LinearProgramming Class |
Allows to solve linear programming problems.
Inheritance HierarchySystemObject
FinMath.NumericalOptimization.ConstrainedLinearProgramming
FinMath.NumericalOptimization.ConstrainedLinearProgramming
Namespace: FinMath.NumericalOptimization.Constrained
Assembly: FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
SyntaxC#
public sealed class LinearProgramming : INumericalOptimization, IConstrainedProgramming
The LinearProgramming type exposes the following members.
Constructors| Name | Description | |
|---|---|---|
 | LinearProgramming(Vector, Matrix, Vector, Matrix, Vector, Vector, Vector) |
Creates new instance of class LinearProgramming.
|
| LinearProgramming(Vector, SparseMatrix, Vector, SparseMatrix, Vector, Vector, Vector) |
Creates new instance of class LinearProgramming.
|
Properties| Name | Description | |
|---|---|---|
 | ComputeLagrangeMultipliers |
Whether to compute Lagrange multipliers or not.
|
| IterationsDone |
Number of iterations done.
|
| IterationsLimit |
Maximum number of iterations allowed, a positive integer.
|
| LagrangeMultipliersLinearEqualities |
A vector of Lagrange multipliers for linear equalities.
|
| LagrangeMultipliersLinearInequalities |
A vector of Lagrange multipliers for linear inequalities.
|
| LagrangeMultipliersLowerBounds |
A vector of Lagrange multipliers for upper bounds.
|
| LagrangeMultipliersUpperBounds |
A vector of Lagrange multipliers for lower bounds.
|
| MinimumPoint |
Minimum point of objective function.
|
| MinimumValue |
Minimum value of objective function.
|
| Status |
Status of algorithm termination.
|
| Tolerance |
Algorithm termination tolerance, a positive scalar.
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Methods| Name | Description | |
|---|---|---|
| Equals | Determines whether the specified object is equal to the current object. (Inherited from Object.) |
| GetHashCode | Serves as the default hash function. (Inherited from Object.) |
| GetType | Gets the Type of the current instance. (Inherited from Object.) |
| Minimize |
Finds minimum of constrained multivariable function.
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| Minimize(Vector) |
Finds minimum of constrained multivariable function.
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| ToString | Returns a string that represents the current object. (Inherited from Object.) |
Events| Name | Description | |
|---|---|---|
 | LogMessage |
An event that occurs every time the LinearProgramming
wants to send a log message.
|
See Also