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

A

AccelBracketing - class com.webcab.ejb.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 com.webcab.ejb.math.optimization.unidimensional.AccelBracketing

AccelDerivBracketing - class com.webcab.ejb.math.optimization.unidimensional.AccelDerivBracketing.

A version of the acceleration algorithm which uses derivative information.

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

addEqualityConstraint(double[], double) - Method in interface com.webcab.ejb.math.optimization.EasySolver

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

addGreaterThanInequality(double[], double) - Method in interface com.webcab.ejb.math.optimization.EasySolver

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

addLessThanInequality(double[], double) - Method in interface com.webcab.ejb.math.optimization.EasySolver

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

addLowerBoundConstraint(int, double) - Method in interface com.webcab.ejb.math.optimization.EasySolver

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

addUpperBoundConstraint(int, double) - Method in interface com.webcab.ejb.math.optimization.EasySolver

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

AnnealingAlgorithmTypes - class com.webcab.ejb.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 com.webcab.ejb.math.optimization.multidimensional.AnnealingAlgorithmTypes

This constant refers to using the BFGS algorithm (ie MultiDimensionalSolver.derivBFGS(com.webcab.ejb.math.optimization.ExtremumTypes, double[], com.webcab.ejb.math.optimization.unidimensional.BracketingAlgorithm, com.webcab.ejb.math.optimization.unidimensional.LocateAlgorithm, double, double, double, int, double)) which is then used in conjunction with the Simulated Annealing approach in order to find the global extremum of a multi-dimensional optimization problem with a differentiable object function.

Bracket - class com.webcab.ejb.math.optimization.unidimensional.Bracket.

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

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

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

The method for bidirectional bracketing.

BracketingAlgorithm - class com.webcab.ejb.math.optimization.unidimensional.BracketingAlgorithm.

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

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

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

The method for unidirectional bracketing.

BrentDerivLocate - class com.webcab.ejb.math.optimization.unidimensional.BrentDerivLocate.

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

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

BrentLocate - class com.webcab.ejb.math.optimization.unidimensional.BrentLocate.

Brent's algorithm for general functions.

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

C

com.webcab.ejb.math.optimization - package com.webcab.ejb.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.

com.webcab.ejb.math.optimization.linearprogramming - package com.webcab.ejb.math.optimization.linearprogramming

com.webcab.ejb.math.optimization.multidimensional - package com.webcab.ejb.math.optimization.multidimensional

com.webcab.ejb.math.optimization.sensitivityanalysis - package com.webcab.ejb.math.optimization.sensitivityanalysis

com.webcab.ejb.math.optimization.unidimensional - package com.webcab.ejb.math.optimization.unidimensional

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

create() - Method in interface com.webcab.ejb.math.optimization.unidimensional.UniDimensionalSolverHome

Creates an UniDimensional EJB object without registering a function.

create() - Method in interface com.webcab.ejb.math.optimization.multidimensional.MultiDimensionalSolverHome

Creates an MultiDimensional EJB object without registering a function.

create() - Method in interface com.webcab.ejb.math.optimization.sensitivityanalysis.SensitivityAnalysisHome

Creates an SensitivityAnalysis EJB object without registering a function.

create() - Method in interface com.webcab.ejb.math.optimization.linearprogramming.LinearProgrammingHome

Creates a new instance of the LinearProgramming remote interface.

create() - Method in interface com.webcab.ejb.math.optimization.EasySolverHome

Creates an instance of this Enterprise JavaBean.

create(FunctionDelivery) - Method in interface com.webcab.ejb.math.optimization.unidimensional.UniDimensionalSolverHome

Creates an UniDimensional EJB object and assigns to it the specified function.

create(FunctionDelivery) - Method in interface com.webcab.ejb.math.optimization.multidimensional.MultiDimensionalSolverHome

Creates an MultiDimensional EJB object and assigns to it the specified function.

CubicDerivLocate - class com.webcab.ejb.math.optimization.unidimensional.CubicDerivLocate.

The cubic interpolation algorithm.

