A B C D E F G I L M N P R S T U V W

A

AccelBracketing - class webcab.lib.math.optimization.unidimensional.AccelBracketing.

A simple acceleration bracketing algorithm which can be applied to any general unidimensional function which is implemented via the interface UniDimensionalFunction.

AccelBracketing() - Constructor for class webcab.lib.math.optimization.unidimensional.AccelBracketing

AccelDerivBracketing - class webcab.lib.math.optimization.unidimensional.AccelDerivBracketing.

A version of the acceleration algorithm which uses derivative information.

AccelDerivBracketing() - Constructor for class webcab.lib.math.optimization.unidimensional.AccelDerivBracketing

addEqualityConstraint(double[], double) - Method in class webcab.lib.math.optimization.EasySolver

Adds an equality constraint to the multidimensional optimization problem being considered.

addGreaterThanInequality(double[], double) - Method in class webcab.lib.math.optimization.EasySolver

Adds a linear constraint of `greater than type' to the multidimensional optimization problem being considered.

addLessThanInequality(double[], double) - Method in class webcab.lib.math.optimization.EasySolver

Adds a linear constraint of `less than type' to the multidimensional optimization problem being considered.

addLowerBoundConstraint(int, double) - Method in class webcab.lib.math.optimization.EasySolver

Adds a lower bound constraint to the multidimensional optimization problem being considered.

addUpperBoundConstraint(int, double) - Method in class webcab.lib.math.optimization.EasySolver

Adds an upper bound constraint to the multidimensional optimization problem being considered.

AnnealingAlgorithmTypes - class webcab.lib.math.optimization.multidimensional.AnnealingAlgorithmTypes.

Here we provide the constants class of the Multi-Dimensional algorithms which are used in the Simulated Annealing approach for Differential Object functions.

B

BFGS - Static variable in class webcab.lib.math.optimization.multidimensional.AnnealingAlgorithmTypes

This constant refers to using the BFGS algorithm (i.e.

Bracket - class webcab.lib.math.optimization.unidimensional.Bracket.

A simple structure containing all data necessary for a locate algorithm.

Bracket() - Constructor for class webcab.lib.math.optimization.unidimensional.Bracket

bracketBidir(double, UniDimensionalFunction, double, double) - Method in class webcab.lib.math.optimization.unidimensional.BracketingAlgorithm

The method for bidirectional bracketing.

BracketingAlgorithm - class webcab.lib.math.optimization.unidimensional.BracketingAlgorithm.

This abstract class is the base class for all classes implementing a bracketing algorithm.

BracketingAlgorithm() - Constructor for class webcab.lib.math.optimization.unidimensional.BracketingAlgorithm

bracketUnidir(double, UniDimensionalFunction, double, double) - Method in class webcab.lib.math.optimization.unidimensional.BracketingAlgorithm

The method for unidirectional bracketing.

BrentDerivLocate - class webcab.lib.math.optimization.unidimensional.BrentDerivLocate.

A version of Brent's algortihm that uses derivative information.

BrentDerivLocate() - Constructor for class webcab.lib.math.optimization.unidimensional.BrentDerivLocate

BrentLocate - class webcab.lib.math.optimization.unidimensional.BrentLocate.

Brent's algorithm for general functions.

BrentLocate() - Constructor for class webcab.lib.math.optimization.unidimensional.BrentLocate

C

count - Static variable in class webcab.lib.math.optimization.unidimensional.SafeFunction

CubicDerivLocate - class webcab.lib.math.optimization.unidimensional.CubicDerivLocate.

The cubic interpolation algorithm.

CubicDerivLocate() - Constructor for class webcab.lib.math.optimization.unidimensional.CubicDerivLocate

D

Derivative - interface webcab.lib.math.optimization.unidimensional.Derivative.

This interface should be implemented by all user-defined functions that are unidimensional and have a derivative.

derivBFGS(ExtremumTypes, double[], BracketingAlgorithm, LocateAlgorithm, double, double, double, int, double) - Method in class webcab.lib.math.optimization.multidimensional.MultiDimensionalSolver

Finds the location of a local extremum (i.e. minimum or maximum) for a differentiable multidimensional function using the Broyden-Fletcher-Goldfarb-Shanno algorithm.

derivFletcherPowell(ExtremumTypes, double[], BracketingAlgorithm, LocateAlgorithm, double, double, double, int, double) - Method in class webcab.lib.math.optimization.multidimensional.MultiDimensionalSolver

Finds a local extremum (i.e. minimum or maximum) for a differentiable multidimensional function set using using the Fletcher-Powell algorithm.

derivFletcherReeves(ExtremumTypes, double[], BracketingAlgorithm, LocateAlgorithm, double, double, double, int, double) - Method in class webcab.lib.math.optimization.multidimensional.MultiDimensionalSolver

