ExecutionInitializer.java

  1. package org.drip.function.r1tor1solver;

  3. /*
  4.  * -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
  5.  */

  7. /*!
  8.  * Copyright (C) 2020 Lakshmi Krishnamurthy
  9.  * Copyright (C) 2019 Lakshmi Krishnamurthy
  10.  * Copyright (C) 2018 Lakshmi Krishnamurthy
  11.  * Copyright (C) 2017 Lakshmi Krishnamurthy
  12.  * Copyright (C) 2016 Lakshmi Krishnamurthy
  13.  * Copyright (C) 2015 Lakshmi Krishnamurthy
  14.  * Copyright (C) 2014 Lakshmi Krishnamurthy
  15.  * Copyright (C) 2013 Lakshmi Krishnamurthy
  16.  * Copyright (C) 2012 Lakshmi Krishnamurthy
  17.  * 
  18.  *  This file is part of DROP, an open-source library targeting analytics/risk, transaction cost analytics,
  19.  *      asset liability management analytics, capital, exposure, and margin analytics, valuation adjustment
  20.  *      analytics, and portfolio construction analytics within and across fixed income, credit, commodity,
  21.  *      equity, FX, and structured products. It also includes auxiliary libraries for algorithm support,
  22.  *      numerical analysis, numerical optimization, spline builder, model validation, statistical learning,
  23.  *      and computational support.
  24.  *  
  25.  *      https://lakshmidrip.github.io/DROP/
  26.  *  
  27.  *  DROP is composed of three modules:
  28.  *  
  29.  *  - DROP Product Core - https://lakshmidrip.github.io/DROP-Product-Core/
  30.  *  - DROP Portfolio Core - https://lakshmidrip.github.io/DROP-Portfolio-Core/
  31.  *  - DROP Computational Core - https://lakshmidrip.github.io/DROP-Computational-Core/
  32.  * 
  33.  *  DROP Product Core implements libraries for the following:
  34.  *  - Fixed Income Analytics
  35.  *  - Loan Analytics
  36.  *  - Transaction Cost Analytics
  37.  * 
  38.  *  DROP Portfolio Core implements libraries for the following:
  39.  *  - Asset Allocation Analytics
  40.  *  - Asset Liability Management Analytics
  41.  *  - Capital Estimation Analytics
  42.  *  - Exposure Analytics
  43.  *  - Margin Analytics
  44.  *  - XVA Analytics
  45.  * 
  46.  *  DROP Computational Core implements libraries for the following:
  47.  *  - Algorithm Support
  48.  *  - Computation Support
  49.  *  - Function Analysis
  50.  *  - Model Validation
  51.  *  - Numerical Analysis
  52.  *  - Numerical Optimizer
  53.  *  - Spline Builder
  54.  *  - Statistical Learning
  55.  * 
  56.  *  Documentation for DROP is Spread Over:
  57.  * 
  58.  *  - Main                     => https://lakshmidrip.github.io/DROP/
  59.  *  - Wiki                     => https://github.com/lakshmiDRIP/DROP/wiki
  60.  *  - GitHub                   => https://github.com/lakshmiDRIP/DROP
  61.  *  - Repo Layout Taxonomy     => https://github.com/lakshmiDRIP/DROP/blob/master/Taxonomy.md
  62.  *  - Javadoc                  => https://lakshmidrip.github.io/DROP/Javadoc/index.html
  63.  *  - Technical Specifications => https://github.com/lakshmiDRIP/DROP/tree/master/Docs/Internal
  64.  *  - Release Versions         => https://lakshmidrip.github.io/DROP/version.html
  65.  *  - Community Credits        => https://lakshmidrip.github.io/DROP/credits.html
  66.  *  - Issues Catalog           => https://github.com/lakshmiDRIP/DROP/issues
  67.  *  - JUnit                    => https://lakshmidrip.github.io/DROP/junit/index.html
  68.  *  - Jacoco                   => https://lakshmidrip.github.io/DROP/jacoco/index.html
  69.  * 
  70.  *  Licensed under the Apache License, Version 2.0 (the "License");
  71.  *      you may not use this file except in compliance with the License.
  72.  *   
  73.  *  You may obtain a copy of the License at
  74.  *      http://www.apache.org/licenses/LICENSE-2.0
  75.  *  
  76.  *  Unless required by applicable law or agreed to in writing, software
  77.  *      distributed under the License is distributed on an "AS IS" BASIS,
  78.  *      WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
  79.  *  
  80.  *  See the License for the specific language governing permissions and
  81.  *      limitations under the License.
  82.  */