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

D

Derivative - interface com.webcab.ejb.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 interface com.webcab.ejb.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 interface com.webcab.ejb.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 interface com.webcab.ejb.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 interface com.webcab.ejb.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 interface com.webcab.ejb.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 interface com.webcab.ejb.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 interface com.webcab.ejb.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 interface com.webcab.ejb.math.optimization.linearprogramming.LinearProgramming

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

dualSensitivity(double[], double[]) - Method in interface com.webcab.ejb.math.optimization.linearprogramming.LinearProgramming

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

dualSolve(double[], double[][], double[][], boolean[]) - Method in interface com.webcab.ejb.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 - interface com.webcab.ejb.math.optimization.EasySolver.

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

EasySolverException - exception com.webcab.ejb.math.optimization.EasySolverException.

This is the generic exception class for the EasySolver Enterprise JavaBean.

EasySolverException() - Constructor for class com.webcab.ejb.math.optimization.EasySolverException

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

EasySolverHome - interface com.webcab.ejb.math.optimization.EasySolverHome.

The home interface of the EasySolver Enterprise JavaBeans^TM component.

evaluateGrid(FunctionDelivery, int, int, int, int, int, int, double, double, double[]) - Method in interface com.webcab.ejb.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 com.webcab.ejb.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 com.webcab.ejb.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 com.webcab.ejb.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 com.webcab.ejb.math.optimization.unidimensional.AccelBracketing

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

Extremum - class com.webcab.ejb.math.optimization.unidimensional.Extremum.

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

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

ExtremumTypes - class com.webcab.ejb.math.optimization.ExtremumTypes.

F

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

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

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

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

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

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

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

This constant refers to using the Fletcher-Powell algorithm (ie MultiDimensionalSolver.derivFletcherPowell(com.webcab.ejb.math.optimization.ExtremumTypes, double[], com.webcab.ejb.math.optimization.unidimensional.BracketingAlgorithm, com.webcab.ejb.math.optimization.unidimensional.LocateAlgorithm, double, double, double, int, double)) which is then used in conjunction with the Simulated Annealing approach in order to find the global extremum of a multi-dimensioanl optimization problem with a differentiable object function.

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

This constant refers to using the Fletcher-Reeves algorithm (ie MultiDimensionalSolver.derivFletcherReeves(com.webcab.ejb.math.optimization.ExtremumTypes, double[], com.webcab.ejb.math.optimization.unidimensional.BracketingAlgorithm, com.webcab.ejb.math.optimization.unidimensional.LocateAlgorithm, double, double, double, int, double)) which is then used in conjunction with the Simulated Annealing approach in order to find the global extremum of a multi-dimensional optimization problem with a differentiable object function.

Function - interface com.webcab.ejb.math.optimization.Function.

This interface identifies both uni and multi dimensional functions.

FunctionDelivery - interface com.webcab.ejb.math.optimization.FunctionDelivery.

All FunctionDelivery parameters in the remote and home interfaces use a special mechanism for sending instances of user-defined types over to the EJB components.

FunctionDeliveryException - exception com.webcab.ejb.math.optimization.FunctionDeliveryException.

This exception may be thrown during the instantiation of any of the FunctionDelivery classes.

FunctionDeliveryException(String) - Constructor for class com.webcab.ejb.math.optimization.FunctionDeliveryException

functionValue(double[], double[]) - Method in interface com.webcab.ejb.math.optimization.linearprogramming.LinearProgramming

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

G

getDelivery() - Method in interface com.webcab.ejb.math.optimization.FunctionDelivery

getDelivery() - Method in class com.webcab.ejb.math.optimization.RMIFunctionDelivery

getDelivery() - Method in class com.webcab.ejb.math.optimization.LocalFunctionDelivery

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

Computes the derivative of the function at the point x.

getExtremumType() - Method in interface com.webcab.ejb.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 interface com.webcab.ejb.math.optimization.EasySolver

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

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

Computes the gradient of the function in the point x.

getLowerBound() - Method in interface com.webcab.ejb.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 interface com.webcab.ejb.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 interface com.webcab.ejb.math.optimization.EasySolver

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

getMultiDimensionalInitialPoint() - Method in interface com.webcab.ejb.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 interface com.webcab.ejb.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 com.webcab.ejb.math.optimization.multidimensional.MultiDimensionalFunction

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

getNoSubIntervals() - Method in interface com.webcab.ejb.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 com.webcab.ejb.math.optimization.sensitivityanalysis.SensitivityAnalysisFunction

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

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

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

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

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

Determines the partial result if this is a unique value.

