimization
Helper functions for linear-quadratic optimization
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Type Members
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abstract
class
AbstractMPProblem extends StrictLogging
Should define the problem we are about to solve
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abstract
class
AbstractMPSolver extends StrictLogging
Abstract class that should be extended to define a linear-quadratic solver.
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class
LQProblem extends AbstractMPProblem
A Linear-Quadratic problem.
A Linear-Quadratic problem. Can be solved using one of the supported solvers (LPSolve, ojalgo, Gurobi or Mosek).
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class
MIProblem extends AbstractMPProblem
A Mixed-Integer problem.
A Mixed-Integer problem. Can be solved using one of the supported solvers (LPSolve, ojalgo, Gurobi or Mosek).
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class
MPConstraint extends StrictLogging
Mathematical programming constraint in the problem.
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final
class
MPFloatVar extends MPVariable
Mathematical programming float variables (bounded or double unbounded).
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final
class
MPIntVar extends MPVariable
Mathematical programming integer/binary variables.
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class
MPVariable extends Variable
Mathematical programming unbounded variable in the problem.
Mathematical programming unbounded variable in the problem. The domain is defined (0, +inf) if the variable is unbounded or (-inf, +inf) otherwise.
Value Members
- def add(constraint: Constraint)(implicit problem: AbstractMPProblem): MPConstraint
- def checkConstraints(tol: Double = 10e-6)(implicit problem: AbstractMPProblem): Boolean
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val
logger: Logger
- Attributes
- protected
- Definition Classes
- StrictLogging
- def maximize(expression: Expression)(implicit problem: AbstractMPProblem): AbstractMPProblem
- def minimize(expression: Expression)(implicit problem: AbstractMPProblem): AbstractMPProblem
- def objectiveValue(implicit problem: AbstractMPProblem): Double
- def release()(implicit problem: AbstractMPProblem): Unit
- lazy val solvers: List[optimization.SolverLib.Value]
- def start(preSolve: PreSolve = PreSolve.DISABLE, timeLimit: Int = Int.MaxValue)(implicit problem: AbstractMPProblem): Boolean
- def status(implicit problem: AbstractMPProblem): ProblemStatus
- def subjectTo(constraints: Constraint*)(implicit problem: AbstractMPProblem): Unit
- object LQProblem
- object MIProblem
- object MPFloatVar
- object MPIntVar
- object PreSolve extends Enumeration
- object ProblemStatus extends Enumeration
- object SolverFactory
- object SolverLib extends Enumeration