  84. /**
  85.  * <i>ExecutionInitializer</i> implements the initialization execution and customization functionality.
  86.  * <br><br>
  87.  * ExecutionInitializer performs two types of variate initialization:
  88.  * <br>
  89.  * <ul>
  90.  *  <li>
  91.  *      Bracketing initialization: This brackets the fixed point using the bracketing algorithm described in
  92.  *          https://lakshmidrip.github.io/DROP-Numerical-Core/. If successful, a pair of variate/OF
  93.  *          coordinate nodes that bracket the fixed point are generated. These brackets are eventually used
  94.  *          by routines that iteratively determine the fixed point. Bracketing initialization is controlled
  95.  *          by the parameters in BracketingControlParams.
  96.  *  </li>
  97.  *  <li>
  98.  *      Convergence Zone initialization: This generates a variate that lies within the convergence zone for
  99.  *          the iterative determination of the fixed point using the Newton's method. Convergence Zone
  100.  *          Determination is controlled by the parameters in ConvergenceControlParams.
  101.  *  </li>
  102.  * </ul>
  103.  *
  104.  * ExecutionInitializer behavior can be customized/optimized through several of the initialization heuristics
  105.  *  techniques implemented in the InitializationHeuristics class.
  106.  *
  107.  *  <br><br>
  108.  *  <ul>
  109.  *      <li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/ComputationalCore.md">Computational Core Module</a></li>
  110.  *      <li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/NumericalAnalysisLibrary.md">Numerical Analysis Library</a></li>
  111.  *      <li><b>Project</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/function/README.md">R<sup>d</sup> To R<sup>d</sup> Function Analysis</a></li>
  112.  *      <li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/function/r1tor1solver/README.md">Built-in R<sup>1</sup> To R<sup>1</sup> Solvers</a></li>
  113.  *  </ul>
  114.  * 
  115.  * @author Lakshmi Krishnamurthy
  116.  */

  118. public class ExecutionInitializer {

  120.     class StartingVariateOF {
  121.         public double _dblOF = java.lang.Double.NaN;
  122.         public double _dblVariate = java.lang.Double.NaN;

  124.         public StartingVariateOF (
  125.             final double dblVariate,
  126.             final double dblOF)
  127.             throws java.lang.Exception
  128.         {
  129.             if (!org.drip.numerical.common.NumberUtil.IsValid (_dblOF = dblOF) ||
  130.                 !org.drip.numerical.common.NumberUtil.IsValid (_dblVariate = dblVariate))
  131.                 throw new java.lang.Exception ("StartingVariateOF constructor: Invalid inputs!");
  132.         }
  133.     }

  135.     private boolean _bTrendBracketRight = false;
  136.     private org.drip.function.definition.R1ToR1 _of = null;
  137.     private org.drip.function.r1tor1solver.ConvergenceControlParams _ccp = null;

  139.     private java.util.SortedMap<java.lang.Double, java.lang.Double> _mapOFMap = new
  140.         java.util.TreeMap<java.lang.Double, java.lang.Double>();

  142.     private double evaluateOF (
  143.         final double dblVariate)
  144.         throws java.lang.Exception
  145.     {
  146.         if (_mapOFMap.containsKey (dblVariate)) return _mapOFMap.get (dblVariate);

  148.         double dblOF = _of.evaluate (dblVariate);

  150.         if (org.drip.numerical.common.NumberUtil.IsValid (dblOF)) _mapOFMap.put (dblVariate, dblOF);

  152.         return dblOF;
  153.     }

  155.     private StartingVariateOF validateVariate (
  156.         final double dblVariate,
  157.         final org.drip.function.r1tor1solver.BracketingOutput bop)
  158.     {
  159.         double dblOF = java.lang.Double.NaN;

  161.         try {
  162.             dblOF = evaluateOF (dblVariate);
  163.         } catch (java.lang.Exception e) {
  164.             dblOF = java.lang.Double.NaN;
  165.         }

  167.         if (!bop.incrOFCalcs() || !org.drip.numerical.common.NumberUtil.IsValid (dblOF)) return null;

  169.         _mapOFMap.put (dblVariate, dblOF);

  171.         try {
  172.             return new StartingVariateOF (dblVariate, dblOF);
  173.         } catch (java.lang.Exception e) {
  174.             e.printStackTrace();
  175.         }

