Uses of Class
org.ojalgo.optimisation.ExpressionsBasedModel
-
Packages that use ExpressionsBasedModel Package Description org.ojalgo.data.domain.finance.portfolio Classes in this package relate to modelling of financial investment portfolios, and Modern Portfolio Theory.org.ojalgo.optimisation org.ojalgo.optimisation.convex org.ojalgo.optimisation.integer org.ojalgo.optimisation.linear org.ojalgo.optimisation.service -
-
Uses of ExpressionsBasedModel in org.ojalgo.data.domain.finance.portfolio
Fields in org.ojalgo.data.domain.finance.portfolio declared as ExpressionsBasedModel Modifier and Type Field Description private ExpressionsBasedModelEfficientFrontier. myOptimisationModelprivate ExpressionsBasedModelMarkowitzModel. myOptimisationModelMethods in org.ojalgo.data.domain.finance.portfolio that return ExpressionsBasedModel Modifier and Type Method Description private ExpressionsBasedModelMarkowitzModel. generateOptimisationModel(double riskAversion)(package private) ExpressionsBasedModelOptimisedPortfolio. makeModel(java.util.Map<int[],LowerUpper> constraints) -
Uses of ExpressionsBasedModel in org.ojalgo.optimisation
Fields in org.ojalgo.optimisation declared as ExpressionsBasedModel Modifier and Type Field Description private ExpressionsBasedModelExpression. myModelprivate ExpressionsBasedModelFileFormatMPS. myModelprivate ExpressionsBasedModelIntermediateSolver. myModelprivate ExpressionsBasedModelExpressionsBasedModel.Validator. myOriginalModelFields in org.ojalgo.optimisation with type parameters of type ExpressionsBasedModel Modifier and Type Field Description private java.util.function.Predicate<ExpressionsBasedModel>ConfiguredIntegration. myCapabilityPredicateprivate Optimisation.Integration<ExpressionsBasedModel,?>ExpressionsBasedModel.IntegrationWrapper. myDelegateprivate java.util.function.BiConsumer<ExpressionsBasedModel,Access1D<java.math.BigDecimal>>ExpressionsBasedModel.Validator. myHandlerprivate Optimisation.Integration<ExpressionsBasedModel,?>ExpressionsBasedModel.Validator. myIntegrationprivate java.util.function.BiConsumer<ExpressionsBasedModel,Access1D<java.math.BigDecimal>>ExpressionsBasedModel. myValidationFailureHandler(package private) static java.util.function.BiConsumer<ExpressionsBasedModel,Access1D<java.math.BigDecimal>>ExpressionsBasedModel.Validator. NULLMethods in org.ojalgo.optimisation that return ExpressionsBasedModel Modifier and Type Method Description ExpressionsBasedModelExpressionsBasedModel. copy()ExpressionsBasedModelExpressionsBasedModel. copy(boolean relax)ExpressionsBasedModelExpressionsBasedModel. copy(boolean shallow, boolean prune)(package private) ExpressionsBasedModelExpression. getModel()private ExpressionsBasedModelFileFormatMPS. getModel()protected ExpressionsBasedModelIntermediateSolver. getModel()static ExpressionsBasedModelExpressionsBasedModel. parse(java.io.File file)Apart from the "native" EBM file format, currently only supports the MPS file format, but with some of the various extensions.static ExpressionsBasedModelExpressionsBasedModel. parse(java.io.InputStream input, ExpressionsBasedModel.FileFormat format)(package private) static ExpressionsBasedModelFileFormatEBM. read(java.io.InputStream input)(package private) static ExpressionsBasedModelFileFormatMPS. read(java.io.InputStream input)ExpressionsBasedModelExpressionsBasedModel. reduce()Will try to identify constraints with equal variable sets, and check if those can be combined or not.ExpressionsBasedModelExpressionsBasedModel. simplify()Will perform pre-solve and then create a copy removing redundant constraint expressions, and pruning the remaining ones to no longer include fixed variables.ExpressionsBasedModelExpressionsBasedModel. snapshot()Will create a shallow copy