Finds the location of a local extremum (i.e. minimum or maximum) of a differentiable multidimensional function using the Fletcher-Reeves algorithm.

derivPolakRiviere(ExtremumTypes, double[], BracketingAlgorithm, LocateAlgorithm, double, double, double, int, double) - Method in class webcab.lib.math.optimization.multidimensional.MultiDimensionalSolver

Find the location of a local extremum (i.e. minimum or maximum) of a differentiable multidimensional function using the Polak-Riviere algorithm.

derivSteepestDescent(ExtremumTypes, double[], BracketingAlgorithm, LocateAlgorithm, double, double, double, int, double) - Method in class webcab.lib.math.optimization.multidimensional.MultiDimensionalSolver

Finds the location of a local extremum (i.e. minimum or maximum) of a differentiable multidimensional function using the method of Steepest Descent.

dualCoeff(double[], double[][], double[][]) - Method in class webcab.lib.math.optimization.linearprogramming.LinearProgramming

Evaluates the coefficients of the linear object function of the dual problem when the primal problem is given.

dualEqual(double[], double[][], double[][], boolean[]) - Method in class webcab.lib.math.optimization.linearprogramming.LinearProgramming

Evaluates the equality constraints of the dual problem when the primal problem is given.

dualInequal(double[], double[][], double[][], boolean[]) - Method in class webcab.lib.math.optimization.linearprogramming.LinearProgramming

Evaluates the inequality constraints of the dual problem when the primal problem is given.

dualSensitivity(double[], double[]) - Method in class webcab.lib.math.optimization.linearprogramming.LinearProgramming

Performs sensitivity analysis of the primal problem based upon the dual variables.

dualSolve(double[], double[][], double[][], boolean[]) - Method in class webcab.lib.math.optimization.linearprogramming.LinearProgramming

Applies the Kunzi-Tzschach-Zehnder Simplex algorithm to find the location of the solution of the dual problem when the primal problem is given.

E

EasySolver - class webcab.lib.math.optimization.EasySolver.

This class offers a declarative means by which you can find the solution to uni or multi dimensional (non-linear) optimization problems.

EasySolver() - Constructor for class webcab.lib.math.optimization.EasySolver

Creates an instance of this class.

EasySolverException - exception webcab.lib.math.optimization.EasySolverException.

This is the generic exception class for the EasySolver class.

EasySolverException() - Constructor for class webcab.lib.math.optimization.EasySolverException

EasySolverException(String) - Constructor for class webcab.lib.math.optimization.EasySolverException

evaluateGrid(SensitivityAnalysisFunction, int, int, int, int, int, int, double, double, double[]) - Method in class webcab.lib.math.optimization.sensitivityanalysis.SensitivityAnalysis

This method returns a double array which corresponds to the entries within the sensitivity grid of the given optimization problem as describe by the (solution valued) function (see SensitivityAnalysis for further explanation of the definition and use of the (solution values) function).

extend(Bracket, UniDimensionalFunction, double, int) - Method in class webcab.lib.math.optimization.unidimensional.AccelDerivBracketing

Expands the bracketing interval until it surely contains at least one extremum of the given type.

extend(Bracket, UniDimensionalFunction, double, int) - Method in class webcab.lib.math.optimization.unidimensional.BracketingAlgorithm

This method takes as parameter a bracket with the first two points initialized and extends the bracket until it surely contains a local extremum of the given type.

extend(Bracket, UniDimensionalFunction, double, int) - Method in class webcab.lib.math.optimization.unidimensional.ParabolicBracketing

Expands the bracketing interval until it surely contains at least one extremum of the given type.

extend(Bracket, UniDimensionalFunction, double, int) - Method in class webcab.lib.math.optimization.unidimensional.AccelBracketing

Expands the bracketing interval until it surely contains at least one extremum of the given type.

Extremum - class webcab.lib.math.optimization.unidimensional.Extremum.

This class encapsulates the value and the type of an extremum.

Extremum() - Constructor for class webcab.lib.math.optimization.unidimensional.Extremum

ExtremumTypes - class webcab.lib.math.optimization.ExtremumTypes.

F

f(double) - Method in class webcab.lib.math.optimization.unidimensional.SafeFunction

fd(double) - Method in class webcab.lib.math.optimization.unidimensional.SafeFunction

find_initial(double, UniDimensionalFunction, double) - Method in class webcab.lib.math.optimization.unidimensional.AccelDerivBracketing

Finds an initial, reasonable large interval, which can be subsequently enlarged by extend.

find_initial(double, UniDimensionalFunction, double) - Method in class webcab.lib.math.optimization.unidimensional.BracketingAlgorithm

This method returns a bracket with the first two points initialized.

find_initial(double, UniDimensionalFunction, double) - Method in class webcab.lib.math.optimization.unidimensional.ParabolicBracketing

Finds an initial, reasonable large interval, which can be subsequently enlarged by extend.

find_initial(double, UniDimensionalFunction, double) - Method in class webcab.lib.math.optimization.unidimensional.AccelBracketing

Finds an initial, reasonable large interval, which can be subsequently enlarged by extend.

