Raymond | dee0849 | 2015-04-02 10:43:13 -0700 | [diff] [blame] | 1 | /* |
| 2 | * Licensed to the Apache Software Foundation (ASF) under one or more |
| 3 | * contributor license agreements. See the NOTICE file distributed with |
| 4 | * this work for additional information regarding copyright ownership. |
| 5 | * The ASF licenses this file to You under the Apache License, Version 2.0 |
| 6 | * (the "License"); you may not use this file except in compliance with |
| 7 | * the License. You may obtain a copy of the License at |
| 8 | * |
| 9 | * http://www.apache.org/licenses/LICENSE-2.0 |
| 10 | * |
| 11 | * Unless required by applicable law or agreed to in writing, software |
| 12 | * distributed under the License is distributed on an "AS IS" BASIS, |
| 13 | * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. |
| 14 | * See the License for the specific language governing permissions and |
| 15 | * limitations under the License. |
| 16 | */ |
| 17 | |
| 18 | package org.apache.commons.math.optimization.linear; |
| 19 | |
| 20 | import java.util.Collection; |
| 21 | |
| 22 | import org.apache.commons.math.optimization.GoalType; |
| 23 | import org.apache.commons.math.optimization.OptimizationException; |
| 24 | import org.apache.commons.math.optimization.RealPointValuePair; |
| 25 | |
| 26 | /** |
| 27 | * This interface represents an optimization algorithm for linear problems. |
| 28 | * <p>Optimization algorithms find the input point set that either {@link GoalType |
| 29 | * maximize or minimize} an objective function. In the linear case the form of |
| 30 | * the function is restricted to |
| 31 | * <pre> |
| 32 | * c<sub>1</sub>x<sub>1</sub> + ... c<sub>n</sub>x<sub>n</sub> = v |
| 33 | * </pre> |
| 34 | * and there may be linear constraints too, of one of the forms: |
| 35 | * <ul> |
| 36 | * <li>c<sub>1</sub>x<sub>1</sub> + ... c<sub>n</sub>x<sub>n</sub> = v</li> |
| 37 | * <li>c<sub>1</sub>x<sub>1</sub> + ... c<sub>n</sub>x<sub>n</sub> <= v</li> |
| 38 | * <li>c<sub>1</sub>x<sub>1</sub> + ... c<sub>n</sub>x<sub>n</sub> >= v</li> |
| 39 | * <li>l<sub>1</sub>x<sub>1</sub> + ... l<sub>n</sub>x<sub>n</sub> + l<sub>cst</sub> = |
| 40 | * r<sub>1</sub>x<sub>1</sub> + ... r<sub>n</sub>x<sub>n</sub> + r<sub>cst</sub></li> |
| 41 | * <li>l<sub>1</sub>x<sub>1</sub> + ... l<sub>n</sub>x<sub>n</sub> + l<sub>cst</sub> <= |
| 42 | * r<sub>1</sub>x<sub>1</sub> + ... r<sub>n</sub>x<sub>n</sub> + r<sub>cst</sub></li> |
| 43 | * <li>l<sub>1</sub>x<sub>1</sub> + ... l<sub>n</sub>x<sub>n</sub> + l<sub>cst</sub> >= |
| 44 | * r<sub>1</sub>x<sub>1</sub> + ... r<sub>n</sub>x<sub>n</sub> + r<sub>cst</sub></li> |
| 45 | * </ul> |
| 46 | * where the c<sub>i</sub>, l<sub>i</sub> or r<sub>i</sub> are the coefficients of |
| 47 | * the constraints, the x<sub>i</sub> are the coordinates of the current point and |
| 48 | * v is the value of the constraint. |
| 49 | * </p> |
| 50 | * @version $Revision: 811685 $ $Date: 2009-09-05 19:36:48 +0200 (sam. 05 sept. 2009) $ |
| 51 | * @since 2.0 |
| 52 | */ |
| 53 | public interface LinearOptimizer { |
| 54 | |
| 55 | /** Set the maximal number of iterations of the algorithm. |
| 56 | * @param maxIterations maximal number of function calls |
| 57 | */ |
| 58 | void setMaxIterations(int maxIterations); |
| 59 | |
| 60 | /** Get the maximal number of iterations of the algorithm. |
| 61 | * @return maximal number of iterations |
| 62 | */ |
| 63 | int getMaxIterations(); |
| 64 | |
| 65 | /** Get the number of iterations realized by the algorithm. |
| 66 | * <p> |
| 67 | * The number of evaluations corresponds to the last call to the |
| 68 | * {@link #optimize(LinearObjectiveFunction, Collection, GoalType, boolean) optimize} |
| 69 | * method. It is 0 if the method has not been called yet. |
| 70 | * </p> |
| 71 | * @return number of iterations |
| 72 | */ |
| 73 | int getIterations(); |
| 74 | |
| 75 | /** Optimizes an objective function. |
| 76 | * @param f linear objective function |
| 77 | * @param constraints linear constraints |
| 78 | * @param goalType type of optimization goal: either {@link GoalType#MAXIMIZE} |
| 79 | * or {@link GoalType#MINIMIZE} |
| 80 | * @param restrictToNonNegative whether to restrict the variables to non-negative values |
| 81 | * @return point/value pair giving the optimal value for objective function |
| 82 | * @exception OptimizationException if no solution fulfilling the constraints |
| 83 | * can be found in the allowed number of iterations |
| 84 | */ |
| 85 | RealPointValuePair optimize(LinearObjectiveFunction f, Collection<LinearConstraint> constraints, |
| 86 | GoalType goalType, boolean restrictToNonNegative) |
| 87 | throws OptimizationException; |
| 88 | |
| 89 | } |