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

Determines the partial result if this is a unique value.

getTolerance() - Method in interface com.webcab.ejb.math.optimization.EasySolver

Returns the precision with which solve, looks for solutions.

getUniDimensionalInitialPoint() - Method in interface com.webcab.ejb.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 interface com.webcab.ejb.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 interface com.webcab.ejb.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 com.webcab.ejb.math.optimization.unidimensional.InvalidUniDimensionalFunctionException

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

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

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

Computes the value of the function at a given point.

getValueAtExtremum() - Method in interface com.webcab.ejb.math.optimization.EasySolver

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

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

Computes the value of the function in the point x.

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

Computes the value of the function in the point x.

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

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

globalAnnealing(ExtremumTypes, double[], int, double, double, BracketingAlgorithm, LocateAlgorithm, double, double, double, int, double, AnnealingAlgorithmTypes) - Method in interface com.webcab.ejb.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 interface com.webcab.ejb.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 interface com.webcab.ejb.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 interface com.webcab.ejb.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 interface com.webcab.ejb.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 interface com.webcab.ejb.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 com.webcab.ejb.math.optimization.multidimensional.Gradient.

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

I

InvalidMultiDimensionalFunctionException - exception com.webcab.ejb.math.optimization.multidimensional.InvalidMultiDimensionalFunctionException.

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

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

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

InvalidUniDimensionalFunctionException - exception com.webcab.ejb.math.optimization.unidimensional.InvalidUniDimensionalFunctionException.

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

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

Creates new InvalidUniDimensionalFunctionException

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

isDifferentiable() - Method in interface com.webcab.ejb.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 interface com.webcab.ejb.math.optimization.EasySolver

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

isGlobal() - Method in interface com.webcab.ejb.math.optimization.EasySolver

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

isLocal() - Method in interface com.webcab.ejb.math.optimization.EasySolver

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

isMultiDimensional() - Method in interface com.webcab.ejb.math.optimization.EasySolver

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

isSolutionCalculated() - Method in interface com.webcab.ejb.math.optimization.EasySolver

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

isUniDimensional() - Method in interface com.webcab.ejb.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 interface com.webcab.ejb.math.optimization.multidimensional.MultiDimensionalSolver

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

LinearLocate - class com.webcab.ejb.math.optimization.unidimensional.LinearLocate.

The golden section search algorithm.

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

LinearProgramming - interface com.webcab.ejb.math.optimization.linearprogramming.LinearProgramming.

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

LinearProgrammingException - exception com.webcab.ejb.math.optimization.linearprogramming.LinearProgrammingException.

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

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

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

LinearProgrammingHome - interface com.webcab.ejb.math.optimization.linearprogramming.LinearProgrammingHome.

The home interface of the stateless LinearProgramming Enterprise JavaBeans^TM component.

LocalFunctionDelivery - class com.webcab.ejb.math.optimization.LocalFunctionDelivery.

This class assists the delivery of a user-defined class instance over from the client-side to the J2EE server-side.

LocalFunctionDelivery(Serializable) - Constructor for class com.webcab.ejb.math.optimization.LocalFunctionDelivery

Creates a new instance of this class while registering the object o for `local' delivery.

locate(Bracket, UniDimensionalFunction, double, int) - Method in interface com.webcab.ejb.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 com.webcab.ejb.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 com.webcab.ejb.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 com.webcab.ejb.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 com.webcab.ejb.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 com.webcab.ejb.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 com.webcab.ejb.math.optimization.unidimensional.ParabolicLocate

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

LocateAlgorithm - interface com.webcab.ejb.math.optimization.unidimensional.LocateAlgorithm.

