org.apache.commons.math.optimization.linear

Interface LinearOptimizer

All Known Implementing Classes:

AbstractLinearOptimizer, SimplexSolver

public interface 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 + ... cnxn = 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.

Since:

2.0

Method Summary

Modifier and Type	Method and Description
int	getIterations() Get the number of iterations realized by the algorithm.
int	getMaxIterations() Get the maximal number of iterations of the algorithm.
RealPointValuePair	optimize(LinearObjectiveFunction f, java.util.Collection<LinearConstraint> constraints, GoalType goalType, boolean restrictToNonNegative) Optimizes an objective function.
void	setMaxIterations(int maxIterations) Set the maximal number of iterations of the algorithm.

Method Detail

setMaxIterations

void setMaxIterations(int maxIterations)

Set the maximal number of iterations of the algorithm.

Parameters:

maxIterations - maximal number of function calls

getMaxIterations

int getMaxIterations()

Get the maximal number of iterations of the algorithm.

Returns:

maximal number of iterations

getIterations

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:

number of iterations

optimize

RealPointValuePair optimize(LinearObjectiveFunction f,
                            java.util.Collection<LinearConstraint> constraints,
                            GoalType goalType,
                            boolean restrictToNonNegative)
                     throws OptimizationException

Optimizes an objective function.

Parameters:

f - linear objective function

constraints - linear constraints

goalType - type of optimization goal: either GoalType.MAXIMIZE or GoalType.MINIMIZE

restrictToNonNegative - whether to restrict the variables to non-negative values

Returns:

point/value pair giving the optimal value for objective function

Throws:

OptimizationException - if no solution fulfilling the constraints can be found in the allowed number of iterations