Package org.apache.commons.math.optimization.linear

Class AbstractLinearOptimizer

java.lang.Object

org.apache.commons.math.optimization.linear.AbstractLinearOptimizer

All Implemented Interfaces:

LinearOptimizer

Direct Known Subclasses:

SimplexSolver

public abstract class AbstractLinearOptimizer
extends java.lang.Object
implements LinearOptimizer

Base class for implementing linear optimizers.

This base class handles the boilerplate methods associated to thresholds settings and iterations counters.

Since:

2.0

Version:

$Revision: 925812 $ $Date: 2010-03-21 16:49:31 +0100 (dim. 21 mars 2010) $

Field Summary

Fields

Modifier and Type	Field	Description
static int	DEFAULT_MAX_ITERATIONS	Default maximal number of iterations allowed.
protected LinearObjectiveFunction	function	Linear objective function.
protected GoalType	goal	Type of optimization goal: either GoalType.MAXIMIZE or GoalType.MINIMIZE.
protected java.util.Collection<LinearConstraint>	linearConstraints	Linear constraints.
protected boolean	nonNegative	Whether to restrict the variables to non-negative values.

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	AbstractLinearOptimizer()	Simple constructor with default settings.

Method Summary

Modifier and Type	Method	Description
protected abstract RealPointValuePair	doOptimize()	Perform the bulk of optimization algorithm.
int	getIterations()	Get the number of iterations realized by the algorithm.
int	getMaxIterations()	Get the maximal number of iterations of the algorithm.
protected void	incrementIterationsCounter()	Increment the iterations counter by 1.
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.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

DEFAULT_MAX_ITERATIONS

public static final int DEFAULT_MAX_ITERATIONS

Default maximal number of iterations allowed.

See Also:

Constant Field Values

function

protected LinearObjectiveFunction function

Linear objective function.

Since:

2.1

linearConstraints

protected java.util.Collection<LinearConstraint> linearConstraints

Linear constraints.

Since:

2.1

goal

protected GoalType goal

Type of optimization goal: either GoalType.MAXIMIZE or GoalType.MINIMIZE.

Since:

2.1

nonNegative

protected boolean nonNegative

Whether to restrict the variables to non-negative values.

Since:

2.1

Constructor Detail

AbstractLinearOptimizer

protected AbstractLinearOptimizer()

Simple constructor with default settings.

The maximal number of evaluation is set to its default value.

Method Detail

setMaxIterations

public void setMaxIterations(int maxIterations)

Set the maximal number of iterations of the algorithm.

Specified by:

setMaxIterations in interface LinearOptimizer

Parameters:

maxIterations - maximal number of function calls

getMaxIterations

public int getMaxIterations()

Get the maximal number of iterations of the algorithm.

Specified by:

getMaxIterations in interface LinearOptimizer

Returns:

maximal number of iterations

getIterations

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.

Specified by:

getIterations in interface LinearOptimizer

Returns:

number of iterations

incrementIterationsCounter

protected void incrementIterationsCounter()
                                   throws OptimizationException

Increment the iterations counter by 1.

Throws:

OptimizationException - if the maximal number of iterations is exceeded

optimize

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

Optimizes an objective function.

Specified by:

optimize in interface LinearOptimizer

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

doOptimize

protected abstract RealPointValuePair doOptimize()
                                          throws OptimizationException

Perform the bulk of optimization algorithm.

Returns:

the 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