FLETCHER_POWELL - Static variable in class webcab.lib.math.optimization.multidimensional.AnnealingAlgorithmTypes

This constant refers to using the Fletcher-Powell algorithm (i.e.

FLETCHER_REEVES - Static variable in class webcab.lib.math.optimization.multidimensional.AnnealingAlgorithmTypes

This constant refers to using the Fletcher-Reeves algorithm (i.e.

Function - interface webcab.lib.math.optimization.Function.

This interface identifies both uni and multi dimensional functions.

functionValue(double[], double[]) - Method in class webcab.lib.math.optimization.linearprogramming.LinearProgramming

Returns the value of the linear programming object function at the given coordinate values.

G

getDerivativeAt(double) - Method in interface webcab.lib.math.optimization.unidimensional.Derivative

Computes the derivative of the function at the point x.

getExtremumType() - Method in class webcab.lib.math.optimization.EasySolver

Returns the type of extremum -- minimum or maximum -- the solver is looking for when calculating a solution to the given problem.

getFunction() - Method in class webcab.lib.math.optimization.EasySolver

Returns the instance of the function which was sent to the setFunction method.

getGradientAtVector(double[]) - Method in interface webcab.lib.math.optimization.multidimensional.Gradient

Computes the gradient of the function in the point x.

getLowerBound() - Method in class webcab.lib.math.optimization.EasySolver

Returns the value of the lower bound of the interval over which the solution of the constrained optimization problem is sought.

getMaxIterations() - Method in class webcab.lib.math.optimization.EasySolver

Returns the maximum number of iterations which can be used by solve, of the underlying algorithm in order to find the solution of the optimization problem to the given level of accuracy specified by setTolerance.

getMethodUsed() - Method in class webcab.lib.math.optimization.EasySolver

Returns a text description of the method used in calculating the solution to the given optimization problem.

getMultiDimensionalInitialPoint() - Method in class webcab.lib.math.optimization.EasySolver

Returns the array representing the points in the multidimensional space where the search for the extremum of the multidimensional optimization problem is performed.

getMultiDimensionalSolution() - Method in class webcab.lib.math.optimization.EasySolver

After the solution for a uni-dimensional function has been calculated (i.e. after you called the solve method), this method will return the n-dimensional point at which the solution was found.

getNoDimensions() - Method in interface webcab.lib.math.optimization.multidimensional.MultiDimensionalFunction

This method returns the number of dimensions over which the multi-dimensional function is defined.

getNoSubIntervals() - Method in class webcab.lib.math.optimization.EasySolver

Returns the number of intermediate values used in the case of finding the solution of the unidimensional global optimization problem.

getNVariables() - Method in interface webcab.lib.math.optimization.sensitivityanalysis.SensitivityAnalysisFunction

getPartialResultArray() - Method in class webcab.lib.math.optimization.unidimensional.TooManyUniDimensionalIterationsException

Determines the partial result if this is a vector of values.

getPartialResultArray() - Method in class webcab.lib.math.optimization.multidimensional.TooManyMultiDimensionalIterationsException

Determines the partial result if this is a vector of values.

getPartialResultDouble() - Method in class webcab.lib.math.optimization.unidimensional.TooManyUniDimensionalIterationsException

Determines the partial result if this is a unique value.

getPartialResultDouble() - Method in class webcab.lib.math.optimization.multidimensional.TooManyMultiDimensionalIterationsException

Determines the partial result if this is a unique value.

getTolerance() - Method in class webcab.lib.math.optimization.EasySolver

Returns the precision with which solve, looks for solutions.

getUniDimensionalInitialPoint() - Method in class webcab.lib.math.optimization.EasySolver

Returns the coordinate value of the point on the real line from which the solution of the unidimensional optimization problem is sought.

getUniDimensionalSolution() - Method in class webcab.lib.math.optimization.EasySolver

After the solution for a uni-dimensional function has been calculated (i.e. after you called the solve method), this method will return the point at which the solution was found.

getUpperBound() - Method in class webcab.lib.math.optimization.EasySolver

Returns the value of the upper bound of the interval over which the solution of the constrained optimization problem is sought.

getValue() - Method in class webcab.lib.math.optimization.unidimensional.InvalidUniDimensionalFunctionException

getValue() - Method in class webcab.lib.math.optimization.multidimensional.InvalidMultiDimensionalFunctionException

getValueArray() - Method in class webcab.lib.math.optimization.multidimensional.InvalidMultiDimensionalFunctionException

getValueAt(double) - Method in interface webcab.lib.math.optimization.unidimensional.UniDimensionalFunction

