athena.utils.linear_program_ineq¶
-
linear_program_ineq(c, A, b)[source]¶ Solves an equality constrained linear program with variable bounds. This method returns the minimizer of the following linear program.
minimize c^T x subject to A x >= b
- Parameters
c (numpy.ndarray) – coefficients vector of the linear objective function to be minimized.
A (numpy.ndarray) – 2-D array which, when matrix-multiplied by x, gives the values of the lower-bound inequality constraints at x.
b (numpy.ndarray) – 1-D array of values representing the lower-bound of each inequality constraint (row) in A.
- Returns
the independent variable vector which minimizes the linear programming problem.
- Return type
- Raises
RuntimeError