  177.         return null;
  178.     }

  180.     private StartingVariateOF initializeBracketingVariate (
  181.         final int iNumExpansions,
  182.         final double dblBracketVariateStart,
  183.         final double dblBracketWidthStart,
  184.         final double dblBracketWidthExpansionFactor,
  185.         final org.drip.function.r1tor1solver.BracketingOutput bop)
  186.     {
  187.         StartingVariateOF sv = validateVariate (dblBracketVariateStart, bop);

  189.         if (null != sv) return sv;

  191.         double dblVariate = dblBracketVariateStart;
  192.         int iNumExpansionsCurrent = iNumExpansions;
  193.         double dblBracketWidth = dblBracketWidthStart;
  194.         double dblBracketLeft = dblVariate - dblBracketWidth;
  195.         double dblBracketRight = dblVariate + dblBracketWidth;

  197.         while (0 <= iNumExpansionsCurrent--) {
  198.             if (_bTrendBracketRight) {
  199.                 if (null != (sv = validateVariate (dblBracketRight, bop))) return sv;

  201.                 if (null != (sv = validateVariate (dblBracketLeft, bop))) return sv;
  202.             } else {
  203.                 if (null != (sv = validateVariate (dblBracketLeft, bop))) return sv;

  205.                 if (null != (sv = validateVariate (dblBracketRight, bop))) return sv;
  206.             }

  208.             dblBracketWidth *= dblBracketWidthExpansionFactor;
  209.             dblBracketLeft = dblVariate - dblBracketWidth;
  210.             dblBracketRight = dblVariate + dblBracketWidth;
  211.         }

  213.         return null;
  214.     }

  216.     private boolean bracketingDone (
  217.         final double dblVariateLeft,
  218.         final double dblVariateRight,
  219.         final double dblOFLeft,
  220.         final double dblOFRight,
  221.         final double dblOFGoal,
  222.         final org.drip.function.r1tor1solver.BracketingOutput bop)
  223.     {
  224.         if (!org.drip.numerical.common.NumberUtil.IsValid (dblOFLeft) || !org.drip.numerical.common.NumberUtil.IsValid
  225.             (dblOFRight))
  226.             return false;

  228.         if (((dblOFLeft - dblOFGoal) * (dblOFRight - dblOFGoal)) > 0.) return false;

  230.         double dblOF = java.lang.Double.NaN;
  231.         double dblOFPrev = java.lang.Double.NaN;
  232.         double dblVariate = java.lang.Double.NaN;
  233.         double dblVariatePrev = java.lang.Double.NaN;

  235.         for (java.util.Map.Entry<java.lang.Double, java.lang.Double> me : _mapOFMap.entrySet()) {
  236.             dblVariate = me.getKey();

  238.             dblOF = me.getValue();

  240.             if (org.drip.numerical.common.NumberUtil.IsValid (dblVariatePrev) &&
  241.                 org.drip.numerical.common.NumberUtil.IsValid (dblOFPrev) && (((dblOF - dblOFGoal) * (dblOFPrev -
  242.                     dblOFGoal)) < 0.)) {
  243.                 try {
  244.                     bop.done (dblVariatePrev, dblVariate, dblOFPrev, dblOF,
  245.                         org.drip.function.r1tor1solver.VariateIteratorPrimitive.Bisection (dblVariatePrev,
  246.                             dblVariate));
  247.                 } catch (java.lang.Exception e) {
  248.                 }

  250.                 return true;
  251.             }

  253.             dblOFPrev = dblOF;
  254.             dblVariatePrev = dblVariate;
  255.         }

  257.         try {
  258.             bop.done (dblVariateLeft, dblVariateRight, dblOFLeft, dblOFRight,
  259.                 org.drip.function.r1tor1solver.VariateIteratorPrimitive.Bisection (dblVariateLeft, dblVariateRight));
  260.         } catch (java.lang.Exception e) {
  261.         }

  263.         return true;
  264.     }

  266.     private boolean isInConvergenceZone (
  267.         final double dblConvergenceZoneVariate,
  268.         final double dblOFGoal,
  269.         final org.drip.function.r1tor1solver.ConvergenceOutput cop)
  270.         throws java.lang.Exception
  271.     {
  272.         if (!cop.incrOFCalcs())
  273.             throw new java.lang.Exception
  274.                 ("ExecutionInitializer::isInConvergenceZone => Cannot increment OF in the output");

  276.         double dblOFValue = evaluateOF (dblConvergenceZoneVariate) - dblOFGoal;

