Apache Commons Math 3.6.1 · org.apache.commons.math3.optimization.linear.LinearOptimizer

This interface represents an optimization algorithm for linear problems.

Optimization algorithms find the input point set that either maximize or minimize an objective function. In the linear case the form of the function is restricted to

c₁x₁ + ... c_nx_n = v

and there may be linear constraints too, of one of the forms:

c₁x₁ + ... c_nx_n = v
c₁x₁ + ... c_nx_n <= v
c₁x₁ + ... c_nx_n >= v
l₁x₁ + ... l_nx_n + l_cst = r₁x₁ + ... r_nx_n + r_cst
l₁x₁ + ... l_nx_n + l_cst <= r₁x₁ + ... r_nx_n + r_cst
l₁x₁ + ... l_nx_n + l_cst >= r₁x₁ + ... r_nx_n + r_cst

where the c_i, l_i or r_i are the coefficients of the constraints, the x_i are the coordinates of the current point and v is the value of the constraint.

Method Summary

Modifier and Type	Method and Description
public int	Returns: number of iterations getIterations() Get the number of iterations realized by the algorithm.
public int	Returns: maximal number of iterations getMaxIterations() Get the maximal number of iterations of the algorithm.
public PointValuePair	Returns: point/value pair giving the optimal value for objective function optimize(LinearObjectiveFunction linear objective function f, Collection<LinearConstraint> linear constraints constraints, GoalType type of optimization goal: either `GoalType#MAXIMIZE` or `GoalType#MINIMIZE` goalType, boolean whether to restrict the variables to non-negative values restrictToNonNegative) Deprecated as a consequence of `LinearObjectiveFunction`, `GoalType` and `PointValuePair` being deprecated. Optimizes an objective function.
public void	setMaxIterations(int maximal number of function calls maxIterations) Set the maximal number of iterations of the algorithm.

Method Detail

getIterations back to summary

getIterations	back to summary
public int getIterations() Get the number of iterations realized by the algorithm. The number of evaluations corresponds to the last call to the `optimize` method. It is 0 if the method has not been called yet. Returns:int number of iterations

public int getIterations()

Get the number of iterations realized by the algorithm.

The number of evaluations corresponds to the last call to the optimize method. It is 0 if the method has not been called yet.

Returns:int: number of iterations

getMaxIterations	back to summary
public int getMaxIterations() Get the maximal number of iterations of the algorithm. Returns:int maximal number of iterations

getMaxIterations

back to summary

public int getMaxIterations()

Get the maximal number of iterations of the algorithm.

Returns:int: maximal number of iterations

optimize back to summary

optimize	back to summary
public PointValuePair optimize(LinearObjectiveFunction f, Collection<LinearConstraint> constraints, GoalType goalType, boolean restrictToNonNegative) throws MathIllegalStateException Deprecated as a consequence of `LinearObjectiveFunction`, `GoalType` and `PointValuePair` being deprecated. See corresponding docs for further information. Optimizes an objective function. Parameters f:LinearObjectiveFunction linear objective function constraints:Collection<LinearConstraint> linear constraints goalType:GoalType type of optimization goal: either `GoalType#MAXIMIZE` or `GoalType#MINIMIZE` restrictToNonNegative:boolean whether to restrict the variables to non-negative values Returns:PointValuePair point/value pair giving the optimal value for objective function Exceptions MathIllegalStateException: if no solution fulfilling the constraints can be found in the allowed number of iterations

public PointValuePair optimize(LinearObjectiveFunction f, Collection<LinearConstraint> constraints, GoalType goalType, boolean restrictToNonNegative) throws MathIllegalStateException

Deprecated

as a consequence of LinearObjectiveFunction, GoalType and PointValuePair being deprecated. See corresponding docs for further information.

Optimizes an objective function.

Parameters

f:LinearObjectiveFunction: linear objective function
constraints:Collection<LinearConstraint>: linear constraints
goalType:GoalType: type of optimization goal: either GoalType#MAXIMIZE or GoalType#MINIMIZE
restrictToNonNegative:boolean: whether to restrict the variables to non-negative values

Returns:PointValuePair

point/value pair giving the optimal value for objective function

Exceptions

MathIllegalStateException:: if no solution fulfilling the constraints can be found in the allowed number of iterations

setMaxIterations	back to summary
public void setMaxIterations(int maxIterations) Set the maximal number of iterations of the algorithm. Parameters maxIterations:int maximal number of function calls

setMaxIterations

back to summary

public void setMaxIterations(int maxIterations)

Set the maximal number of iterations of the algorithm.

Parameters

maxIterations:int: maximal number of function calls

public Interface LinearOptimizer

Method Summary

Method Detail