org.drip.function.rdtor1solver

Class BarrierFixedPointFinder

java.lang.Object

org.drip.function.rdtor1solver.BarrierFixedPointFinder

public class BarrierFixedPointFinder
extends java.lang.Object

BarrierFixedPointFinder invokes the Iterative Finders for locating the Fixed Point for R^d To R^1 Convex/Non-Convex Functions Under Inequality Constraints using Barrier Sequences of decaying Strengths.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
BarrierFixedPointFinder(RdToR1 rdToR1ObjectiveFunction, RdToR1[] aRdToR1InequalityConstraint, InteriorPointBarrierControl ipbc, LineStepEvolutionControl lsec) BarrierFixedPointFinder Constructor

Method Summary

Modifier and Type	Method and Description
InteriorPointBarrierControl	control() Retrieve the Interior Point Barrier Strength Control Parameters
RdToR1[]	inequalityConstraints() Retrieve the Array of Inequality Constraints
RdToR1	objectiveFunction() Retrieve the Objective Function
VariateInequalityConstraintMultiplier	solve(double[] adblStartingVariate) Solve for the Optimal Variate-Inequality Constraint Multiplier Tuple using the Barrier Iteration Parameters provided by the IPBC Instance

Methods inherited from class java.lang.Object

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

Constructor Detail

BarrierFixedPointFinder

public BarrierFixedPointFinder(RdToR1 rdToR1ObjectiveFunction,
                               RdToR1[] aRdToR1InequalityConstraint,
                               InteriorPointBarrierControl ipbc,
                               LineStepEvolutionControl lsec)
                        throws java.lang.Exception

BarrierFixedPointFinder Constructor

Parameters:

rdToR1ObjectiveFunction - The Objective Function

aRdToR1InequalityConstraint - Array of Inequality Constraints

ipbc - Interior Point Barrier Strength Control Parameters

lsec - Line Step Evolution Verifier Control Parameters

Throws:

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

Method Detail

objectiveFunction

public RdToR1 objectiveFunction()

Retrieve the Objective Function

Returns:

The Objective Function

inequalityConstraints

public RdToR1[] inequalityConstraints()

Retrieve the Array of Inequality Constraints

Returns:

The Array of Inequality Constraints

control

public InteriorPointBarrierControl control()

Retrieve the Interior Point Barrier Strength Control Parameters

Returns:

The Interior Point Barrier Strength Control Parameters

solve

public VariateInequalityConstraintMultiplier solve(double[] adblStartingVariate)

Solve for the Optimal Variate-Inequality Constraint Multiplier Tuple using the Barrier Iteration Parameters provided by the IPBC Instance

Parameters:

adblStartingVariate - The Starting Variate Sequence

Returns:

The Optimal Variate-Inequality Constraint Multiplier Tuple