Computes the value of the function at a given point.

getValueAtExtremum() - Method in class webcab.lib.math.optimization.EasySolver

After the solution for your function has been calculated (i.e.

getValueAtVector(double[]) - Method in interface webcab.lib.math.optimization.multidimensional.MultiDimensionalFunction

Computes the value of the function in the point x.

getValueAtVector(double[]) - Method in interface webcab.lib.math.optimization.sensitivityanalysis.SensitivityAnalysisFunction

Computes the value of the function in the point x.

getX() - Method in class webcab.lib.math.optimization.unidimensional.InvalidUniDimensionalFunctionException

getXArray() - Method in class webcab.lib.math.optimization.multidimensional.InvalidMultiDimensionalFunctionException

globalAnnealing(ExtremumTypes, double[], int, double, double, BracketingAlgorithm, LocateAlgorithm, double, double, double, int, double, AnnealingAlgorithmTypes) - Method in class webcab.lib.math.optimization.multidimensional.MultiDimensionalSolver

Seeks a global extremum (minimum or maximum) of a differentiable multidimensional object function using simulated annealing applied in conjunction with one of the following algorithms for finding the local extremum of differentiable object functions: Steepest-Descent (i.e.

globalAnnealing(ExtremumTypes, double[], int, double, double, double, double, int) - Method in class webcab.lib.math.optimization.multidimensional.MultiDimensionalSolver

Finds the location of the global extremum (i.e. minimum or maximum) of a general multidimensional function using the technique known as simulated annealing applied to a modified version of the Needler and Mead's downhill simplex algorithm.

globalExtreme(ExtremumTypes, double, double, int, double, BracketingAlgorithm[], LocateAlgorithm[], int) - Method in class webcab.lib.math.optimization.unidimensional.UniDimensionalSolver

Seeks the global extreme within an interval of an unidimensional optimization problem with a general object function using information from a user selected set of locate and bracketing algorithms.

globalExtreme(ExtremumTypes, double, double, int, double, int) - Method in class webcab.lib.math.optimization.unidimensional.UniDimensionalSolver

Seeks the global extreme within an interval of an unidimensional optimization problem with a general object function using information from a default set of locate and bracketing algorithms.

globalExtremeDeriv(ExtremumTypes, double, double, int, double, BracketingAlgorithm[], LocateAlgorithm[], int) - Method in class webcab.lib.math.optimization.unidimensional.UniDimensionalSolver

Seeks the global extreme within an interval of an unidimensional optimization problem with a differentiable object function using information from a user selected set of locate and bracketing algorithms.

globalExtremeDeriv(ExtremumTypes, double, double, int, double, int) - Method in class webcab.lib.math.optimization.unidimensional.UniDimensionalSolver

Seeks the global extreme within an interval of an unidimensional optimization problem with a differentiable object function using information from a default set of locate and bracketing algorithms.

Gradient - interface webcab.lib.math.optimization.multidimensional.Gradient.

This interface should be implemented by all user supplied functions that are multidimensional and have a gradient.

I

InvalidMultiDimensionalFunctionException - exception webcab.lib.math.optimization.multidimensional.InvalidMultiDimensionalFunctionException.

This exception is thrown when the user-defined function returns Double.NaN.

InvalidMultiDimensionalFunctionException(double[], double[]) - Constructor for class webcab.lib.math.optimization.multidimensional.InvalidMultiDimensionalFunctionException

InvalidMultiDimensionalFunctionException(double, double[]) - Constructor for class webcab.lib.math.optimization.multidimensional.InvalidMultiDimensionalFunctionException

InvalidUniDimensionalFunctionException - exception webcab.lib.math.optimization.unidimensional.InvalidUniDimensionalFunctionException.

This exception is thrown when the user-defined function returns Double.NaN.

InvalidUniDimensionalFunctionException(double) - Constructor for class webcab.lib.math.optimization.unidimensional.InvalidUniDimensionalFunctionException

Creates new InvalidUniDimensionalFunctionException

InvalidUniDimensionalFunctionException(double, double) - Constructor for class webcab.lib.math.optimization.unidimensional.InvalidUniDimensionalFunctionException

isDifferentiable() - Method in class webcab.lib.math.optimization.EasySolver

Returns true if your the function to be optimized is differentiable, or false if it is not differentiable or you cannot provide its differential.

isFunctionSet() - Method in class webcab.lib.math.optimization.EasySolver

Indicates whether a function has been set for optimization by the client.

isGlobal() - Method in class webcab.lib.math.optimization.EasySolver

Indicates whether the optimization solver is currently set to look for global extrema.

isLocal() - Method in class webcab.lib.math.optimization.EasySolver

Indicates whether the optimization solver is currently set to look for local extrema.

isMultiDimensional() - Method in class webcab.lib.math.optimization.EasySolver

Returns true if the your optimization problem is multi-dimensional, or false if it is uni-dimensional.

isSolutionCalculated() - Method in class webcab.lib.math.optimization.EasySolver

Indicates whether a solution to the given optimization problem has been found.

isUniDimensional() - Method in class webcab.lib.math.optimization.EasySolver

Returns true if the your optimization problem is uni-dimensional, or false if it is multi-dimensional.

