Class CombinedCetaMaximizer
- java.lang.Object
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- tech.nmfin.portfoliooptimization.lai2010.ceta.maximizer.CombinedCetaMaximizer
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- All Implemented Interfaces:
Optimizer<Ceta,CetaMaximizer.Solution>,CetaMaximizer
public class CombinedCetaMaximizer extends Object implements CetaMaximizer
Searches the maximum C(η) by an array of given maximizers, being tried in sequence. The first successful search by a maximizer will be returned as the solution. In general, unstable but fast maximizers should be tried first to speed up the maximization process, whereas a stable but slow maximizer is used as a last resort.
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Nested Class Summary
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Nested classes/interfaces inherited from interface tech.nmfin.portfoliooptimization.lai2010.ceta.maximizer.CetaMaximizer
CetaMaximizer.NegCetaFunction, CetaMaximizer.Solution
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Constructor Summary
Constructors Constructor Description CombinedCetaMaximizer()Constructs a combined maximizer.CombinedCetaMaximizer(CetaMaximizer[] maximizers)Constructs a combined maximizer.
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description CetaMaximizer.Solutionsearch(Ceta ceta, double rangeStart, double rangeEnd)Searches the maximal point of a given C(η) function within a given range.CetaMaximizer.Solutionsolve(Ceta ceta)Solve an optimization problem, e.g.,OptimProblem.
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Constructor Detail
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CombinedCetaMaximizer
public CombinedCetaMaximizer(CetaMaximizer[] maximizers)
Constructs a combined maximizer.- Parameters:
maximizers- the maximizers to be used
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CombinedCetaMaximizer
public CombinedCetaMaximizer()
Constructs a combined maximizer.
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Method Detail
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search
public CetaMaximizer.Solution search(Ceta ceta, double rangeStart, double rangeEnd)
Description copied from interface:CetaMaximizerSearches the maximal point of a given C(η) function within a given range.- Specified by:
searchin interfaceCetaMaximizer- Parameters:
ceta- the C(η) functionrangeStart- the start of the rangerangeEnd- the end of the range- Returns:
- the maximal point
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solve
public CetaMaximizer.Solution solve(Ceta ceta) throws Exception
Description copied from interface:OptimizerSolve an optimization problem, e.g.,OptimProblem.- Specified by:
solvein interfaceOptimizer<Ceta,CetaMaximizer.Solution>- Parameters:
ceta- an optimization problem- Returns:
- a solution to the optimization problem
- Throws:
Exception- when there is an error solving the problem
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