org.drip.function.r1tor1solver

Class ExecutionControl

java.lang.Object

org.drip.function.r1tor1solver.ExecutionControl

public class ExecutionControl
extends java.lang.Object

ExecutionControl implements the core fixed point search execution control and customization functionality. ExecutionControl is used for a) calculating the absolute tolerance, and b) determining whether the OF has reached the goal. ExecutionControl determines the execution termination using its ExecutionControlParams instance.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
ExecutionControl(R1ToR1 of, ExecutionControlParams ecp) ExecutionControl constructor

Method Summary

Modifier and Type	Method and Description
double	calcAbsoluteOFTolerance(double dblOFInitial) Calculate the absolute OF tolerance using the initial OF value
double	calcAbsoluteVariateConvergence(double dblInitialVariate) Calculate the absolute variate convergence amount using the initial variate
int	getNumIterations() Retrieve the Number of Iterations
boolean	hasOFReachedGoal(double dblAbsoluteTolerance, double dblOF, double dblOFGoal) Check to see if the OF has reached the goal
boolean	isVariateConvergenceCheckEnabled() Indicate if the variate convergence check has been turned on

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

ExecutionControl

public ExecutionControl(R1ToR1 of,
                        ExecutionControlParams ecp)
                 throws java.lang.Exception

ExecutionControl constructor

Parameters:

of - Objective Function

ecp - Execution Control Parameters

Throws:

java.lang.Exception - Thrown if inputs are invalid

Method Detail

getNumIterations

public int getNumIterations()

Retrieve the Number of Iterations

Returns:

Number of solver iterations

calcAbsoluteOFTolerance

public double calcAbsoluteOFTolerance(double dblOFInitial)
                               throws java.lang.Exception

Calculate the absolute OF tolerance using the initial OF value

Parameters:

dblOFInitial - Initial OF Value

Returns:

The absolute OF Tolerance

Throws:

java.lang.Exception - Thrown if absolute tolerance cannot be calculated

calcAbsoluteVariateConvergence

public double calcAbsoluteVariateConvergence(double dblInitialVariate)
                                      throws java.lang.Exception

Calculate the absolute variate convergence amount using the initial variate

Parameters:

dblInitialVariate - Initial Variate

Returns:

The Absolute Variate Convergence Amount

Throws:

java.lang.Exception - Thrown if Absolute Variate Convergence Amount cannot be calculated

hasOFReachedGoal

public boolean hasOFReachedGoal(double dblAbsoluteTolerance,
                                double dblOF,
                                double dblOFGoal)
                         throws java.lang.Exception

Check to see if the OF has reached the goal

Parameters:

dblAbsoluteTolerance - Absolute Tolerance

dblOF - OF Value

dblOFGoal - OF Goal

Returns:

TRUE - If the OF has reached the goal

Throws:

java.lang.Exception - Thrown if the inputs are invalid

isVariateConvergenceCheckEnabled

public boolean isVariateConvergenceCheckEnabled()

Indicate if the variate convergence check has been turned on

Returns:

TRUE - Variate convergence check has been turned on