org.akutan.optimization
Class Constraint

java.lang.Object
  org.akutan.optimization.Constraint

public class Constraint
extends java.lang.Object

Base class for linear optimization constraints

Since:

Nested Class Summary

static class

Constraint.Type

Constructor Summary

Constraint(cern.colt.matrix.DoubleMatrix1D coefficients, double rhs, Constraint.Type type)
Constructs a generalized constraint

Method Summary

double	get(int i) Return the coefficient from the constraint for asset (i)
cern.colt.matrix.DoubleMatrix1D	getCoefficients() Return the vector of coefficients from the constraint
double	getRhs() Returns the constant
Constraint.Type	getType() Returns the type of constraint
static Constraint.Type	getTypeFromString(java.lang.String s) Converts a String into a constraint type
static java.lang.String	getTypeString(Constraint.Type type) Returns the type of constraint as a String
java.lang.String	getVarId(int i) Builds up a string of characters to identify the variable
static cern.colt.matrix.DoubleMatrix1D	makeCoefficients(int n) Builds a coefficient matrix with increasing values equal to the cell index in each cell
java.lang.String	toString() Return the Constraint formatted as a String for debugging

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Constructor Detail

Constraint

public Constraint(cern.colt.matrix.DoubleMatrix1D coefficients,
                  double rhs,
                  Constraint.Type type)

Constructs a generalized constraint

Parameters:

coefficients -

rhs -

type -

Method Detail

makeCoefficients

public static cern.colt.matrix.DoubleMatrix1D makeCoefficients(int n)

Builds a coefficient matrix with increasing values equal to the cell index in each cell

Parameters:

n -

Returns:

Matrix of coefficients for the constraint

getRhs

public double getRhs()

Returns the constant

Returns:

getType

public Constraint.Type getType()

Returns the type of constraint

Returns:

getTypeString

public static java.lang.String getTypeString(Constraint.Type type)

Returns the type of constraint as a String

Parameters:

type - Type of constraint as an enum

Returns:

Sring name for type of constraint

getTypeFromString

public static Constraint.Type getTypeFromString(java.lang.String s)

Converts a String into a constraint type

Parameters:

s - Input String which is turned into a conatraint type

Returns:

Returns the constraint type enum

getCoefficients

public cern.colt.matrix.DoubleMatrix1D getCoefficients()

Return the vector of coefficients from the constraint

Returns:

Vector of coefficientd

get

public double get(int i)

Return the coefficient from the constraint for asset (i)

Parameters:

i - Index which identifies which asset is selected.

Returns:

The specific constraint for asset (i)

getVarId

public java.lang.String getVarId(int i)

Builds up a string of characters to identify the variable

Parameters:

i - Index of variable

Returns:

Name of variable

toString

public java.lang.String toString()

Return the Constraint formatted as a String for debugging

Overrides:

toString in class java.lang.Object

See Also:

Object.toString()