class CheckLP extends Error
The CheckLP
class checks the solution to Linear Programming (LP) problems.
Given a constraint matrix 'a', limit/RHS vector 'b' and cost vector 'c', determine
if the values for the solution/decision vector 'x' maximizes the objective
function 'f(x)', while satisfying all of the constraints, i.e.,
maximize f(x) = c x subject to a x <= b, x >= 0
Check the feasibility and optimality of the solution.
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Instance Constructors
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new
CheckLP(a: MatrixD, b: VectorD, c: VectorD)
- a
the M-by-N constraint matrix
- b
the M-length limit/RHS vector (make b_i negative for '>=' constraint => surplus)
- c
the N-length cost vector
Value Members
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final
def
flaw(method: String, message: String): Unit
- Definition Classes
- Error
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def
isCorrect(x: VectorD, y: VectorD, f: Double): Boolean
Check whether the solution is correct, feasible and optimal.
Check whether the solution is correct, feasible and optimal.
- x
the N-length primal solution vector
- y
the M-length dual solution vector
- f
the optimum (maximum) value of the objective function
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def
isDualFeasible(y: VectorD): Boolean
Determine whether the solution dual feasible 'y >= 0 and y a >= c'.
Determine whether the solution dual feasible 'y >= 0 and y a >= c'.
- y
the M-length dual solution vector
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def
isOptimal(x: VectorD, y: VectorD, f: Double): Boolean
Check whether the optimum objective function value f == c x == y b.
Check whether the optimum objective function value f == c x == y b.
- x
the N-length primal solution vector
- y
the M-length dual solution vector
- f
the optimum (maximum) value of the objective function
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def
isPrimalFeasible(x: VectorD): Boolean
Determine whether the solution primal feasible '(x >= 0 and a x [<= | >=] b)'.
Determine whether the solution primal feasible '(x >= 0 and a x [<= | >=] b)'.
- x
the N-length primal solution vector