L

linearConstraintRosen(ExtremumTypes, double[], double[][], double[], int[], double[], double) - Method in class webcab.lib.math.optimization.multidimensional.MultiDimensionalSolver

Implementation of Rosen's gradient projection algorithm which seeks a (local) extremum (i.e.

LinearLocate - class webcab.lib.math.optimization.unidimensional.LinearLocate.

The golden section search algorithm.

LinearLocate() - Constructor for class webcab.lib.math.optimization.unidimensional.LinearLocate

LinearProgramming - class webcab.lib.math.optimization.linearprogramming.LinearProgramming.

Within this class we provide methods to solve and perform sensitivity analysis on Linear programming problems.

LinearProgramming() - Constructor for class webcab.lib.math.optimization.linearprogramming.LinearProgramming

Creates a new instance.

LinearProgrammingException - exception webcab.lib.math.optimization.linearprogramming.LinearProgrammingException.

This exception is thrown when any error occurs during the execution of the algorithms.

LinearProgrammingException() - Constructor for class webcab.lib.math.optimization.linearprogramming.LinearProgrammingException

LinearProgrammingException(String) - Constructor for class webcab.lib.math.optimization.linearprogramming.LinearProgrammingException

locate(Bracket, UniDimensionalFunction, double, int) - Method in interface webcab.lib.math.optimization.unidimensional.LocateAlgorithm

Shrinks the bracketing interval until a satisfactory approximation for the extremum it contains can be found.

locate(Bracket, UniDimensionalFunction, double, int) - Method in class webcab.lib.math.optimization.unidimensional.ParabolicIterativeLocate

Shrinks the bracketing interval until a satisfactory approximation for the extremum it contains can be found.

locate(Bracket, UniDimensionalFunction, double, int) - Method in class webcab.lib.math.optimization.unidimensional.BrentDerivLocate

Shrinks the bracketing interval until a satisfactory approximation for the extremum it contains can be found.

locate(Bracket, UniDimensionalFunction, double, int) - Method in class webcab.lib.math.optimization.unidimensional.BrentLocate

Shrinks the bracketing interval until a satisfactory approximation for the extremum it contains can be found.

locate(Bracket, UniDimensionalFunction, double, int) - Method in class webcab.lib.math.optimization.unidimensional.CubicDerivLocate

Shrinks the bracketing interval until a satisfactory approximation for the extremum it contains can be found.

locate(Bracket, UniDimensionalFunction, double, int) - Method in class webcab.lib.math.optimization.unidimensional.LinearLocate

Shrinks the bracketing interval until a satisfactory approximation for the extremum it contains can be found.

locate(Bracket, UniDimensionalFunction, double, int) - Method in class webcab.lib.math.optimization.unidimensional.ParabolicLocate

Takes a guess for the point where the function takes on an extremum, by using parabolic interpolation.

LocateAlgorithm - interface webcab.lib.math.optimization.unidimensional.LocateAlgorithm.

This interface must be implemented by all classes providing locate algorithms.

M

MAXIMUM - Static variable in class webcab.lib.math.optimization.unidimensional.Extremum

A constant representing a maximum.

MAXIMUM - Static variable in class webcab.lib.math.optimization.ExtremumTypes

MINIMUM - Static variable in class webcab.lib.math.optimization.unidimensional.Extremum

A constant representing a minimum.

MINIMUM - Static variable in class webcab.lib.math.optimization.ExtremumTypes

MultiDimensionalException - exception webcab.lib.math.optimization.multidimensional.MultiDimensionalException.

This exception is thrown when any error occurs during the execution of the algorithms.

MultiDimensionalException() - Constructor for class webcab.lib.math.optimization.multidimensional.MultiDimensionalException

MultiDimensionalException(String) - Constructor for class webcab.lib.math.optimization.multidimensional.MultiDimensionalException

MultiDimensionalFunction - interface webcab.lib.math.optimization.multidimensional.MultiDimensionalFunction.

This interface should be implemented by all user supplied functions that are multidimensional.

MultiDimensionalSolver - class webcab.lib.math.optimization.multidimensional.MultiDimensionalSolver.

