org.drip.function.rdtor1solver

Class InteriorPointBarrierControl

java.lang.Object

org.drip.function.rdtor1solver.ConvergenceControl

org.drip.function.rdtor1solver.InteriorPointBarrierControl

public class InteriorPointBarrierControl
extends ConvergenceControl

InteriorPointBarrierControl contains the Barrier Iteration Control Parameters.

Author:

Lakshmi Krishnamurthy

Field Summary

Fields inherited from class org.drip.function.rdtor1solver.ConvergenceControl

OBJECTIVE_FUNCTION_SEQUENCE_CONVERGENCE, VARIATE_CONSTRAINT_SEQUENCE_CONVERGENCE

Constructor Summary

Constructors

Constructor and Description
InteriorPointBarrierControl(int iConvergenceType, double dblRelativeTolerance, double dblAbsoluteTolerance, double dblInitialStrength, double dblDecayVelocity, int iNumDecaySteps) InteriorPointBarrierControl Constructor

Method Summary

Modifier and Type	Method and Description
double	decayVelocity() Retrieve the Decay Velocity
double	initialStrength() Retrieve the Initial Barrier Strength
int	numDecaySteps() Retrieve the Number of Decay Steps
static InteriorPointBarrierControl	Standard() Construct a Standard InteriorPointBarrierControl Instance

Methods inherited from class org.drip.function.rdtor1solver.ConvergenceControl

absoluteTolerance, convergenceType, numFinderSteps, relativeTolerance

Methods inherited from class java.lang.Object

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

Constructor Detail

InteriorPointBarrierControl

public InteriorPointBarrierControl(int iConvergenceType,
                                   double dblRelativeTolerance,
                                   double dblAbsoluteTolerance,
                                   double dblInitialStrength,
                                   double dblDecayVelocity,
                                   int iNumDecaySteps)
                            throws java.lang.Exception

InteriorPointBarrierControl Constructor

Parameters:

iConvergenceType - The Convergence Type

dblRelativeTolerance - The Objective Function Relative Tolerance

dblAbsoluteTolerance - The Objective Function Absolute Tolerance

dblInitialStrength - The Initial Barrier Strength Level

dblDecayVelocity - The Barrier Decay Velocity

iNumDecaySteps - The Number Barrier Decay Steps

Throws:

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

Method Detail

Standard

public static InteriorPointBarrierControl Standard()

Construct a Standard InteriorPointBarrierControl Instance

Returns:

The Standard InteriorPointBarrierControl Instance

numDecaySteps

public int numDecaySteps()

Retrieve the Number of Decay Steps

Returns:

The Number of Decay Steps

initialStrength

public double initialStrength()

Retrieve the Initial Barrier Strength

Returns:

The Initial Barrier Strength

decayVelocity

public double decayVelocity()

Retrieve the Decay Velocity

Returns:

The Decay Velocity