Package 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.

• 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.ConvergenceControl

OBJECTIVE_FUNCTION_SEQUENCE_CONVERGENCE, VARIATE_CONSTRAINT_SEQUENCE_CONVERGENCE

Constructor Summary

Constructors

Constructor	Description
InteriorPointBarrierControl(int convergenceType, double relativeTolerance, double absoluteTolerance, double initialStrength, double decayVelocity, int decayStepCount)	InteriorPointBarrierControl Constructor

Method Summary

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

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

absoluteTolerance, convergenceType, finderStepCount, relativeTolerance

Methods inherited from class java.lang.Object

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

Constructor Details

InteriorPointBarrierControl

public InteriorPointBarrierControl(int convergenceType,
double relativeTolerance,
double absoluteTolerance,
double initialStrength,
double decayVelocity,
int decayStepCount)
                            throws java.lang.Exception

InteriorPointBarrierControl Constructor

Parameters:

convergenceType - The Convergence Type

relativeTolerance - The Objective Function Relative Tolerance

absoluteTolerance - The Objective Function Absolute Tolerance

initialStrength - The Initial Barrier Strength Level

decayVelocity - The Barrier Decay Velocity

decayStepCount - The Number Barrier Decay Steps

Throws:

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

Method Details

Standard

public static InteriorPointBarrierControl Standard()

Construct a Standard InteriorPointBarrierControl Instance

Returns:

The Standard InteriorPointBarrierControl Instance

decayStepCount

public int decayStepCount()

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