Package org.drip.function.rdtor1solver

Class VariateInequalityConstraintMultiplier

java.lang.Object

org.drip.function.rdtor1solver.VariateInequalityConstraintMultiplier

public class VariateInequalityConstraintMultiplier
extends java.lang.Object

VariateInequalityConstraintMultiplier holds the Variates and their Inequality Constraint Multipliers in either the Absolute or the Incremental Forms.

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

Author:

Lakshmi Krishnamurthy

Field Summary

Fields

Modifier and Type	Field	Description
static boolean	s_postBoundBlog	Flag Indicating whether the Variate Contents are to be Logged "After" Bounding
static boolean	s_preBoundBlog	Flag Indicating whether the Variate Contents are to be Logged "Before" Bounding

Constructor Summary

Constructors

Constructor	Description
VariateInequalityConstraintMultiplier(boolean incremental, double[] variateArray, double[] constraintMultiplierArray)	VariateInequalityConstraintMultiplier Constructor

Method Summary

Modifier and Type	Method	Description
static VariateInequalityConstraintMultiplier	Add(VariateInequalityConstraintMultiplier baseVariateConstriantMultiplier, VariateInequalityConstraintMultiplier incrementalVariateConstriantMultiplier, double incrementFactor, BoundMultivariate[] boundMultivariateFunctionArray)	Add the Specified VariateInequalityConstraintMultiplier Instances together
static VariateInequalityConstraintMultiplier	Add(VariateInequalityConstraintMultiplier baseVariateConstriantMultiplier, VariateInequalityConstraintMultiplier incrementalVariateConstriantMultiplier, BoundMultivariate[] boundMultivariateFunctionArray)	Add the Specified VariateInequalityConstraintMultiplier Instances together
static boolean	Compare(VariateInequalityConstraintMultiplier variateConstraint1, VariateInequalityConstraintMultiplier variateConstraint2, double relativeTolerance, double absoluteToleranceFallback, int comparisonVariate)	Compare the Specified VariateInequalityConstraintMultiplier Instances
double[]	constraintMultiplierArray()	Retrieve the Constraint Multipliers
boolean	incremental()	Retrieve the Incremental Flag
SizedVector	incrementVector()	Retrieve the Sized Vector Instance corresponding to the Increment
static VariateInequalityConstraintMultiplier	Subtract(VariateInequalityConstraintMultiplier baseVariateConstriantMultiplier, VariateInequalityConstraintMultiplier incrementalVariateConstriantMultiplier, double incrementFactor, BoundMultivariate[] boundMultivariateFunctionArray)	Subtract the Second VariateInequalityConstraintMultiplier Instance from the First
static VariateInequalityConstraintMultiplier	Subtract(VariateInequalityConstraintMultiplier baseVariateConstriantMultiplier, VariateInequalityConstraintMultiplier incrementalVariateConstriantMultiplier, BoundMultivariate[] boundMultivariateFunctionArray)	Subtract the Second VariateInequalityConstraintMultiplier Instance from the First
double[]	variateArray()	Retrieve the Array of Variates
double[]	variateConstraintMultipler()	Retrieve the Consolidated Variate/Constraint Multiplier Array
SizedVector	variateIncrementVector()	Retrieve the Sized Vector Instance corresponding to the Variate Increment

Methods inherited from class java.lang.Object

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

Field Details

s_preBoundBlog

public static boolean s_preBoundBlog

Flag Indicating whether the Variate Contents are to be Logged "Before" Bounding

s_postBoundBlog

public static boolean s_postBoundBlog

Flag Indicating whether the Variate Contents are to be Logged "After" Bounding

Constructor Details

VariateInequalityConstraintMultiplier

public VariateInequalityConstraintMultiplier(boolean incremental,
double[] variateArray,
double[] constraintMultiplierArray)
                                      throws java.lang.Exception

VariateInequalityConstraintMultiplier Constructor

Parameters:

incremental - TRUE - Tuple represents an Incremental Unit

variateArray - Array of Variates

constraintMultiplierArray - Array of Constraint Multipliers

Throws:

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

Method Details

Add

public static final VariateInequalityConstraintMultiplier Add(VariateInequalityConstraintMultiplier baseVariateConstriantMultiplier,
VariateInequalityConstraintMultiplier incrementalVariateConstriantMultiplier,
double incrementFactor,
BoundMultivariate[] boundMultivariateFunctionArray)