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

M

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

A constant representing a maximum.

MAXIMUM - Static variable in class com.webcab.ejb.math.optimization.ExtremumTypes

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

A constant representing a minimum.

MINIMUM - Static variable in class com.webcab.ejb.math.optimization.ExtremumTypes

MultiDimensionalException - exception com.webcab.ejb.math.optimization.multidimensional.MultiDimensionalException.

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

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

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

MultiDimensionalFunction - interface com.webcab.ejb.math.optimization.multidimensional.MultiDimensionalFunction.

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

MultiDimensionalSolver - interface com.webcab.ejb.math.optimization.multidimensional.MultiDimensionalSolver.

The MultiDimensionalSolver Enterprise JavaBean 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.

MultiDimensionalSolverHome - interface com.webcab.ejb.math.optimization.multidimensional.MultiDimensionalSolverHome.

The home interface of the MultiDimensionalSolver Enterprise JavaBeans^TM component.

multiLinearSimplex(ExtremumTypes, double[], double[][], double[][]) - Method in interface com.webcab.ejb.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 interface com.webcab.ejb.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 interface com.webcab.ejb.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 com.webcab.ejb.math.optimization.unidimensional.ParabolicBracketing.

The parabolic extrapolation bracketing algorithm.

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

ParabolicIterativeLocate - class com.webcab.ejb.math.optimization.unidimensional.ParabolicIterativeLocate.

Iterative parabolic interpolation algorithm.

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

ParabolicLocate - class com.webcab.ejb.math.optimization.unidimensional.ParabolicLocate.

Non-iterative parabolic interpolation algorithm.

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

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

This constant refers to using the Polak-Riviere algorithm (ie MultiDimensionalSolver.derivPolakRiviere(com.webcab.ejb.math.optimization.ExtremumTypes, double[], com.webcab.ejb.math.optimization.unidimensional.BracketingAlgorithm, com.webcab.ejb.math.optimization.unidimensional.LocateAlgorithm, double, double, double, int, double)) which is then used in conjunction with the Simulated Annealing approach in order to find the global extremum of a multi-dimensional optimization problem with a differentiable object function.

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

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

R

ReferencedServiceException - exception com.webcab.ejb.math.optimization.ReferencedServiceException.

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

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

removeAllConstraints() - Method in interface com.webcab.ejb.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.

RMIFunctionDelivery - class com.webcab.ejb.math.optimization.RMIFunctionDelivery.

This class assists the delivery of an RMI bound class instance over from the client-side to the J2EE server-side.

RMIFunctionDelivery(String) - Constructor for class com.webcab.ejb.math.optimization.RMIFunctionDelivery

Creates a new instance of this class and instructs it to deliver the object located at RMILocation to the EJB component it is passed across to.

S

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

SafeFunction - class com.webcab.ejb.math.optimization.unidimensional.SafeFunction.

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

Creates new SafeFunction

scenarioAnalysis(ExtremumTypes, double[], double[][], double[][], double[], double[], double[]) - Method in interface com.webcab.ejb.math.optimization.linearprogramming.LinearProgramming

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

scenarioAnalysis(FunctionDelivery, double[], double[]) - Method in interface com.webcab.ejb.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 interface com.webcab.ejb.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 interface com.webcab.ejb.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 interface com.webcab.ejb.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 Enterprise JavaBeans BracketingAlgorithm and LocateAlgorithm are set and the initial point given.

seekExtremeValueUnidir(double, BracketingAlgorithm, LocateAlgorithm, double, double, double, int) - Method in interface com.webcab.ejb.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 Enterprise JavaBean's BracketingAlgorithm and LocateAlgorithm are set and the initial point given.

seekNextExtreme(ExtremumTypes, double, double, BracketingAlgorithm[], LocateAlgorithm[], int) - Method in interface com.webcab.ejb.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 interface com.webcab.ejb.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 interface com.webcab.ejb.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 interface com.webcab.ejb.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 - interface com.webcab.ejb.math.optimization.sensitivityanalysis.SensitivityAnalysis.

