org.apache.commons.math.optimization.linear
Class SimplexSolver

java.lang.Object
  org.apache.commons.math.optimization.linear.AbstractLinearOptimizer
      org.apache.commons.math.optimization.linear.SimplexSolver

All Implemented Interfaces:

LinearOptimizer

public class SimplexSolver
extends AbstractLinearOptimizer

Solves a linear problem using the Two-Phase Simplex Method.

Since:

2.0

Version:

$Revision: 812831 $ $Date: 2009-09-09 10:48:03 +0200 (mer. 09 sept. 2009) $

Field Summary

protected double

epsilon Amount of error to accept in floating point comparisons.

Fields inherited from class org.apache.commons.math.optimization.linear.AbstractLinearOptimizer

DEFAULT_MAX_ITERATIONS, function, goal, linearConstraints, nonNegative

Constructor Summary

SimplexSolver()
Build a simplex solver with default settings.

SimplexSolver(double epsilon)
Build a simplex solver with a specified accepted amount of error

Method Summary

protected void	doIteration(org.apache.commons.math.optimization.linear.SimplexTableau tableau) Runs one iteration of the Simplex method on the given model.
RealPointValuePair	doOptimize() Perform the bulk of optimization algorithm.
protected void	solvePhase1(org.apache.commons.math.optimization.linear.SimplexTableau tableau) Solves Phase 1 of the Simplex method.

Methods inherited from class org.apache.commons.math.optimization.linear.AbstractLinearOptimizer

getIterations, getMaxIterations, incrementIterationsCounter, optimize, setMaxIterations

Methods inherited from class java.lang.Object

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

Field Detail

epsilon

protected final double epsilon

Amount of error to accept in floating point comparisons.

Constructor Detail

SimplexSolver

public SimplexSolver()

Build a simplex solver with default settings.

SimplexSolver

public SimplexSolver(double epsilon)

Build a simplex solver with a specified accepted amount of error

Parameters:

epsilon - the amount of error to accept in floating point comparisons

Method Detail

doIteration

protected void doIteration(org.apache.commons.math.optimization.linear.SimplexTableau tableau)
                    throws OptimizationException

Runs one iteration of the Simplex method on the given model.

Parameters:

tableau - simple tableau for the problem

Throws:

OptimizationException - if the maximal iteration count has been exceeded or if the model is found not to have a bounded solution

solvePhase1

protected void solvePhase1(org.apache.commons.math.optimization.linear.SimplexTableau tableau)
                    throws OptimizationException

Solves Phase 1 of the Simplex method.

Parameters:

tableau - simple tableau for the problem

Throws:

OptimizationException - if the maximal number of iterations is exceeded, or if the problem is found not to have a bounded solution, or if there is no feasible solution

doOptimize

public RealPointValuePair doOptimize()
                              throws OptimizationException

Perform the bulk of optimization algorithm.

Specified by:

doOptimize in class AbstractLinearOptimizer

Returns:

the point/value pair giving the optimal value for objective function

Throws:

OptimizationException - if no solution fulfilling the constraints can be found in the allowed number of iterations