The MultiDimensionalSolver class offers methods for finding the location of the extremum (i.e. minimum or maximum) of a function of many real variables (or equivalently, a function defined on a multi dimensional real space) with or without linear constraints.

MultiDimensionalSolver() - Constructor for class webcab.lib.math.optimization.multidimensional.MultiDimensionalSolver

Creates an MultiDimensional instance without registering a function.

MultiDimensionalSolver(MultiDimensionalFunction) - Constructor for class webcab.lib.math.optimization.multidimensional.MultiDimensionalSolver

Creates an MultiDimensional instance and assigns to it the specified function.

multiLinearSimplex(ExtremumTypes, double[], double[][], double[][]) - Method in class webcab.lib.math.optimization.linearprogramming.LinearProgramming

Returns the location of the extremum (i.e. minimum or maximum) of a linear programming problem.

multiLinearSimplex(ExtremumTypes, double[], int, double[][], int, double[][], int) - Method in class webcab.lib.math.optimization.linearprogramming.LinearProgramming

Returns the location of the extremum (i.e. minimum or maximum) of a linear programming problem.

N

nelderMead(ExtremumTypes, double[], double) - Method in class webcab.lib.math.optimization.multidimensional.MultiDimensionalSolver

Uses the downhill simplex method of Nelder and Mead to find a local extremum (i.e. minimum or maximum) of a generic multidimensional function.

P

ParabolicBracketing - class webcab.lib.math.optimization.unidimensional.ParabolicBracketing.

The parabolic extrapolation bracketing algorithm.

ParabolicBracketing() - Constructor for class webcab.lib.math.optimization.unidimensional.ParabolicBracketing

ParabolicIterativeLocate - class webcab.lib.math.optimization.unidimensional.ParabolicIterativeLocate.

Iterative parabolic interpolation algorithm.

ParabolicIterativeLocate() - Constructor for class webcab.lib.math.optimization.unidimensional.ParabolicIterativeLocate

ParabolicLocate - class webcab.lib.math.optimization.unidimensional.ParabolicLocate.

Non-iterative parabolic interpolation algorithm.

ParabolicLocate() - Constructor for class webcab.lib.math.optimization.unidimensional.ParabolicLocate

POLAK_RIVIERE - Static variable in class webcab.lib.math.optimization.multidimensional.AnnealingAlgorithmTypes

This constant refers to using the Polak-Riviere algorithm (i.e.

powell(ExtremumTypes, double[], double[][], BracketingAlgorithm, LocateAlgorithm, double, double, double, int, double) - Method in class webcab.lib.math.optimization.multidimensional.MultiDimensionalSolver

Seeks a local extremum of a general multi-dimensional function using Powell's direction set method.

R

ReferencedServiceException - exception webcab.lib.math.optimization.ReferencedServiceException.

This exception is signaled by a class to describe an error that occured while calling another class.

ReferencedServiceException(String) - Constructor for class webcab.lib.math.optimization.ReferencedServiceException

removeAllConstraints() - Method in class webcab.lib.math.optimization.EasySolver

Removes all the multidimensional constraints which have been set using: (double[] coefficients, double greaterThanValue) addGreaterThanInequality, (double[] coefficients, double lessThanValue) addLessThanInequality, (double[] coefficients, double equalToValue) addEqualityConstraint, (int variableIndex, double greaterThanValue) addLowerBoundConstraint, (int variableIndex, double lessThanValue) addUpperBoundConstraint.

S

safeConvert(double) - Static method in class webcab.lib.math.optimization.unidimensional.SafeFunction

SafeFunction - class webcab.lib.math.optimization.unidimensional.SafeFunction.

SafeFunction(UniDimensionalFunction) - Constructor for class webcab.lib.math.optimization.unidimensional.SafeFunction

Creates new SafeFunction

scenarioAnalysis(ExtremumTypes, double[], double[][], double[][], double[], double[], double[]) - Method in class webcab.lib.math.optimization.linearprogramming.LinearProgramming

Performs Scenario Analysis on a Linear programming problem by evaluating the value of the extremum (i.e.

scenarioAnalysis(SensitivityAnalysisFunction, double[], double[]) - Method in class webcab.lib.math.optimization.sensitivityanalysis.SensitivityAnalysis

Here you are able to perform sensitivity analysis of the given optimization problem which is described by the (solution valued) function (see SensitivityAnalysis for further explanation of the notion of the (solution valued) function).

scenarioAnalysisCor(ExtremumTypes, double[], double[][], double[][], double[], double[], double[]) - Method in class webcab.lib.math.optimization.linearprogramming.LinearProgramming

Performs Scenario Analysis on a Linear programming problem by evaluating the location of the extremum (i.e. maximum or minimum) when the coefficients of the linear object function and the constraints are perturbed.

