Uses of Interface
dev.nm.solver.IterativeSolution
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Uses of IterativeSolution in dev.nm.solver.multivariate.constrained
Classes in dev.nm.solver.multivariate.constrained with type parameters of type IterativeSolution Modifier and Type Interface Description static interfaceSubProblemMinimizer.ConstrainedMinimizerFactory<U extends ConstrainedMinimizer<ConstrainedOptimProblem,IterativeSolution<Vector>>>This factory constructs a new instance of ConstrainedMinimizer to solve a real valued minimization problem.Subinterfaces of IterativeSolution in dev.nm.solver.multivariate.constrained Modifier and Type Interface Description static interfaceSubProblemMinimizer.IterativeSolution<Vector>Methods in dev.nm.solver.multivariate.constrained that return IterativeSolution Modifier and Type Method Description IterativeSolution<Vector>SubProblemMinimizer. solve(ConstrainedOptimProblem subProblem)Solves a constrained optimization sub-problem that is already in the form of a ConstrainedOptimProblem.Constructor parameters in dev.nm.solver.multivariate.constrained with type arguments of type IterativeSolution Constructor Description SubProblemMinimizer(SubProblemMinimizer.ConstrainedMinimizerFactory<? extends ConstrainedMinimizer<ConstrainedOptimProblem,IterativeSolution<Vector>>> factory) -
Uses of IterativeSolution in dev.nm.solver.multivariate.constrained.convex.sdp.pathfollowing
Classes in dev.nm.solver.multivariate.constrained.convex.sdp.pathfollowing that implement IterativeSolution Modifier and Type Class Description classCSDPMinimizer.SolutionclassHomogeneousPathFollowingMinimizer.SolutionThis is the solution to a Semi-Definite Programming problem using the Homogeneous Self-Dual Path-Following algorithm.classPrimalDualPathFollowingMinimizer.SolutionThis is the solution to a Semi-Definite Programming problem using the Primal-Dual Path-Following algorithm. -
Uses of IterativeSolution in dev.nm.solver.multivariate.constrained.convex.sdp.socp.interiorpoint
Classes in dev.nm.solver.multivariate.constrained.convex.sdp.socp.interiorpoint that implement IterativeSolution Modifier and Type Class Description classPrimalDualInteriorPointMinimizer.SolutionThis is the solution to a Dual Second Order Conic Programming problem using the Primal Dual Interior Point algorithm.classPrimalDualInteriorPointMinimizer1.SolutionThis is the solution to a Dual Second-Order Conic Programming problem using the Primal-Dual Predictor-Corrector Interior Point algorithm. -
Uses of IterativeSolution in dev.nm.solver.multivariate.constrained.convex.sdp.socp.qp.solver.activeset
Classes in dev.nm.solver.multivariate.constrained.convex.sdp.socp.qp.solver.activeset that implement IterativeSolution Modifier and Type Class Description classQPDualActiveSetMinimizer.SolutionThis is the solution to a Quadratic Programming problem using the Dual Active Set algorithm.classQPPrimalActiveSetMinimizer.SolutionThis is the solution to a Quadratic Programming problem using the Primal Active Set algorithm. -
Uses of IterativeSolution in dev.nm.solver.multivariate.constrained.convex.sdp.socp.qp.solver.socp
Classes in dev.nm.solver.multivariate.constrained.convex.sdp.socp.qp.solver.socp that implement IterativeSolution Modifier and Type Class Description classQPbySOCPMinimizer.SolutionclassQPbySOCPMinimizer1.Solution -
Uses of IterativeSolution in dev.nm.solver.multivariate.constrained.general.box
Methods in dev.nm.solver.multivariate.constrained.general.box that return IterativeSolution Modifier and Type Method Description IterativeSolution<Vector>BoxGeneralizedSimulatedAnnealingMinimizer. solve(BoxOptimProblem problem) -
Uses of IterativeSolution in dev.nm.solver.multivariate.constrained.general.penaltymethod