  278.         if (!org.drip.numerical.common.NumberUtil.IsValid (dblOFValue))
  279.             throw new java.lang.Exception
  280.                 ("ExecutionInitializer::isInConvergenceZone => Cannot evaluate OF for variate " +
  281.                     dblConvergenceZoneVariate);

  283.         if (!cop.incrOFDerivCalcs())
  284.             throw new java.lang.Exception
  285.                 ("ExecutionInitializer::isInConvergenceZone => Cannot increment OF deriv count in the output");

  287.         org.drip.numerical.differentiation.Differential diff1D = _of.differential (dblConvergenceZoneVariate, 1);

  289.         if (null == diff1D)
  290.             throw new java.lang.Exception
  291.                 ("ExecutionInitializer::isInConvergenceZone => Cannot evaluate OF first deriv for variate " +
  292.                     dblConvergenceZoneVariate);

  294.         if (!cop.incrOFDerivCalcs() && !cop.incrOFDerivCalcs())
  295.             throw new java.lang.Exception
  296.                 ("ExecutionInitializer::isInConvergenceZone => Cannot increment OF deriv in the output");

  298.         org.drip.numerical.differentiation.Differential diff2D = _of.differential (dblConvergenceZoneVariate, 2);

  300.         if (null == diff2D)
  301.             throw new java.lang.Exception
  302.                 ("ExecutionInitializer::isInConvergenceZone => Cannot evaluate OF second deriv for variate "
  303.                     + dblConvergenceZoneVariate);

  305.         return java.lang.Math.abs (dblOFValue * diff2D.calcSlope (false)) < (diff1D.calcSlope (false) *
  306.             diff1D.calcSlope (false) * _ccp.getConvergenceZoneEdgeLimit());
  307.     }

  309.     private boolean leftOFValidityEdgeReached (
  310.         final double dblVariateLeft,
  311.         final double dblOFLeft,
  312.         final org.drip.function.r1tor1solver.InitializationHeuristics ih)
  313.     {
  314.         return !org.drip.numerical.common.NumberUtil.IsValid (dblOFLeft) || (null != ih &&
  315.             org.drip.numerical.common.NumberUtil.IsValid (ih.getBracketFloor()) && dblVariateLeft <
  316.                 ih.getBracketFloor());
  317.     }

  319.     private boolean rightOFValidityEdgeReached (
  320.         final double dblVariateRight,
  321.         final double dblOFRight,
  322.         final org.drip.function.r1tor1solver.InitializationHeuristics ih)
  323.     {
  324.         return !org.drip.numerical.common.NumberUtil.IsValid (dblOFRight) || (null != ih &&
  325.             org.drip.numerical.common.NumberUtil.IsValid (ih.getBracketCeiling()) && dblVariateRight >
  326.                 ih.getBracketCeiling());
  327.     }

  329.     private double getStartingBracketVariate (
  330.         final org.drip.function.r1tor1solver.BracketingControlParams bcp,
  331.         final org.drip.function.r1tor1solver.InitializationHeuristics ih)
  332.     {
  333.         if (null != ih && org.drip.numerical.common.NumberUtil.IsValid (ih.getStartingBracketMid()))
  334.             return ih.getStartingBracketMid();

  336.         if (null != ih && org.drip.numerical.common.NumberUtil.IsValid (ih.getStartingBracketLeft()) &&
  337.             org.drip.numerical.common.NumberUtil.IsValid (ih.getStartingBracketRight()))
  338.             return 0.5 * (ih.getStartingBracketLeft() + ih.getStartingBracketRight());

  340.         return bcp.getVariateStart();
  341.     }

  343.     private double getStartingBracketWidth (
  344.         final org.drip.function.r1tor1solver.BracketingControlParams bcp,
  345.         final org.drip.function.r1tor1solver.InitializationHeuristics ih)
  346.     {
  347.         if (null != ih) {
  348.             double dblBracketStartLeft = ih.getStartingBracketLeft();

  350.             double dblBracketStartRight = ih.getStartingBracketRight();

  352.             if (org.drip.numerical.common.NumberUtil.IsValid (dblBracketStartLeft) &&
  353.                 org.drip.numerical.common.NumberUtil.IsValid (dblBracketStartRight) && dblBracketStartRight >
  354.                     dblBracketStartLeft)
  355.                 return dblBracketStartRight - dblBracketStartLeft;
  356.         }