flagged as relaxed.Methods in org.ojalgo.optimisation that return types with arguments of type ExpressionsBasedModel Modifier and Type Method Description (package private) java.util.function.BiConsumer<ExpressionsBasedModel,Access1D<java.math.BigDecimal>>ExpressionsBasedModel. getValidationFailureHandler()Methods in org.ojalgo.optimisation with parameters of type ExpressionsBasedModel Modifier and Type Method Description SConfiguredIntegration. build(ExpressionsBasedModel model)Optimisation.SolverExpressionsBasedModel.IntegrationWrapper. build(ExpressionsBasedModel model)(package private) ExpressionExpression. copy(ExpressionsBasedModel destinationModel, boolean deep)private static booleanExpressionsBasedModel.Validator. doValidate(ExpressionsBasedModel model, Access1D<java.math.BigDecimal> solution, NumberContext accuracy, BasicLogger logger, java.util.function.BiConsumer<ExpressionsBasedModel,Access1D<java.math.BigDecimal>> handler)protected static Optimisation.ResultExpressionsBasedModel.Integration. expandFreeToFull(Optimisation.Result solverState, ExpressionsBasedModel model, DenseArray.Factory<?,?> factory)Optimisation.ResultExpressionsBasedModel.Integration. extractSolverState(ExpressionsBasedModel model)protected intExpressionsBasedModel.Integration. getIndexInSolver(ExpressionsBasedModel model, Variable variable)default boolean[]UpdatableSolver. integers(ExpressionsBasedModel model)booleanConfiguredIntegration. isCapable(ExpressionsBasedModel model)booleanExpressionsBasedModel.IntegrationWrapper. isCapable(ExpressionsBasedModel model)static booleanExpressionsBasedModel. isNative(ExpressionsBasedModel model)Don't you worry about this! It's for internal use.protected booleanExpressionsBasedModel.Integration. isSwitch(ExpressionsBasedModel model, ExpressionsBasedModel.IntegrationProperty property)protected ExpressionsBasedModel.ValidatorExpressionsBasedModel.Integration. newValidator(ExpressionsBasedModel model)static ExpressionsBasedModel.ValidatorExpressionsBasedModel.Validator. of(ExpressionsBasedModel originalModel, Optimisation.Integration<ExpressionsBasedModel,?> integration)static ExpressionsBasedModel.ValidatorExpressionsBasedModel.Validator. of(ExpressionsBasedModel originalModel, Optimisation.Integration<ExpressionsBasedModel,?> integration, java.util.function.BiConsumer<ExpressionsBasedModel,Access1D<java.math.BigDecimal>> handler)private static ExpressionFileFormatEBM. readExpression(ExpressionsBasedModel model, java.lang.String[] fields)private static voidFileFormatEBM. readVariable(ExpressionsBasedModel model, java.lang.String[] fields)protected static Optimisation.ResultExpressionsBasedModel.Integration. reduceFullToFree(Optimisation.Result modelState, ExpressionsBasedModel model, DenseArray.Factory<?,?> factory)protected voidExpressionsBasedModel.Integration. setSwitch(ExpressionsBasedModel model, ExpressionsBasedModel.IntegrationProperty property, boolean value)abstract booleanExpressionsBasedModel.VariableAnalyser. simplify(Variable variable, ExpressionsBasedModel model)Optimisation.ResultOptimisation.Sense. solve(ExpressionsBasedModel model)Optimisation.ResultConfiguredIntegration. toModelState(Optimisation.Result solverState, ExpressionsBasedModel model)Optimisation.ResultExpressionsBasedModel.Integration. toModelState(Optimisation.Result solverState, ExpressionsBasedModel model)Optimisation.ResultExpressionsBasedModel.IntegrationWrapper. toModelState(Optimisation.Result solverState, ExpressionsBasedModel model)Optimisation.ResultConfiguredIntegration. toSolverState(Optimisation.Result modelState, ExpressionsBasedModel model)Optimisation.ResultExpressionsBasedModel.Integration. toSolverState(Optimisation.Result modelState, ExpressionsBasedModel model)This default