org.drip.function.rdtor1solver

Class ConvergenceControl

java.lang.Object

org.drip.function.rdtor1solver.ConvergenceControl

Direct Known Subclasses:

InteriorPointBarrierControl

public class ConvergenceControl
extends java.lang.Object

ConvergenceControl contains the R^d To R^1 Convergence Control/Tuning Parameters.

Author:

Lakshmi Krishnamurthy

Field Summary

Fields

Modifier and Type	Field and Description
static int	OBJECTIVE_FUNCTION_SEQUENCE_CONVERGENCE Solve Using the Convergence of the Objective Function Realization
static int	VARIATE_CONSTRAINT_SEQUENCE_CONVERGENCE Solve Using the Convergence of the Variate/Constraint Multiplier Tuple Realization

Constructor Summary

Constructors

Constructor and Description
ConvergenceControl(int iConvergenceType, double dblRelativeTolerance, double dblAbsoluteTolerance, int iNumFinderSteps) ConvergenceControl Constructor

Method Summary

Modifier and Type	Method and Description
double	absoluteTolerance() Retrieve the Absolute Tolerance
int	convergenceType() Retrieve the Convergence Type
int	numFinderSteps() Retrieve the Number of Finder Steps
double	relativeTolerance() Retrieve the Relative Tolerance
static ConvergenceControl	Standard() Construct a Standard ConvergenceControl Instance

Methods inherited from class java.lang.Object

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

Field Detail

OBJECTIVE_FUNCTION_SEQUENCE_CONVERGENCE

public static final int OBJECTIVE_FUNCTION_SEQUENCE_CONVERGENCE

Solve Using the Convergence of the Objective Function Realization

See Also:

Constant Field Values

VARIATE_CONSTRAINT_SEQUENCE_CONVERGENCE

public static final int VARIATE_CONSTRAINT_SEQUENCE_CONVERGENCE

Solve Using the Convergence of the Variate/Constraint Multiplier Tuple Realization

See Also:

Constant Field Values

Constructor Detail

ConvergenceControl

public ConvergenceControl(int iConvergenceType,
                          double dblRelativeTolerance,
                          double dblAbsoluteTolerance,
                          int iNumFinderSteps)
                   throws java.lang.Exception

ConvergenceControl Constructor

Parameters:

iConvergenceType - The Convergence Type

dblRelativeTolerance - The Objective Function Relative Tolerance

dblAbsoluteTolerance - The Objective Function Absolute Tolerance

iNumFinderSteps - The Number of the Fixed Point Finder Steps

Throws:

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

Method Detail

Standard

public static ConvergenceControl Standard()

Construct a Standard ConvergenceControl Instance

Returns:

The Standard ConvergenceControl Instance

convergenceType

public int convergenceType()

Retrieve the Convergence Type

Returns:

The Convergence Type

numFinderSteps

public int numFinderSteps()

Retrieve the Number of Finder Steps

Returns:

The Number of Finder Steps

relativeTolerance

public double relativeTolerance()

Retrieve the Relative Tolerance

Returns:

The Relative Tolerance

absoluteTolerance

public double absoluteTolerance()

Retrieve the Absolute Tolerance

Returns:

The Absolute Tolerance