org.apache.commons.math3.optimization.linear.LinearOptimizer Maven / Gradle / Ivy
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* 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.
* 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
*
* c1x1 + ... cnxn = v
*
* and there may be linear constraints too, of one of the forms:
*
* - c1x1 + ... cnxn = v
* - c1x1 + ... cnxn <= v
* - c1x1 + ... cnxn >= v
* - l1x1 + ... lnxn + lcst =
* r1x1 + ... rnxn + rcst
* - l1x1 + ... lnxn + lcst <=
* r1x1 + ... rnxn + rcst
* - l1x1 + ... lnxn + lcst >=
* r1x1 + ... rnxn + rcst
*
* where the ci, li or ri are the coefficients of
* the constraints, the xi are the coordinates of the current point and
* v is the value of the constraint.
*
* @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.
*
* 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.
*
* @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 constraints,
GoalType goalType, boolean restrictToNonNegative) throws MathIllegalStateException;
}