  358.         return bcp.getStartingBracketWidth();
  359.     }

  361.     /**
  362.      * ExecutionInitializer constructor
  363.      * 
  364.      * @param of Objective Function
  365.      * @param ccp Convergence Control Parameters
  366.      * @param bTrendBracketRight TRUE - Start Right Trending in search of a Bracket Variate
  367.      * 
  368.      * @throws java.lang.Exception Thrown if inputs are invalid
  369.      */

  371.     public ExecutionInitializer (
  372.         final org.drip.function.definition.R1ToR1 of,
  373.         final org.drip.function.r1tor1solver.ConvergenceControlParams ccp,
  374.         final boolean bTrendBracketRight)
  375.         throws java.lang.Exception
  376.     {
  377.         if (null == (_of = of))
  378.             throw new java.lang.Exception ("ExecutionInitializer constructor: Invalid inputs");

  380.         if (null == (_ccp = ccp)) _ccp = new org.drip.function.r1tor1solver.ConvergenceControlParams();

  382.         _bTrendBracketRight = bTrendBracketRight;
  383.     }

  385.     /**
  386.      * Set up the bracket to be used for the eventual search kick-off
  387.      * 
  388.      * @param ih Optional InitializationHeuristics instance
  389.      * @param dblOFGoal The OF Goal
  390.      * 
  391.      * @return The Bracketing Output
  392.      */

  394.     public org.drip.function.r1tor1solver.BracketingOutput initializeBracket (
  395.         final org.drip.function.r1tor1solver.InitializationHeuristics ih,
  396.         final double dblOFGoal)
  397.     {
  398.         org.drip.function.r1tor1solver.BracketingControlParams bcp = (null != ih && null != ih.getCustomBCP()) ?
  399.             ih.getCustomBCP() : new org.drip.function.r1tor1solver.BracketingControlParams();

  401.         int iNumExpansions = bcp.getNumExpansions();

  403.         org.drip.function.r1tor1solver.BracketingOutput bop = new
  404.             org.drip.function.r1tor1solver.BracketingOutput();

  406.         StartingVariateOF sv = initializeBracketingVariate (iNumExpansions, getStartingBracketVariate (bcp,
  407.             ih), getStartingBracketWidth (bcp, ih), bcp.getBracketWidthExpansionFactor(), bop);

  409.         if (null == sv) return bop;

  411.         double dblOFLeft = sv._dblOF;
  412.         double dblOFRight = sv._dblOF;
  413.         double dblPreviousOFLeft = sv._dblOF;
  414.         double dblPreviousOFRight = sv._dblOF;
  415.         double dblVariateLeft = sv._dblVariate;
  416.         double dblVariateRight = sv._dblVariate;
  417.         boolean bLeftOFValidityEdgeReached = false;
  418.         boolean bRightOFValidityEdgeReached = false;
  419.         double dblPreviousVariateLeft = sv._dblVariate;
  420.         double dblPreviousVariateRight = sv._dblVariate;

  422.         double dblBracketWidth = bcp.getStartingBracketWidth();

  424.         while (0 <= iNumExpansions--) {
  425.             if (!bop.incrIterations()) return null;

  427.             if (bLeftOFValidityEdgeReached && bRightOFValidityEdgeReached) return bop;

  429.             if (!bLeftOFValidityEdgeReached) {
  430.                 dblPreviousVariateLeft = dblVariateLeft;
  431.                 dblVariateLeft -= dblBracketWidth;
  432.                 dblPreviousOFLeft = dblOFLeft;

  434.                 try {
  435.                     if (bracketingDone (dblVariateLeft, dblVariateRight, dblOFLeft = evaluateOF
  436.                         (dblVariateLeft), dblOFRight, dblOFGoal, bop) && bop.incrOFCalcs())
  437.                         return bop;
  438.                 } catch (java.lang.Exception e) {
  439.                     dblOFLeft = java.lang.Double.NaN;
  440.                 }

  442.                 if (bLeftOFValidityEdgeReached = leftOFValidityEdgeReached (dblVariateLeft, dblOFLeft, ih)) {
  443.                     dblOFLeft = dblPreviousOFLeft;
  444.                     dblVariateLeft = dblPreviousVariateLeft;
  445.                 }
  446.             }

  448.             if (!bRightOFValidityEdgeReached) {
  449.                 dblPreviousVariateRight = dblVariateRight;
  450.                 dblVariateRight += dblBracketWidth;
  451.                 dblPreviousOFRight = dblOFRight;