implementation assumes the solver state and model state are identical, and simply returns the supplied model state.Optimisation.ResultExpressionsBasedModel.IntegrationWrapper. toSolverState(Optimisation.Result modelState, ExpressionsBasedModel model)booleanExpressionsBasedModel.Validator. validate(ExpressionsBasedModel modifiedModel, NumberContext accuracy, BasicLogger logger)Validate the known solution against a (modified) model - perhaps modified during pre-solve or with cuts generation in theIntegerSolver.protected booleanGenericSolver. validate(ExpressionsBasedModel modifiedModel)booleanIntermediateSolver. validate(ExpressionsBasedModel model)Using the solver'sExpressionsBasedModel.Validatorinstance, if set.(package private) static voidFileFormatEBM. write(ExpressionsBasedModel model, java.io.OutputStream output)Method parameters in org.ojalgo.optimisation with type arguments of type ExpressionsBasedModel Modifier and Type Method Description static booleanExpressionsBasedModel. addIntegration(Optimisation.Integration<ExpressionsBasedModel,?> integration)Add an integration for a solver that will be used rather than the built-in solversprivate static booleanExpressionsBasedModel.Validator. doValidate(ExpressionsBasedModel model, Access1D<java.math.BigDecimal> solution, NumberContext accuracy, BasicLogger logger, java.util.function.BiConsumer<ExpressionsBasedModel,Access1D<java.math.BigDecimal>> handler)static ExpressionsBasedModel.ValidatorExpressionsBasedModel.Validator. of(ExpressionsBasedModel originalModel, Optimisation.Integration<ExpressionsBasedModel,?> integration)static ExpressionsBasedModel.ValidatorExpressionsBasedModel.Validator. of(ExpressionsBasedModel originalModel, Optimisation.Integration<ExpressionsBasedModel,?> integration, java.util.function.BiConsumer<ExpressionsBasedModel,Access1D<java.math.BigDecimal>> handler)static ExpressionsBasedModel.ValidatorExpressionsBasedModel.Validator. of(ExpressionsBasedModel originalModel, Optimisation.Integration<ExpressionsBasedModel,?> integration, java.util.function.BiConsumer<ExpressionsBasedModel,Access1D<java.math.BigDecimal>> handler)static ExpressionsBasedModel.ValidatorExpressionsBasedModel.Validator. of(Optimisation.Result knownSolution, java.util.function.BiConsumer<ExpressionsBasedModel,Access1D<java.math.BigDecimal>> handler)<T extends IntermediateSolver>
TExpressionsBasedModel. prepare(java.util.function.Function<ExpressionsBasedModel,T> factory)The general recommendation is to NOT call this method directly.voidExpressionsBasedModel. setKnownSolution(Optimisation.Result knownSolution, java.util.function.BiConsumer<ExpressionsBasedModel,Access1D<java.math.BigDecimal>> handler)For test/validation during solver development.ExpressionsBasedModel.Integration<S>ExpressionsBasedModel.Integration. withCapabilityPredicate(java.util.function.Predicate<ExpressionsBasedModel> capabilityPredicate)Use this to limit the cases where thisOptimisation.Integrationwould be used.Constructors in org.ojalgo.optimisation with parameters of type ExpressionsBasedModel Constructor Description DefaultIntermediate(ExpressionsBasedModel model)Expression(java.lang.String name, ExpressionsBasedModel model)Expression(Expression expressionToCopy, ExpressionsBasedModel destinationModel, boolean deep)ExpressionsBasedModel(ExpressionsBasedModel modelToCopy, boolean shallow, boolean prune)IntermediateSolver(ExpressionsBasedModel model)Validator(ExpressionsBasedModel originalModel, Optimisation.Integration<ExpressionsBasedModel,?