Copyright | (c) Masahiro Sakai 2014-2015 |
---|---|
License | BSD-style |
Maintainer | masahiro.sakai@gmail.com |
Stability | provisional |
Portability | portable |
Safe Haskell | None |
Language | Haskell2010 |
Naïve implementation of Fourier-Motzkin Variable Elimination
Reference:
Documentation
optimize :: VarSet -> OptDir -> Expr Rational -> [Atom Rational] -> (Interval Rational, Rational -> Model Rational) Source
optimize dir obj φ
returns (I, lift)
where
I
is convex hull of feasible region, andlift
is a function, that takesx ∈ I
and returns the feasible solution with objective value better than or equal tox
.
Note:
(resp.lowerBound
i
) is the optimal value in case of minimization (resp. maximization).upperBound
i- If
I
is empty, then the problem is INFEASIBLE.