Methods in dev.nm.solver.multivariate.constrained.general.penaltymethod that return IterativeSolution Modifier and Type Method Description IterativeSolution<Vector>PenaltyMethodMinimizer. solve(ConstrainedOptimProblem problem) -
Uses of IterativeSolution in dev.nm.solver.multivariate.constrained.general.sqp.activeset
Classes in dev.nm.solver.multivariate.constrained.general.sqp.activeset that implement IterativeSolution Modifier and Type Class Description classSQPActiveSetMinimizer.SolutionThis is the solution to a general minimization with only inequality constraints using the SQP Active Set algorithm.classSQPActiveSetOnlyInequalityConstraintMinimizer.SolutionThis is the solution to a general minimization problem with only inequality constraints using the SQP Active Set algorithm.Methods in dev.nm.solver.multivariate.constrained.general.sqp.activeset that return IterativeSolution Modifier and Type Method Description IterativeSolution<Vector>SQPActiveSetOnlyInequalityConstraintMinimizer. solve(RealScalarFunction f, RealVectorFunction g, GreaterThanConstraints greater)Minimize a function subject to only inequality constraints.IterativeSolution<Vector>SQPActiveSetOnlyInequalityConstraintMinimizer. solve(RealScalarFunction f, GreaterThanConstraints greater)Minimize a function subject to only inequality constraints. -
Uses of IterativeSolution in dev.nm.solver.multivariate.constrained.general.sqp.activeset.equalityconstraint
Methods in dev.nm.solver.multivariate.constrained.general.sqp.activeset.equalityconstraint that return IterativeSolution Modifier and Type Method Description IterativeSolution<Vector>SQPActiveSetOnlyEqualityConstraint1Minimizer. solve(RealScalarFunction f, EqualityConstraints equal)Minimize a function subject to only equality constraints.IterativeSolution<Vector>SQPActiveSetOnlyEqualityConstraint1Minimizer. solve(ConstrainedOptimProblem problem) -
Uses of IterativeSolution in dev.nm.solver.multivariate.constrained.integer.bruteforce
Constructor parameters in dev.nm.solver.multivariate.constrained.integer.bruteforce with type arguments of type IterativeSolution Constructor Description BruteForceIPMinimizer(SubProblemMinimizer.ConstrainedMinimizerFactory<? extends ConstrainedMinimizer<ConstrainedOptimProblem,IterativeSolution<Vector>>> factory)Constructs a brute force minimizer to solve integral constrained minimization problems. -
Uses of IterativeSolution in dev.nm.solver.multivariate.geneticalgorithm.minimizer.deoptim
Classes in dev.nm.solver.multivariate.geneticalgorithm.minimizer.deoptim that implement IterativeSolution Modifier and Type Class Description protected classDEOptim.SolutionThis is the solution to a minimization problem usingDEOptim.Methods in dev.nm.solver.multivariate.geneticalgorithm.minimizer.deoptim that return IterativeSolution Modifier and Type Method Description IterativeSolution<Vector>DEOptim. solve(OptimProblem problem) -
Uses of IterativeSolution in dev.nm.solver.multivariate.geneticalgorithm.minimizer.simplegrid
Classes in dev.nm.solver.multivariate.geneticalgorithm.minimizer.simplegrid that implement IterativeSolution Modifier and Type Class Description protected classSimpleGridMinimizer.SolutionThis is the solution to a minimization problem usingSimpleGridMinimizer.Methods in dev.nm.solver.multivariate.geneticalgorithm.minimizer.simplegrid that return IterativeSolution Modifier and Type Method Description IterativeSolution<Vector>SimpleGridMinimizer. solve(OptimProblem problem) -
Uses of IterativeSolution in dev.nm.solver.multivariate.minmax
Methods in dev.nm.solver.multivariate.minmax that return IterativeSolution Modifier and Type Method Description IterativeSolution<Vector>LeastPth. solve(MinMaxProblem<T> problem) -
Uses of IterativeSolution in dev.nm.solver.multivariate.unconstrained.annealing