Add the Specified VariateInequalityConstraintMultiplier Instances together

Parameters:

baseVariateConstriantMultiplier - VariateInequalityConstraintMultiplier Instance Base

incrementalVariateConstriantMultiplier - VariateInequalityConstraintMultiplier Instance Increment

incrementFactor - The Increment Factor - 1. corresponds to Full Increment

boundMultivariateFunctionArray - Array of Bounded Multivariate Stubs

Returns:

The Added VariateInequalityConstraintMultiplier Instance

Add

public static final VariateInequalityConstraintMultiplier Add(VariateInequalityConstraintMultiplier baseVariateConstriantMultiplier,
VariateInequalityConstraintMultiplier incrementalVariateConstriantMultiplier,
BoundMultivariate[] boundMultivariateFunctionArray)

Add the Specified VariateInequalityConstraintMultiplier Instances together

Parameters:

baseVariateConstriantMultiplier - VariateInequalityConstraintMultiplier Instance Base

incrementalVariateConstriantMultiplier - VariateInequalityConstraintMultiplier Instance Increment

boundMultivariateFunctionArray - Array of Bounded Multivariate Stubs

Returns:

The Added VariateInequalityConstraintMultiplier Instance

Subtract

public static final VariateInequalityConstraintMultiplier Subtract(VariateInequalityConstraintMultiplier baseVariateConstriantMultiplier,
VariateInequalityConstraintMultiplier incrementalVariateConstriantMultiplier,
double incrementFactor,
BoundMultivariate[] boundMultivariateFunctionArray)

Subtract the Second VariateInequalityConstraintMultiplier Instance from the First

Parameters:

baseVariateConstriantMultiplier - VariateInequalityConstraintMultiplier Instance Base

incrementalVariateConstriantMultiplier - VariateInequalityConstraintMultiplier Instance Increment

incrementFactor - The Increment Factor - 1. corresponds to Full Increment

boundMultivariateFunctionArray - Array of Bounded Multivariate Stubs

Returns:

The Subtracted VariateInequalityConstraintMultiplier Instance

Subtract

public static final VariateInequalityConstraintMultiplier Subtract(VariateInequalityConstraintMultiplier baseVariateConstriantMultiplier,
VariateInequalityConstraintMultiplier incrementalVariateConstriantMultiplier,
BoundMultivariate[] boundMultivariateFunctionArray)

Subtract the Second VariateInequalityConstraintMultiplier Instance from the First

Parameters:

baseVariateConstriantMultiplier - VariateInequalityConstraintMultiplier Instance Base

incrementalVariateConstriantMultiplier - VariateInequalityConstraintMultiplier Instance Increment

boundMultivariateFunctionArray - Array of Bounded Multivariate Stubs

Returns:

The Subtracted VariateInequalityConstraintMultiplier Instance

Compare

public static final boolean Compare(VariateInequalityConstraintMultiplier variateConstraint1,
VariateInequalityConstraintMultiplier variateConstraint2,
double relativeTolerance,
double absoluteToleranceFallback,
int comparisonVariate)
                             throws java.lang.Exception

Compare the Specified VariateInequalityConstraintMultiplier Instances

Parameters:

variateConstraint1 - VariateInequalityConstraintMultiplier Instance #1

variateConstraint2 - VariateInequalityConstraintMultiplier Instance #2

relativeTolerance - The Relative Tolerance Between the Variates

absoluteToleranceFallback - The Absolute Tolerance Fall-back Between the Variates

comparisonVariate - The Number of Variates to Compare

Returns:

TRUE - The VariateInequalityConstraintMultiplier Instances are Close (Enough)

Throws:

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

incremental

public boolean incremental()

Retrieve the Incremental Flag

Returns:

TRUE - Tuple is Incremental

variateArray

public double[] variateArray()

Retrieve the Array of Variates

Returns:

Array of Variates

constraintMultiplierArray

public double[] constraintMultiplierArray()

Retrieve the Constraint Multipliers

Returns:

Array of Constraint Multipliers

variateConstraintMultipler

public double[] variateConstraintMultipler()

Retrieve the Consolidated Variate/Constraint Multiplier Array

Returns:

The Consolidated Variate/Constraint Multiplier Array

incrementVector

public SizedVector incrementVector()

Retrieve the Sized Vector Instance corresponding to the Increment

Returns:

The Sized Vector Instance corresponding to the Increment

variateIncrementVector

public SizedVector variateIncrementVector()

Retrieve the Sized Vector Instance corresponding to the Variate Increment

Returns:

The Sized Vector Instance corresponding to the Variate Increment