Example 2: Linear Programming

subject to:

is solved.

import com.imsl.math.*;

public class DenseLPEx2
{
	public static void  main(String[] args) throws Exception {
		int[] constraintType = {3};
		double[] upperBound = {1.0, 1.0};
		double[][] a = {{1.0, 1.0}};
		double[] b = {0.5};
		double[] upperLimit = {1.5};
		double[] c = {- 1.0, - 3.0};
		
		DenseLP zf = new DenseLP(a, b, c);
		
		zf.setUpperLimit(upperLimit);
		zf.setConstraintType(constraintType);
		zf.setUpperBound(upperBound);
		zf.solve();
		new PrintMatrix("Solution").print(zf.getPrimalSolution());
		new PrintMatrix("Dual Solution").print(zf.getDualSolution());
		System.out.println("Optimal Value = " + zf.getOptimalValue());
	}
}

Output

Solution
    0   
0  0.5  
1  1    

Dual Solution
   0   
0  -1  

Optimal Value = -3.5