Package 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 Rd To R1 Convergence Control/Tuning Parameters.

Author:
Lakshmi Krishnamurthy

  • Field Summary

    Fields
    Modifier and Type Field 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 Description
    ConvergenceControl​(int convergenceType, double relativeTolerance, double absoluteTolerance, int finderStepCount)
    ConvergenceControl Constructor

  • Method Summary

    Modifier and Type Method Description
    double absoluteTolerance()
    Retrieve the Absolute Tolerance
    int convergenceType()
    Retrieve the Convergence Type
    int finderStepCount()
    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 Details

    • 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 Details

    • ConvergenceControl

      public ConvergenceControl​(int convergenceType, double relativeTolerance, double absoluteTolerance, int finderStepCount) throws java.lang.Exception
      ConvergenceControl Constructor
      Parameters:
      convergenceType - The Convergence Type
      relativeTolerance - The Objective Function Relative Tolerance
      absoluteTolerance - The Objective Function Absolute Tolerance
      finderStepCount - The Number of the Fixed Point Finder Steps
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid

  • Method Details

    • 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

    • finderStepCount

      public int finderStepCount()
      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