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 } 90
