001 /*
002 * Licensed to the Apache Software Foundation (ASF) under one or more
003 * contributor license agreements. See the NOTICE file distributed with
004 * this work for additional information regarding copyright ownership.
005 * The ASF licenses this file to You under the Apache License, Version 2.0
006 * (the "License"); you may not use this file except in compliance with
007 * the License. You may obtain a copy of the License at
008 *
009 * http://www.apache.org/licenses/LICENSE-2.0
010 *
011 * Unless required by applicable law or agreed to in writing, software
012 * distributed under the License is distributed on an "AS IS" BASIS,
013 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
014 * See the License for the specific language governing permissions and
015 * limitations under the License.
016 */
017
018 package org.apache.commons.math.optimization.linear;
019
020 import java.util.Collection;
021
022 import org.apache.commons.math.optimization.GoalType;
023 import org.apache.commons.math.optimization.OptimizationException;
024 import org.apache.commons.math.optimization.RealPointValuePair;
025
026 /**
027 * This interface represents an optimization algorithm for linear problems.
028 * <p>Optimization algorithms find the input point set that either {@link GoalType
029 * maximize or minimize} an objective function. In the linear case the form of
030 * the function is restricted to
031 * <pre>
032 * c<sub>1</sub>x<sub>1</sub> + ... c<sub>n</sub>x<sub>n</sub> = v
033 * </pre>
034 * and there may be linear constraints too, of one of the forms:
035 * <ul>
036 * <li>c<sub>1</sub>x<sub>1</sub> + ... c<sub>n</sub>x<sub>n</sub> = v</li>
037 * <li>c<sub>1</sub>x<sub>1</sub> + ... c<sub>n</sub>x<sub>n</sub> <= v</li>
038 * <li>c<sub>1</sub>x<sub>1</sub> + ... c<sub>n</sub>x<sub>n</sub> >= v</li>
039 * <li>l<sub>1</sub>x<sub>1</sub> + ... l<sub>n</sub>x<sub>n</sub> + l<sub>cst</sub> =
040 * r<sub>1</sub>x<sub>1</sub> + ... r<sub>n</sub>x<sub>n</sub> + r<sub>cst</sub></li>
041 * <li>l<sub>1</sub>x<sub>1</sub> + ... l<sub>n</sub>x<sub>n</sub> + l<sub>cst</sub> <=
042 * r<sub>1</sub>x<sub>1</sub> + ... r<sub>n</sub>x<sub>n</sub> + r<sub>cst</sub></li>
043 * <li>l<sub>1</sub>x<sub>1</sub> + ... l<sub>n</sub>x<sub>n</sub> + l<sub>cst</sub> >=
044 * r<sub>1</sub>x<sub>1</sub> + ... r<sub>n</sub>x<sub>n</sub> + r<sub>cst</sub></li>
045 * </ul>
046 * where the c<sub>i</sub>, l<sub>i</sub> or r<sub>i</sub> are the coefficients of
047 * the constraints, the x<sub>i</sub> are the coordinates of the current point and
048 * v is the value of the constraint.
049 * </p>
050 * @version $Revision: 811685 $ $Date: 2009-09-05 19:36:48 +0200 (sam. 05 sept. 2009) $
051 * @since 2.0
052 */
053 public interface LinearOptimizer {
054
055 /** Set the maximal number of iterations of the algorithm.
056 * @param maxIterations maximal number of function calls
057 */
058 void setMaxIterations(int maxIterations);
059
060 /** Get the maximal number of iterations of the algorithm.
061 * @return maximal number of iterations
062 */
063 int getMaxIterations();
064
065 /** Get the number of iterations realized by the algorithm.
066 * <p>
067 * The number of evaluations corresponds to the last call to the
068 * {@link #optimize(LinearObjectiveFunction, Collection, GoalType, boolean) optimize}
069 * method. It is 0 if the method has not been called yet.
070 * </p>
071 * @return number of iterations
072 */
073 int getIterations();
074
075 /** Optimizes an objective function.
076 * @param f linear objective function
077 * @param constraints linear constraints
078 * @param goalType type of optimization goal: either {@link GoalType#MAXIMIZE}
079 * or {@link GoalType#MINIMIZE}
080 * @param restrictToNonNegative whether to restrict the variables to non-negative values
081 * @return point/value pair giving the optimal value for objective function
082 * @exception OptimizationException if no solution fulfilling the constraints
083 * can be found in the allowed number of iterations
084 */
085 RealPointValuePair optimize(LinearObjectiveFunction f, Collection<LinearConstraint> constraints,
086 GoalType goalType, boolean restrictToNonNegative)
087 throws OptimizationException;
088
089 }