seekExtremeBidir(double, BracketingAlgorithm, LocateAlgorithm, double, double, double, int) - Method in class webcab.lib.math.optimization.unidimensional.UniDimensionalSolver

Seeks a location of a (local) minimum of a unidimensional object function using user selected bracketing and locate algorithms from BracketingAlgorithm and LocateAlgorithm respectively and starting the iterative search in two directions from a given initial point.

seekExtremeUnidir(double, BracketingAlgorithm, LocateAlgorithm, double, double, double, int) - Method in class webcab.lib.math.optimization.unidimensional.UniDimensionalSolver

Evaluates the location of a (local) extremum (i.e. maximum or minimum) of the unidimensional object function, where the specific bracketing and locate algorithms from the classs BracketingAlgorithm and LocateAlgorithm are set and the initial point given.

seekExtremeValueUnidir(double, BracketingAlgorithm, LocateAlgorithm, double, double, double, int) - Method in class webcab.lib.math.optimization.unidimensional.UniDimensionalSolver

Finds the value of the unidimensional object function at the local extremum (maximum or minimum) found, where the specific bracketing and locate algorithms from the class's BracketingAlgorithm and LocateAlgorithm are set and the initial point given.

seekNextExtreme(ExtremumTypes, double, double, BracketingAlgorithm[], LocateAlgorithm[], int) - Method in class webcab.lib.math.optimization.unidimensional.UniDimensionalSolver

Seeks the closest local extremum to a given initialPoint for the unidimensional object function using information from a user selected set of bracketing and location algorithms.

seekNextExtreme(ExtremumTypes, double, double, int) - Method in class webcab.lib.math.optimization.unidimensional.UniDimensionalSolver

Seeks the closest local extremum to a given initialPoint for the unidimensional object function using information from a default set of bracketing and location algorithms.

seekNextExtremeDeriv(ExtremumTypes, double, double, BracketingAlgorithm[], LocateAlgorithm[], int) - Method in class webcab.lib.math.optimization.unidimensional.UniDimensionalSolver

Seeks the closest local extremum to a given initialPoint for the unidimensional differentiable object function using information from a user selected set of bracketing and location algorithms.

seekNextExtremeDeriv(ExtremumTypes, double, double, int) - Method in class webcab.lib.math.optimization.unidimensional.UniDimensionalSolver

Seeks the closest local extremum to a given initialPoint for the unidimensional differentiable object function using information from a default set of bracketing and location algorithms.

SensitivityAnalysis - class webcab.lib.math.optimization.sensitivityanalysis.SensitivityAnalysis.

Within this class we implement methods by which the Sensitivity Grid of an optimization problem can be evaluated.

SensitivityAnalysis() - Constructor for class webcab.lib.math.optimization.sensitivityanalysis.SensitivityAnalysis

Creates an SensitivityAnalysis instance without registering a function.

SensitivityAnalysisFunction - interface webcab.lib.math.optimization.sensitivityanalysis.SensitivityAnalysisFunction.

This interface is used to implement n-dimensional functions which will be analyzed by the Sensitivity Grid class.

sensitivityGrid(ExtremumTypes, double[], double[][], double[][], int, int, int, int, int, int, double, double) - Method in class webcab.lib.math.optimization.linearprogramming.LinearProgramming

Evaluates the sensitivity grid for a given Linear programming problem.

setConstraints(double, double) - Method in class webcab.lib.math.optimization.EasySolver

Sets the upper and lower bounds of a Unidimensional Constrained optimization problem.

setExtremumType(ExtremumTypes) - Method in class webcab.lib.math.optimization.EasySolver

Selects the type of extremum you are looking for, minimum or maximum.

setFunction(Function) - Method in class webcab.lib.math.optimization.EasySolver

Allows you to set the function you wish to optimize.

setFunction(MultiDimensionalFunction) - Method in class webcab.lib.math.optimization.multidimensional.MultiDimensionalSolver

Submits a new multi-dimensional function for which the location of the extremum is to be found.

setFunction(UniDimensionalFunction) - Method in class webcab.lib.math.optimization.unidimensional.UniDimensionalSolver

Submits a new uni-dimensional function for which the location of the extremum is to be found.

setGlobal(boolean) - Method in class webcab.lib.math.optimization.EasySolver

Set whether the nature of the sought extremum is global.

setInitialPoint(double) - Method in class webcab.lib.math.optimization.EasySolver

Sets the initial point from which the solution of the (local) Unidimensional Optimization problem will be sought.

setInitialPoint(double[]) - Method in class webcab.lib.math.optimization.EasySolver

Sets the initial point from which the multidimensional optimization problem will be applied.

setLocal(boolean) - Method in class webcab.lib.math.optimization.EasySolver

Allows you to set whether the nature of the sought extremum is local.

