Package org.drip.function.rdtor1

Class ObjectiveConstraintVariateSet

java.lang.Object
org.drip.function.rdtor1.ObjectiveConstraintVariateSet
public class ObjectiveConstraintVariateSet
extends java.lang.Object
ObjectiveConstraintVariateSet holds a Rd To R1 Variates corresponding to the Objective Function and the Constraint Function respectively.

Author:
Lakshmi Krishnamurthy

  • Constructor Summary

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

  • Method Summary

    Modifier and Type Method 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 Details

    • 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 Details

    • 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