public LinearProgram(
	Vector objective,
	Matrix constraints,
	Vector rightHandSides,
	int equalities
)

Public Sub New ( 
	objective As Vector,
	constraints As Matrix,
	rightHandSides As Vector,
	equalities As Integer
)

public:
LinearProgram(
	Vector^ objective, 
	Matrix^ constraints, 
	Vector^ rightHandSides, 
	int equalities
)

new : 
        objective : Vector * 
        constraints : Matrix * 
        rightHandSides : Vector * 
        equalities : int -> LinearProgram

Parameters

objective

Type: Extreme.MathematicsVector
The vector of coefficients of the objective function.

constraints

Type: Extreme.MathematicsMatrix
The matrix of coefficients of the constraints.

rightHandSides

Type: Extreme.MathematicsVector
The vector of right-hand-sides of the constraints.

equalities

Type: SystemInt32
The number of equality constraints.

Use this constructor to create a linear program in standard form with equality constraints. It is more efficient to specify an equality constraint as a single constraint rather than as two inequality constraints with opposite bounds. This constructor is preferred for linear programs in standard form with equality constraints. The equalities must be listed first in the constraint matrix and in the right-hand sides, followed by the inequalities.

Note that it is much more efficient to specify bounds on variables directly than to encode the bounds in additional constraints. It is also more efficient to specify a boxed constraint as a single constraint than as two inequality constraints with opposite bounds. For linear programs with such constraints, the more general constructor is recommended.

The variables are given the names x1, x2... Constraints are given the names C1, C2...

Numerical Libraries

Reference