> integration, Optimisation.Result knownSolution, java.util.function.BiConsumer<ExpressionsBasedModel,Access1D<java.math.BigDecimal>> handler)Constructor parameters in org.ojalgo.optimisation with type arguments of type ExpressionsBasedModel Constructor Description ConfiguredIntegration(ExpressionsBasedModel.Integration<S> delegate, java.util.function.Predicate<ExpressionsBasedModel> capabilityPredicate, java.util.function.Consumer<Optimisation.Options> optionsModifier)IntegrationWrapper(Optimisation.Integration<ExpressionsBasedModel,?> delegate)Validator(ExpressionsBasedModel originalModel, Optimisation.Integration<ExpressionsBasedModel,?> integration, Optimisation.Result knownSolution, java.util.function.BiConsumer<ExpressionsBasedModel,Access1D<java.math.BigDecimal>> handler)Validator(ExpressionsBasedModel originalModel, Optimisation.Integration<ExpressionsBasedModel,?> integration, Optimisation.Result knownSolution, java.util.function.BiConsumer<ExpressionsBasedModel,Access1D<java.math.BigDecimal>> handler) -
Uses of ExpressionsBasedModel in org.ojalgo.optimisation.convex
Methods in org.ojalgo.optimisation.convex with parameters of type ExpressionsBasedModel Modifier and Type Method Description ConvexSolverConvexSolver.ModelIntegration. build(ExpressionsBasedModel model)static <N extends java.lang.Comparable<N>>
ConvexData<N>ConvexSolver. copy(ExpressionsBasedModel model, PhysicalStore.Factory<N,?> factory)booleanConvexSolver.ModelIntegration. isCapable(ExpressionsBasedModel model)static ConvexSolverConvexSolver. newSolver(ExpressionsBasedModel model)Optimisation.ResultConvexSolver.ModelIntegration. toModelState(Optimisation.Result solverState, ExpressionsBasedModel model)Optimisation.ResultConvexSolver.ModelIntegration. toSolverState(Optimisation.Result modelState, ExpressionsBasedModel model) -
Uses of ExpressionsBasedModel in org.ojalgo.optimisation.integer
Fields in org.ojalgo.optimisation.integer declared as ExpressionsBasedModel Modifier and Type Field Description private ExpressionsBasedModelGomorySolver. myIntegerModelprivate ExpressionsBasedModelIntegerSolver. myIntegerModelFields in org.ojalgo.optimisation.integer with type parameters of type ExpressionsBasedModel Modifier and Type Field Description private java.util.function.BiFunction<ExpressionsBasedModel,IntegerStrategy,ModelStrategy>IntegerStrategy.ConfigurableStrategy. myFactoryMethods in org.ojalgo.optimisation.integer with parameters of type ExpressionsBasedModel Modifier and Type Method Description GomorySolverGomorySolver.ModelIntegration. build(ExpressionsBasedModel model)IntegerSolverIntegerSolver.ModelIntegration. build(ExpressionsBasedModel model)private booleanNodeSolver. doGenerateCuts(ModelStrategy strategy, NodeKey nodeKey, ExpressionsBasedModel target)(package private) voidNodeKey. enforceBounds(ExpressionsBasedModel model, int idx, ModelStrategy strategy)(package private) booleanNodeSolver. generateCuts(ModelStrategy strategy, ExpressionsBasedModel target)booleanGomorySolver.ModelIntegration. isCapable(ExpressionsBasedModel model)booleanIntegerSolver.ModelIntegration. isCapable(ExpressionsBasedModel model)static IntegerSolverIntegerSolver. make(ExpressionsBasedModel model)ModelStrategyIntegerStrategy.ConfigurableStrategy. newModelStrategy(ExpressionsBasedModel model)ModelStrategyIntegerStrategy. newModelStrategy(ExpressionsBasedModel model)ModelStrategyModelStrategy. newModelStrategy(ExpressionsBasedModel model)static GomorySolverGomorySolver. newSolver(ExpressionsBasedModel model)static IntegerSolverIntegerSolver. newSolver(ExpressionsBasedModel model)(package private) voidNodeKey. setNodeState(ExpressionsBasedModel model, ModelStrategy strategy)Method parameters in org.ojalgo.optimisation.integer with type arguments of type ExpressionsBasedModel Modifier and Type Method Description IntegerStrategy.ConfigurableStrategyIntegerStrategy.ConfigurableStrategy. withModelStrategyFactory(java.util.function.BiFunction<ExpressionsBasedModel,IntegerStrategy,ModelStrategy> newFactory)Create