  453.                 try {
  454.                     if (bracketingDone (dblVariateLeft, dblVariateRight, dblOFLeft, dblOFRight = evaluateOF
  455.                         (dblVariateRight), dblOFGoal, bop) && bop.incrOFCalcs())
  456.                         return bop;
  457.                 } catch (java.lang.Exception e) {
  458.                     dblOFRight = java.lang.Double.NaN;
  459.                 }

  461.                 if (bRightOFValidityEdgeReached = rightOFValidityEdgeReached (dblVariateRight, dblOFRight,
  462.                     ih)) {
  463.                     dblOFRight = dblPreviousOFRight;
  464.                     dblVariateRight = dblPreviousVariateRight;
  465.                 }
  466.             }

  468.             if (bracketingDone (dblVariateLeft, dblVariateRight, dblOFLeft, dblOFRight, dblOFGoal, bop))
  469.                 return bop;

  471.             dblBracketWidth *= bcp.getBracketWidthExpansionFactor();
  472.         }

  474.         return null;
  475.     }

  477.     /**
  478.      * Initialize the starting variate to within the fixed point convergence zone
  479.      * 
  480.      * @param ih Optional InitializationHeuristics instance
  481.      * @param dblOFGoal The OF Goal
  482.      * 
  483.      * @return The Convergence Zone Output
  484.      */

  486.     public org.drip.function.r1tor1solver.ConvergenceOutput initializeVariate (
  487.         final org.drip.function.r1tor1solver.InitializationHeuristics ih,
  488.         final double dblOFGoal)
  489.     {
  490.         if (!org.drip.numerical.common.NumberUtil.IsValid (dblOFGoal)) return null;

  492.         org.drip.function.r1tor1solver.ConvergenceOutput cop = new org.drip.function.r1tor1solver.ConvergenceOutput();

  494.         org.drip.function.r1tor1solver.BracketingOutput bop = initializeBracket (ih, dblOFGoal);

  496.         if (null != bop && bop.done()) return bop.makeConvergenceVariate();

  498.         double dblConvergenceZoneVariate = _ccp.getConvergenceZoneVariateBegin();

  500.         int iFixedPointConvergenceIterations = _ccp.getFixedPointConvergenceIterations();

  502.         while (0 != iFixedPointConvergenceIterations--) {
  503.             if (!cop.incrIterations()) return cop;

  505.             try {
  506.                 if (isInConvergenceZone (dblConvergenceZoneVariate, dblOFGoal, cop)) {
  507.                     cop.done (dblConvergenceZoneVariate);

  509.                     return cop;
  510.                 }
  511.             } catch (java.lang.Exception e) {
  512.                 // e.printStackTrace();
  513.             }

  515.             try {
  516.                 if (isInConvergenceZone (-1. * dblConvergenceZoneVariate, dblOFGoal, cop)) {
  517.                     cop.done (-1. * dblConvergenceZoneVariate);

  519.                     return cop;
  520.                 }
  521.             } catch (java.lang.Exception e) {
  522.                 // e.printStackTrace();
  523.             }

  525.             dblConvergenceZoneVariate *= _ccp.getConvergenceZoneVariateBumpFactor();
  526.         }

  528.         return null;
  529.     }

  531.     /**
  532.      * Initialize the starting bracket within the specified boundary
  533.      * 
  534.      * @param ih Initialization Heuristics containing the hard search edges
  535.      * @param dblOFGoal The OF Goal
  536.      * 
  537.      * @return Results of the Verification
  538.      */

  540.     public org.drip.function.r1tor1solver.BracketingOutput verifyHardSearchEdges (
  541.         final org.drip.function.r1tor1solver.InitializationHeuristics ih,
  542.         final double dblOFGoal)
  543.     {
  544.         if (null == ih || !org.drip.numerical.common.NumberUtil.IsValid (ih.getSearchStartLeft()) ||
  545.             !org.drip.numerical.common.NumberUtil.IsValid (ih.getSearchStartRight()) ||
  546.                 !org.drip.numerical.common.NumberUtil.IsValid (dblOFGoal))
  547.             return null;

  549.         try {
  550.             org.drip.function.r1tor1solver.BracketingOutput bop = new
  551.                 org.drip.function.r1tor1solver.BracketingOutput();

  553.             if (bracketingDone (ih.getSearchStartLeft(), ih.getSearchStartRight(), evaluateOF
  554.                 (ih.getSearchStartLeft()), evaluateOF (ih.getSearchStartRight()), dblOFGoal, bop) &&
  555.                     bop.incrOFCalcs())
  556.                 return bop;
  557.         } catch (java.lang.Exception e) {
  558.         }

  560.         return null;
  561.     }
  562. }
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