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

SensitivityAnalysisFunction - interface com.webcab.ejb.math.optimization.sensitivityanalysis.SensitivityAnalysisFunction.

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

SensitivityAnalysisHome - interface com.webcab.ejb.math.optimization.sensitivityanalysis.SensitivityAnalysisHome.

The home interface of the SensitivityAnalysis Enterprise JavaBeans^TM component.

sensitivityGrid(ExtremumTypes, double[], double[][], double[][], int, int, int, int, int, int, double, double) - Method in interface com.webcab.ejb.math.optimization.linearprogramming.LinearProgramming

Evaluates the sensitivity grid for a given Linear programming problem.

setConstraints(double, double) - Method in interface com.webcab.ejb.math.optimization.EasySolver

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

setExtremumType(ExtremumTypes) - Method in interface com.webcab.ejb.math.optimization.EasySolver

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

setFunction(FunctionDelivery) - Method in interface com.webcab.ejb.math.optimization.unidimensional.UniDimensionalSolver

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

setFunction(FunctionDelivery) - Method in interface com.webcab.ejb.math.optimization.multidimensional.MultiDimensionalSolver

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

setFunction(FunctionDelivery) - Method in interface com.webcab.ejb.math.optimization.EasySolver

Allows you to set the function you wish to optimize.

setGlobal(boolean) - Method in interface com.webcab.ejb.math.optimization.EasySolver

Set whether the nature of the sought extremum is global.

setInitialPoint(double) - Method in interface com.webcab.ejb.math.optimization.EasySolver

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

setInitialPoint(double[]) - Method in interface com.webcab.ejb.math.optimization.EasySolver

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

setLocal(boolean) - Method in interface com.webcab.ejb.math.optimization.EasySolver

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

setMaxIterations(int) - Method in interface com.webcab.ejb.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 interface com.webcab.ejb.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 interface com.webcab.ejb.math.optimization.EasySolver

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

solutionSlack(double[][], double[]) - Method in interface com.webcab.ejb.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 interface com.webcab.ejb.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 Enterprise JavaBean that are relevant to your problem.

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

This constant refers to using the Steepest-Descent algorithm (ie MultiDimensionalSolver.derivSteepestDescent(com.webcab.ejb.math.optimization.ExtremumTypes, double[], com.webcab.ejb.math.optimization.unidimensional.BracketingAlgorithm, com.webcab.ejb.math.optimization.unidimensional.LocateAlgorithm, double, double, double, int, double)) which is then used in conjunction with the Simulated Annealing approach in order to find the global extremum of a multi-dimensional optimization problem with a differentiable object function.

T

TooManyMultiDimensionalIterationsException - exception com.webcab.ejb.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 com.webcab.ejb.math.optimization.multidimensional.TooManyMultiDimensionalIterationsException

Creates new TooManyMultiDimensionalIterationsException

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

TooManyUniDimensionalIterationsException - exception com.webcab.ejb.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 com.webcab.ejb.math.optimization.unidimensional.TooManyUniDimensionalIterationsException

Creates new TooManyUniDimensionalIterationsException

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

type - Variable in class com.webcab.ejb.math.optimization.unidimensional.Extremum

The type of the extremum.

U

UniDimensionalException - exception com.webcab.ejb.math.optimization.unidimensional.UniDimensionalException.

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

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

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

UniDimensionalFunction - interface com.webcab.ejb.math.optimization.unidimensional.UniDimensionalFunction.

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

UniDimensionalSolver - interface com.webcab.ejb.math.optimization.unidimensional.UniDimensionalSolver.

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

UniDimensionalSolverHome - interface com.webcab.ejb.math.optimization.unidimensional.UniDimensionalSolverHome.

The home interface of the UniDimensionalSolver Enterprise JavaBeans^TM component.

V

value - Variable in class com.webcab.ejb.math.optimization.unidimensional.Extremum

The value of the extremum.

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

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