Syntax

C#
[SerializableAttribute] public class DenseLP

Visual Basic (Declaration)
<SerializableAttribute> _ Public Class DenseLP

Visual C++
[SerializableAttribute] public ref class DenseLP

Remarks

Class DenseLP uses an active set strategy to solve linear programming problems, i.e., problems of the form

$\mathop {\min }\limits_{x\; \in \;R^n } c^T x$

subject to

$b_l \le Ax \le b_u$

$\,\,x_l \le x \le x_u$

where c is the objective coefficient vector, A is the coefficient matrix, and the vectors , , , and are the lower and upper bounds on the constraints and the variables, respectively.

If the linear constraints are infeasible an solution to the constraints are used as a replacement for the stated constraints. An exception is thrown but a generalized solution is computed and available using methods GetSolution or GetDualSolution. Similar comments hold for any of the three additional conditions:

There are multiple solutions;
some constraints are discarded, or
cycling in the algorithm is identified.

Refer to the following paper for further information: Krogh, Fred, T. (2005), An Algorithm for Linear Programming, http://mathalacarte.com/fkrogh/pub/lp.pdf , Tujunga, CA.

Inheritance Hierarchy

System..::.Object
Imsl.Math..::.DenseLP

Syntax

Remarks

Inheritance Hierarchy

See Also