Class GridSearchCetaMaximizer
- java.lang.Object
-
- tech.nmfin.portfoliooptimization.lai2010.ceta.maximizer.GridSearchCetaMaximizer
-
- All Implemented Interfaces:
Optimizer<Ceta,CetaMaximizer.Solution>
,CetaMaximizer
public class GridSearchCetaMaximizer extends Object implements CetaMaximizer
Searches (by brute force) for the maximal point of C(η) among a grid of values.
-
-
Nested Class Summary
-
Nested classes/interfaces inherited from interface tech.nmfin.portfoliooptimization.lai2010.ceta.maximizer.CetaMaximizer
CetaMaximizer.NegCetaFunction, CetaMaximizer.Solution
-
-
Field Summary
Fields Modifier and Type Field Description static double
DEFAULT_GRID_SIZE
-
Constructor Summary
Constructors Constructor Description GridSearchCetaMaximizer()
Constructs a maximizer using the default grid size for even grid search.GridSearchCetaMaximizer(double gridSize)
Constructs a maximizer with a given grid size for even grid search.GridSearchCetaMaximizer(GridSearchMinimizer.GridDefinition gridDefinition)
Constructs a maximizer with a user-defined grid.
-
Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description CetaMaximizer.Solution
search(Ceta ceta, double rangeStart, double rangeEnd)
Searches the maximal point of a given C(η) function within a given range.CetaMaximizer.Solution
solve(Ceta ceta)
Solve an optimization problem, e.g.,OptimProblem
.
-
-
-
Field Detail
-
DEFAULT_GRID_SIZE
public static final double DEFAULT_GRID_SIZE
- See Also:
- Constant Field Values
-
-
Constructor Detail
-
GridSearchCetaMaximizer
public GridSearchCetaMaximizer()
Constructs a maximizer using the default grid size for even grid search.
-
GridSearchCetaMaximizer
public GridSearchCetaMaximizer(double gridSize)
Constructs a maximizer with a given grid size for even grid search.- Parameters:
gridSize
- the grid size
-
GridSearchCetaMaximizer
public GridSearchCetaMaximizer(GridSearchMinimizer.GridDefinition gridDefinition)
Constructs a maximizer with a user-defined grid.- Parameters:
gridDefinition
- the user-defined function for grid
-
-
Method Detail
-
search
public CetaMaximizer.Solution search(Ceta ceta, double rangeStart, double rangeEnd)
Description copied from interface:CetaMaximizer
Searches the maximal point of a given C(η) function within a given range.- Specified by:
search
in interfaceCetaMaximizer
- Parameters:
ceta
- the C(η) functionrangeStart
- the start of the rangerangeEnd
- the end of the range- Returns:
- the maximal point
-
solve
public CetaMaximizer.Solution solve(Ceta ceta) throws Exception
Description copied from interface:Optimizer
Solve an optimization problem, e.g.,OptimProblem
.- Specified by:
solve
in 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
-
-