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 interface
SubProblemMinimizer.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 interface
SubProblemMinimizer.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)
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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 class
CSDPMinimizer.Solution
class
HomogeneousPathFollowingMinimizer.Solution
This is the solution to a Semi-Definite Programming problem using the Homogeneous Self-Dual Path-Following algorithm.class
PrimalDualPathFollowingMinimizer.Solution
This 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 class
PrimalDualInteriorPointMinimizer.Solution
This is the solution to a Dual Second Order Conic Programming problem using the Primal Dual Interior Point algorithm.class
PrimalDualInteriorPointMinimizer1.Solution
This 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 class
QPDualActiveSetMinimizer.Solution
This is the solution to a Quadratic Programming problem using the Dual Active Set algorithm.class
QPPrimalActiveSetMinimizer.Solution
This 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 class
QPbySOCPMinimizer.Solution
class
QPbySOCPMinimizer1.Solution
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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)
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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)
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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 class
SQPActiveSetMinimizer.Solution
This is the solution to a general minimization with only inequality constraints using the SQP Active Set algorithm.class
SQPActiveSetOnlyInequalityConstraintMinimizer.Solution
This 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)
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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 class
DEOptim.Solution
This 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)
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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 class
SimpleGridMinimizer.Solution
This 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)
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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)
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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)
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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 class
NelderMeadMinimizer.Solution
This 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 class
PowellMinimizer.PowellImpl
an implementation of Powell's algorithmprotected class
ZangwillMinimizer.ZangwillImpl
an 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)
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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 class
BFGSMinimizer.BFGSImpl
an implementation of the BFGS algorithmprotected class
HuangMinimizer.HuangImpl
an implementation of Huang's formula.protected class
QuasiNewtonMinimizer.QuasiNewtonImpl
This 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)
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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 class
GaussNewtonMinimizer.MySteepestDescent.GaussNewtonImpl
an implementation of the Gauss-Newton algorithm.protected class
NewtonRaphsonMinimizer.NewtonRaphsonImpl
protected class
SteepestDescentMinimizer.SteepestDescentImpl
This 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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