Package org.drip.function.rdtor1solver

Class InteriorFixedPointFinder

java.lang.Object

org.drip.function.rdtor1solver.FixedRdFinder

org.drip.function.rdtor1solver.InteriorFixedPointFinder

public class InteriorFixedPointFinder
extends FixedRdFinder

InteriorFixedPointFinder generates the Iterators for solving R^d To R¹ Convex/Non-Convex Functions Under Inequality Constraints loaded using a Barrier Coefficient.

• Module = Numerical Core Module
• Library = Numerical Optimizer
• Project = Function
• Package = R^d To R¹ Solver

Author:

Lakshmi Krishnamurthy

Field Summary

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

s_verifierIncrementBlog

Constructor Summary

Constructors

Constructor	Description
InteriorFixedPointFinder(RdToR1 rdToR1ObjectiveFunction, RdToR1[] inequalityConstraintMultivariateFunctionArray, LineStepEvolutionControl lsec, ConvergenceControl cc, double barrierStrength)	InteriorFixedPointFinder Constructor

Method Summary

Modifier and Type	Method	Description
double	barrierStrength()	Retrieve the Barrier Strength
VariateInequalityConstraintMultiplier	increment(VariateInequalityConstraintMultiplier currentVariateConstraint)	Produce the Incremental Variate-Constraint Multiplier
RdToR1[]	inequalityConstraintMultivariateFunctionArray()	Retrieve the Array of Inequality Constraint Function
VariateInequalityConstraintMultiplier	next(VariateInequalityConstraintMultiplier currentVariateConstraint, VariateInequalityConstraintMultiplier incrementalVariateConstraint, double incrementFraction)	Iterate Over to the Next Variate-Constraint Multiplier Tuple

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

convergenceControl, convergeObjectiveFunction, convergeVariate, find, incrementFraction, lineStepEvolutionControl, objectiveFunction

Methods inherited from class java.lang.Object

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

Constructor Details

InteriorFixedPointFinder

public InteriorFixedPointFinder(RdToR1 rdToR1ObjectiveFunction,
RdToR1[] inequalityConstraintMultivariateFunctionArray,
LineStepEvolutionControl lsec,
ConvergenceControl cc,
double barrierStrength)
                         throws java.lang.Exception

InteriorFixedPointFinder Constructor

Parameters:

rdToR1ObjectiveFunction - The Objective Function

inequalityConstraintMultivariateFunctionArray - Array of Inequality Constraints

lsec - The Line Step Evolution Control

cc - Convergence Control Parameters

barrierStrength - Barrier Strength

Throws:

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

Method Details

inequalityConstraintMultivariateFunctionArray

public RdToR1[] inequalityConstraintMultivariateFunctionArray()

Retrieve the Array of Inequality Constraint Function

Returns:

The Array of Inequality Constraint Function

barrierStrength

public double barrierStrength()

Retrieve the Barrier Strength

Returns:

The Barrier Strength

increment

public VariateInequalityConstraintMultiplier increment(VariateInequalityConstraintMultiplier currentVariateConstraint)

Description copied from class: FixedRdFinder

Produce the Incremental Variate-Constraint Multiplier

Specified by:

increment in class FixedRdFinder

Parameters:

currentVariateConstraint - The Current Variate-Constraint Multiplier Tuple

Returns:

The Incremental Variate-Constraint Multiplier

next

public VariateInequalityConstraintMultiplier next(VariateInequalityConstraintMultiplier currentVariateConstraint,
VariateInequalityConstraintMultiplier incrementalVariateConstraint,
double incrementFraction)

Description copied from class: FixedRdFinder

Iterate Over to the Next Variate-Constraint Multiplier Tuple

Specified by:

next in class FixedRdFinder

Parameters:

currentVariateConstraint - The Current Variate-Constraint Multiplier Tuple

incrementalVariateConstraint - The Incremental Variate-Constraint Multiplier Tuple

incrementFraction - The Incremental Fraction to be applied

Returns:

The Next Variate-Constraint Multiplier Set