package linear
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- Protected
Type Members
- class AffineScaling extends SerializableLogging
Simple LP solver based on http://en.wikipedia.org/wiki/Karmarkar's_algorithm Note that this is not Karmarkar's algorithm.
- trait BipartiteMatching extends AnyRef
Algorithms for finding a bipartite matching.
Algorithms for finding a bipartite matching. We include one optimal algorithm (KuhnMunkres) and one greedy algorithm (competitive linking).
Algorithms find minimum matchings.
- class ConjugateGradient[T, M] extends SerializableLogging
Solve argmin (a dot x + .5 * x dot (B * x) + .5 * normSquaredPenalty * (x dot x)) for x subject to norm(x) <= maxNormValue
Solve argmin (a dot x + .5 * x dot (B * x) + .5 * normSquaredPenalty * (x dot x)) for x subject to norm(x) <= maxNormValue
Based on the code from "Trust Region Newton Method for Large-Scale Logistic Regression" * @author dlwh
- case class InfeasibleProblem(prob: Problem) extends RuntimeException with Product with Serializable
- class LinearProgram extends AnyRef
DSL for LinearPrograms.
DSL for LinearPrograms. Not thread-safe per instance. Make multiple instances
Basic example:
val lp = new LP import lp._ val x = new Positive("x") val y = new Positive("y") val result = maximize ( (3 * x+ 4 * y) subjectTo( x <= 3, y <= 1)) result.valueOf(x) // 3
- class NNLS extends SerializableLogging
NNLS solves nonnegative least squares problems using a modified projected gradient method.
- class PowerMethod extends SerializableLogging
Power Method to compute maximum eigen value and companion object to compute minimum eigen value through inverse power iterations
Value Members
- object AffineScaling extends AffineScaling
- object BranchAndBound
mixed 0-1 ILP Solver based on Branch and bound
mixed 0-1 ILP Solver based on Branch and bound
- See also
http://www.ee.ucla.edu/ee236a/lectures/intlp.pdf
- object CompetitiveLinking extends BipartiteMatching
- object InteriorPoint
InteriorPoint solver for LPs.
- object KuhnMunkres extends BipartiteMatching
Algorithm to find a minimum cost matching on a bipartite graph.
Algorithm to find a minimum cost matching on a bipartite graph.
Implements the hungarian algorithm.
- object LinearProgram
- object NNLS extends Serializable
- object PowerMethod extends Serializable