org.drip.function.rdtor1

Class ObjectiveConstraintVariateSet

java.lang.Object

org.drip.function.rdtor1.ObjectiveConstraintVariateSet

public class ObjectiveConstraintVariateSet
extends java.lang.Object

ObjectiveConstraintVariateSet holds the R^d and R^1 Variates corresponding to the Objective Function and the Constraint Function respectively.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
ObjectiveConstraintVariateSet(double[] adblObjectiveVariate, double[] adblConstraintVariate) ObjectiveConstraintVariate Constructor

Method Summary

Modifier and Type	Method and Description
double[]	constraintVariates() Retrieve the Array of the Constraint Function Variates
double[]	objectiveVariates() Retrieve the Array of the Objective Function Variates
static ObjectiveConstraintVariateSet	Partition(double[] adblVariate, int iNumObjectiveFunctionVariate) Partition the Variate Array into the Objective Function Input Variates and the Constraint Variate
static double[]	Preset(double[] adblObjectiveFunctionVariate, int iNumConstraintFunctionVariate) Make a Variate Set using a Pre-set Objective Variate Array with/without Constraint
static double[]	Uniform(int iNumObjectiveFunctionVariate, int iNumConstraintFunctionVariate) Make a Variate Set with/without Constraint
double[]	unify() Unify the Objective Function and the Constraint Function Input Variate Set
static double[]	Unitary(int iNumVariate) Make a Unitary Variate Set

Methods inherited from class java.lang.Object

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

Constructor Detail

ObjectiveConstraintVariateSet

public ObjectiveConstraintVariateSet(double[] adblObjectiveVariate,
                                     double[] adblConstraintVariate)
                              throws java.lang.Exception

ObjectiveConstraintVariate Constructor

Parameters:

adblObjectiveVariate - Array of the Objective Function Variates

adblConstraintVariate - Array of the Constraint Function Variates

Throws:

java.lang.Exception - Thrown if the Inputs are Invalid

Method Detail

Unitary

public static final double[] Unitary(int iNumVariate)

Make a Unitary Variate Set

Parameters:

iNumVariate - Number of Variates

Returns:

Unitary Variate Set

Uniform

public static final double[] Uniform(int iNumObjectiveFunctionVariate,
                                     int iNumConstraintFunctionVariate)

Make a Variate Set with/without Constraint

Parameters:

iNumObjectiveFunctionVariate - Number of the Objective Function Variates

iNumConstraintFunctionVariate - Number of the Constraint Function Variates

Returns:

Variate Set with/without Constraint

Preset

public static final double[] Preset(double[] adblObjectiveFunctionVariate,
                                    int iNumConstraintFunctionVariate)

Make a Variate Set using a Pre-set Objective Variate Array with/without Constraint

Parameters:

adblObjectiveFunctionVariate - Array of Pre-set Objective Variates

iNumConstraintFunctionVariate - Number of the Constraint Function Variates

Returns:

Variate Set using a Pre-set Objective Variate Array with/without Constraint

Partition

public static final ObjectiveConstraintVariateSet Partition(double[] adblVariate,
                                                            int iNumObjectiveFunctionVariate)

Partition the Variate Array into the Objective Function Input Variates and the Constraint Variate

Parameters:

adblVariate - The Input Variate Array

iNumObjectiveFunctionVariate - Number of the Objective Function Variates

Returns:

The ObjectiveConstraintVariateSet Instance

objectiveVariates

public double[] objectiveVariates()

Retrieve the Array of the Objective Function Variates

Returns:

The Array of the Objective Function Variates

constraintVariates

public double[] constraintVariates()

Retrieve the Array of the Constraint Function Variates

Returns:

The Array of the Constraint Function Variates

unify

public double[] unify()

Unify the Objective Function and the Constraint Function Input Variate Set

Returns:

The Unified Objective Function and the Constraint Function Input Variate Set