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Diffstat (limited to 'src/main/java/org/apache/commons/math3/optimization/linear/LinearOptimizer.java')
| -rw-r--r-- | src/main/java/org/apache/commons/math3/optimization/linear/LinearOptimizer.java | 92 |
1 files changed, 92 insertions, 0 deletions
diff --git a/src/main/java/org/apache/commons/math3/optimization/linear/LinearOptimizer.java b/src/main/java/org/apache/commons/math3/optimization/linear/LinearOptimizer.java new file mode 100644 index 0000000..610d0cb --- /dev/null +++ b/src/main/java/org/apache/commons/math3/optimization/linear/LinearOptimizer.java @@ -0,0 +1,92 @@ +/* + * Licensed to the Apache Software Foundation (ASF) under one or more + * contributor license agreements. See the NOTICE file distributed with + * this work for additional information regarding copyright ownership. + * The ASF licenses this file to You under the Apache License, Version 2.0 + * (the "License"); you may not use this file except in compliance with + * the License. You may obtain a copy of the License at + * + * http://www.apache.org/licenses/LICENSE-2.0 + * + * Unless required by applicable law or agreed to in writing, software + * distributed under the License is distributed on an "AS IS" BASIS, + * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + * See the License for the specific language governing permissions and + * limitations under the License. + */ + +package org.apache.commons.math3.optimization.linear; + +import java.util.Collection; + +import org.apache.commons.math3.exception.MathIllegalStateException; +import org.apache.commons.math3.optimization.GoalType; +import org.apache.commons.math3.optimization.PointValuePair; + +/** + * This interface represents an optimization algorithm for linear problems. + * <p>Optimization algorithms find the input point set that either {@link GoalType + * maximize or minimize} an objective function. In the linear case the form of + * the function is restricted to + * <pre> + * c<sub>1</sub>x<sub>1</sub> + ... c<sub>n</sub>x<sub>n</sub> = v + * </pre> + * and there may be linear constraints too, of one of the forms: + * <ul> + * <li>c<sub>1</sub>x<sub>1</sub> + ... c<sub>n</sub>x<sub>n</sub> = v</li> + * <li>c<sub>1</sub>x<sub>1</sub> + ... c<sub>n</sub>x<sub>n</sub> <= v</li> + * <li>c<sub>1</sub>x<sub>1</sub> + ... c<sub>n</sub>x<sub>n</sub> >= v</li> + * <li>l<sub>1</sub>x<sub>1</sub> + ... l<sub>n</sub>x<sub>n</sub> + l<sub>cst</sub> = + * r<sub>1</sub>x<sub>1</sub> + ... r<sub>n</sub>x<sub>n</sub> + r<sub>cst</sub></li> + * <li>l<sub>1</sub>x<sub>1</sub> + ... l<sub>n</sub>x<sub>n</sub> + l<sub>cst</sub> <= + * r<sub>1</sub>x<sub>1</sub> + ... r<sub>n</sub>x<sub>n</sub> + r<sub>cst</sub></li> + * <li>l<sub>1</sub>x<sub>1</sub> + ... l<sub>n</sub>x<sub>n</sub> + l<sub>cst</sub> >= + * r<sub>1</sub>x<sub>1</sub> + ... r<sub>n</sub>x<sub>n</sub> + r<sub>cst</sub></li> + * </ul> + * where the c<sub>i</sub>, l<sub>i</sub> or r<sub>i</sub> are the coefficients of + * the constraints, the x<sub>i</sub> are the coordinates of the current point and + * v is the value of the constraint. + * </p> + * @deprecated As of 3.1 (to be removed in 4.0). + * @since 2.0 + */ +@Deprecated +public interface LinearOptimizer { + + /** + * Set the maximal number of iterations of the algorithm. + * @param maxIterations maximal number of function calls + */ + void setMaxIterations(int maxIterations); + + /** + * Get the maximal number of iterations of the algorithm. + * @return maximal number of iterations + */ + int getMaxIterations(); + + /** + * Get the number of iterations realized by the algorithm. + * <p> + * The number of evaluations corresponds to the last call to the + * {@link #optimize(LinearObjectiveFunction, Collection, GoalType, boolean) optimize} + * method. It is 0 if the method has not been called yet. + * </p> + * @return number of iterations + */ + int getIterations(); + + /** + * Optimizes an objective function. + * @param f linear objective function + * @param constraints linear constraints + * @param goalType type of optimization goal: either {@link GoalType#MAXIMIZE} or {@link GoalType#MINIMIZE} + * @param restrictToNonNegative whether to restrict the variables to non-negative values + * @return point/value pair giving the optimal value for objective function + * @exception MathIllegalStateException if no solution fulfilling the constraints + * can be found in the allowed number of iterations + */ + PointValuePair optimize(LinearObjectiveFunction f, Collection<LinearConstraint> constraints, + GoalType goalType, boolean restrictToNonNegative) throws MathIllegalStateException; + +} |