Methods in dev.nm.solver.multivariate.unconstrained.annealing that return IterativeSolution Modifier and Type Method Description IterativeSolution<Vector>SimulatedAnnealingMinimizer. solve(OptimProblem problem) -
Uses of IterativeSolution in dev.nm.solver.multivariate.unconstrained.c2
Classes in dev.nm.solver.multivariate.unconstrained.c2 that implement IterativeSolution Modifier and Type Class Description classNelderMeadMinimizer.SolutionThis is the solution to an optimization problem by the Nelder-Mead method. -
Uses of IterativeSolution in dev.nm.solver.multivariate.unconstrained.c2.conjugatedirection
Classes in dev.nm.solver.multivariate.unconstrained.c2.conjugatedirection that implement IterativeSolution Modifier and Type Class Description protected classPowellMinimizer.PowellImplan implementation of Powell's algorithmprotected classZangwillMinimizer.ZangwillImplan implementation of Zangwill's algorithmMethods in dev.nm.solver.multivariate.unconstrained.c2.conjugatedirection that return IterativeSolution Modifier and Type Method Description IterativeSolution<Vector>ConjugateGradientMinimizer. solve(C2OptimProblem problem)IterativeSolution<Vector>FletcherReevesMinimizer. solve(C2OptimProblem problem)IterativeSolution<Vector>PowellMinimizer. solve(C2OptimProblem problem)IterativeSolution<Vector>ZangwillMinimizer. solve(C2OptimProblem problem) -
Uses of IterativeSolution in dev.nm.solver.multivariate.unconstrained.c2.quasinewton
Classes in dev.nm.solver.multivariate.unconstrained.c2.quasinewton that implement IterativeSolution Modifier and Type Class Description protected classBFGSMinimizer.BFGSImplan implementation of the BFGS algorithmprotected classHuangMinimizer.HuangImplan implementation of Huang's formula.protected classQuasiNewtonMinimizer.QuasiNewtonImplThis is an implementation of the Quasi-Newton algorithm.Methods in dev.nm.solver.multivariate.unconstrained.c2.quasinewton that return IterativeSolution Modifier and Type Method Description IterativeSolution<Vector>BFGSMinimizer. solve(C2OptimProblem problem)IterativeSolution<Vector>HuangMinimizer. solve(C2OptimProblem problem) -
Uses of IterativeSolution in dev.nm.solver.multivariate.unconstrained.c2.steepestdescent
Classes in dev.nm.solver.multivariate.unconstrained.c2.steepestdescent that implement IterativeSolution Modifier and Type Class Description protected classGaussNewtonMinimizer.MySteepestDescent.GaussNewtonImplan implementation of the Gauss-Newton algorithm.protected classNewtonRaphsonMinimizer.NewtonRaphsonImplprotected classSteepestDescentMinimizer.SteepestDescentImplThis is an implementation of the steepest descent method.Methods in dev.nm.solver.multivariate.unconstrained.c2.steepestdescent that return IterativeSolution Modifier and Type Method Description IterativeSolution<Vector>FirstOrderMinimizer. solve(C2OptimProblem problem)IterativeSolution<Vector>GaussNewtonMinimizer.MySteepestDescent. solve(C2OptimProblem problem)IterativeSolution<Vector>GaussNewtonMinimizer. solve(RealVectorFunction vf)Solve the minimization problem to minimize F = vf' * vf.IterativeSolution<Vector>GaussNewtonMinimizer. solve(RealVectorFunction vf, RntoMatrix J)Solve the minimization problem to minimize F = vf' * vf.IterativeSolution<Vector>NewtonRaphsonMinimizer. solve(C2OptimProblem problem)abstract IterativeSolution<Vector>SteepestDescentMinimizer. solve(C2OptimProblem problem)Solve a minimization problem with a C2 objective function. -
Uses of IterativeSolution in tech.nmfin.portfoliooptimization.corvalan2005
Constructor parameters in tech.nmfin.portfoliooptimization.corvalan2005 with type arguments of type IterativeSolution Constructor Description Corvalan2005(Minimizer<? super ConstrainedOptimProblem,IterativeSolution<Vector>> minimizer, DiversificationMeasure diversificationMeasure, double deltaSigma, double deltaR)Constructs an instance of the Corvalan model.
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