scalation.minima

MinimizerLP

trait MinimizerLP extends Error

This trait sets the pattern for optimization algorithms for solving Linear Programming (NLP) problems of the form:

minimize c x subject to a x <= b, x >= 0

where a is the constraint matrix b is the limit/RHS vector c is the cost vector

Classes mixing in this trait must implement an objective function (objF) an iterative method (solve) that searches for improved solutions (x-vectors with lower objective function values.

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Abstract Value Members

  1. abstract val checker: CheckLP

    Attributes
    protected
  2. abstract def objF(x: VectorD): Double

    The objective function, e.

    The objective function, e.g., c x.

    x

    the coordinate values of the current point

  3. abstract def solve(): VectorD

    Run the simplex algorithm starting from an initial BFS and iteratively find a non-basic variable to replace a variable in the current basis so long as the objective function improves.

    Run the simplex algorithm starting from an initial BFS and iteratively find a non-basic variable to replace a variable in the current basis so long as the objective function improves. Return the optimal solution vector.

Concrete Value Members

  1. final def !=(arg0: AnyRef): Boolean

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  2. final def !=(arg0: Any): Boolean

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  3. final def ##(): Int

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  4. final def ==(arg0: AnyRef): Boolean

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  5. final def ==(arg0: Any): Boolean

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  6. val EPSILON: Double

    Attributes
    protected
  7. final def asInstanceOf[T0]: T0

    Definition Classes
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  8. def check(x: VectorD, y: VectorD, f: Double): Boolean

    Determine whether the current solution is correct.

    Determine whether the current solution is correct.

    x

    the primal solution vector x

    y

    the dual solution vector y

    f

    the minimum value of the objective function

  9. def clone(): AnyRef

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    protected[lang]
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  10. final def eq(arg0: AnyRef): Boolean

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  11. def equals(arg0: Any): Boolean

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  12. def finalize(): Unit

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    protected[lang]
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  13. def flaw(method: String, message: String): Unit

    Show the flaw by printing the error message.

    Show the flaw by printing the error message.

    method

    the method where the error occurred

    message

    the error message

    Definition Classes
    Error
  14. final def getClass(): java.lang.Class[_]

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  15. def hashCode(): Int

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  16. final def isInstanceOf[T0]: Boolean

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  17. final def ne(arg0: AnyRef): Boolean

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  18. final def notify(): Unit

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  19. final def notifyAll(): Unit

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  20. final def synchronized[T0](arg0: ⇒ T0): T0

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  21. def toString(): String

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  22. final def wait(): Unit

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  23. final def wait(arg0: Long, arg1: Int): Unit

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  24. final def wait(arg0: Long): Unit

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