setMaxIterations(int) - Method in class webcab.lib.math.optimization.EasySolver

The maximum number of iterations with which solve, can use of the underlying algorithm in order to find the solution of the optimization problem to the given level of tolerance specified by setTolerance.

setNoSubIntervals(int) - Method in class webcab.lib.math.optimization.EasySolver

Sets the number of intermediate "safety" points to be used in the case of solving a unidimensional global optimization problem.

setTolerance(double) - Method in class webcab.lib.math.optimization.EasySolver

Controls the precision with which the solution you are looking for is evaluated.

solutionSlack(double[][], double[]) - Method in class webcab.lib.math.optimization.linearprogramming.LinearProgramming

Provides information about the `tightness' of each inequality with respect to the results provided by the LinearProgramming.multiLinearSimplex(ExtremumTypes, double[], double[][], double[][]), or LinearProgramming.multiLinearSimplex(ExtremumTypes, double[], int, double[][], int, double[][], int) multi simplex methods.

solve() - Method in class webcab.lib.math.optimization.EasySolver

Call this method after setting the optimization problem which you are considering; this will involve setting the object function using setFunction and the other properties of this class that are relevant to your problem.

STEEPEST_DESCENT - Static variable in class webcab.lib.math.optimization.multidimensional.AnnealingAlgorithmTypes

This constant refers to using the Steepest-Descent algorithm (i.e.

T

TooManyMultiDimensionalIterationsException - exception webcab.lib.math.optimization.multidimensional.TooManyMultiDimensionalIterationsException.

This exception is thrown when an algorithm exceedes the maximum number of iterations which usually is supplied as a parameter.

TooManyMultiDimensionalIterationsException(double) - Constructor for class webcab.lib.math.optimization.multidimensional.TooManyMultiDimensionalIterationsException

Creates new TooManyMultiDimensionalIterationsException

TooManyMultiDimensionalIterationsException(double[]) - Constructor for class webcab.lib.math.optimization.multidimensional.TooManyMultiDimensionalIterationsException

TooManyUniDimensionalIterationsException - exception webcab.lib.math.optimization.unidimensional.TooManyUniDimensionalIterationsException.

This exception is thrown when an algorithm exceedes the maximum number of iterations which usually is supplied as a parameter.

TooManyUniDimensionalIterationsException(double) - Constructor for class webcab.lib.math.optimization.unidimensional.TooManyUniDimensionalIterationsException

Creates new TooManyUniDimensionalIterationsException

TooManyUniDimensionalIterationsException(double[]) - Constructor for class webcab.lib.math.optimization.unidimensional.TooManyUniDimensionalIterationsException

type - Variable in class webcab.lib.math.optimization.unidimensional.Extremum

The type of the extremum.

U

UniDimensionalException - exception webcab.lib.math.optimization.unidimensional.UniDimensionalException.

This exception is thrown when any error occurs during the execution of the algorithms.

UniDimensionalException() - Constructor for class webcab.lib.math.optimization.unidimensional.UniDimensionalException

UniDimensionalException(String) - Constructor for class webcab.lib.math.optimization.unidimensional.UniDimensionalException

UniDimensionalFunction - interface webcab.lib.math.optimization.unidimensional.UniDimensionalFunction.

This interface should be implemented by all user supplied functions that are unidimensional.

UniDimensionalSolver - class webcab.lib.math.optimization.unidimensional.UniDimensionalSolver.

The UniDimensionalSolver class offers methods for finding the location of the extremum (i.e. minimum or maximum) of a function of one real variable.

UniDimensionalSolver() - Constructor for class webcab.lib.math.optimization.unidimensional.UniDimensionalSolver

Creates an UniDimensional instance without registering a function.

UniDimensionalSolver(UniDimensionalFunction) - Constructor for class webcab.lib.math.optimization.unidimensional.UniDimensionalSolver

Creates an UniDimensional instance and assigns to it the specified function.

V

value - Variable in class webcab.lib.math.optimization.unidimensional.Extremum

The value of the extremum.

value() - Method in class webcab.lib.math.optimization.ExtremumTypes

W

webcab.lib.math.optimization - package webcab.lib.math.optimization

Offers a range refined procedures for solving and performing sensitivity analysis on uni and multi dimensional, local or global optimization problems which may or may not have linear constraints.

webcab.lib.math.optimization.linearprogramming - package webcab.lib.math.optimization.linearprogramming

webcab.lib.math.optimization.multidimensional - package webcab.lib.math.optimization.multidimensional

webcab.lib.math.optimization.sensitivityanalysis - package webcab.lib.math.optimization.sensitivityanalysis

webcab.lib.math.optimization.unidimensional - package webcab.lib.math.optimization.unidimensional

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