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' minimizes the objective function 'f(x)', while satisfying all of the constraints, i.e.,

minimize 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

  1. new CheckLP(a: MatriD, b: VectoD, c: VectoD)

    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

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  11. def isCorrect(x: VectoD, y: VectoD, 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 (minimum) value of the objective function

  12. def isDualFeasible(y: VectoD): 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

  13. final def isInstanceOf[T0]: Boolean
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  14. def isOptimal(x: VectoD, y: VectoD, 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 (minimum) value of the objective function

  15. def isPrimalFeasible(x: VectoD): 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

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