WebCab Optimization for COM v2.6

LinearProgramming.FunctionValue Method 

Returns the value of the linear programming object function at the given coordinate values.

public double FunctionValue(
   double[] coefficients,
   double[] coordinateValues
);

Parameters

coefficients
The coefficients of the linear objective function f, where f(x1, x2, ...) = coefficients1 * x1 + coefficients2 * x2 + ....
coordinateValues
The N-dimensional point x1, x2, ..., xN where the function will be evaluated. The number of coordinate values must match the number of coefficients.

Return Value

The value of the object function at the given coordinates.

Remarks

The object function is described by its coefficients (see MultiLinearSimplex).

The linear (programming) object functions f can be written in the following form:

f(x1, x2, ..., xN) = coefficients1 * x1 + coefficients2 * x2 + ... + coefficientsN * xN,
where N is the number of variables considered, coefficientsi are the set of coefficients of the linear function and x1,...,xN are the coordinates (i.e. the degrees of freedom of the problem) of the solution set over which a point where a maximum of the linear function is sought.

See Also

LinearProgramming Class | WebCab.COM.Math.Optimization.LinearProgramming Namespace