a sub-class ofModelStrategyand provide a factory method for it here.Constructors in org.ojalgo.optimisation.integer with parameters of type ExpressionsBasedModel Constructor Description AbstractStrategy(ExpressionsBasedModel model, IntegerStrategy strategy)DefaultStrategy(ExpressionsBasedModel model, IntegerStrategy strategy)GomorySolver(ExpressionsBasedModel model)IntegerSolver(ExpressionsBasedModel model)ModelStrategy(ExpressionsBasedModel model, IntegerStrategy strategy)NodeKey(ExpressionsBasedModel integerModel)NodeSolver(ExpressionsBasedModel model)Constructor parameters in org.ojalgo.optimisation.integer with type arguments of type ExpressionsBasedModel Constructor Description ConfigurableStrategy(java.util.function.IntSupplier parallelism, java.util.Comparator<NodeKey>[] definitions, NumberContext integrality, NumberContext gap, java.util.function.BiFunction<ExpressionsBasedModel,IntegerStrategy,ModelStrategy> factory, IntegerStrategy.GMICutConfiguration configuration) -
Uses of ExpressionsBasedModel in org.ojalgo.optimisation.linear
Methods in org.ojalgo.optimisation.linear with parameters of type ExpressionsBasedModel Modifier and Type Method Description LinearSolverLinearSolver.ModelIntegration. build(ExpressionsBasedModel model)SimplexSolverLinearSolver.NewIntegration. build(ExpressionsBasedModel model)SimplexTableauSolverLinearSolver.OldIntegration. build(ExpressionsBasedModel model)(package private) static <S extends SimplexStore>
SSimplexSolver. build(ExpressionsBasedModel model, java.util.function.Function<LinearStructure,S> factory)(package private) static <T extends SimplexTableau>
TSimplexTableauSolver. build(ExpressionsBasedModel model, java.util.function.Function<LinearStructure,T> factory)protected intLinearSolver.ModelIntegration. getIndexInSolver(ExpressionsBasedModel model, Variable variable)protected intLinearSolver.NewIntegration. getIndexInSolver(ExpressionsBasedModel model, Variable variable)protected intLinearSolver.OldIntegration. getIndexInSolver(ExpressionsBasedModel model, Variable variable)booleanLinearSolver.ModelIntegration. isCapable(ExpressionsBasedModel model)booleanLinearSolver.NewIntegration. isCapable(ExpressionsBasedModel model)booleanLinearSolver.OldIntegration. isCapable(ExpressionsBasedModel model)static LinearSolverLinearSolver. newSolver(ExpressionsBasedModel model)(package private) static voidSimplexTableauSolver. set(ExpressionsBasedModel model, Primitive2D constraintsBdy, int indCnstr, int basePosVars, int baseNegVars, Variable variable, double factor)(package private) static voidSimplexTableauSolver. set(ExpressionsBasedModel model, Primitive2D constraintsBdy, int indCnstr, int basePosVars, int baseNegVars, Structure1D.IntIndex key, double factor)Optimisation.ResultLinearSolver.ModelIntegration. toModelState(Optimisation.Result solverState, ExpressionsBasedModel model)Optimisation.ResultLinearSolver.NewIntegration. toModelState(Optimisation.Result solverState, ExpressionsBasedModel model)Optimisation.ResultLinearSolver.OldIntegration. toModelState(Optimisation.Result solverState, ExpressionsBasedModel model)private static ArrayR064LinearSolver.OldIntegration. toModelVariableValues(Access1D<?> solverVariableValues, ExpressionsBasedModel model, ArrayR064 modelVariableValues)Optimisation.ResultLinearSolver.ModelIntegration. toSolverState(Optimisation.Result modelState, ExpressionsBasedModel model)Optimisation.ResultLinearSolver.NewIntegration. toSolverState(Optimisation.Result modelState, ExpressionsBasedModel model)Optimisation.ResultLinearSolver.OldIntegration. toSolverState(Optimisation.Result modelState, ExpressionsBasedModel model) -
Uses of ExpressionsBasedModel in org.ojalgo.optimisation.service
Fields in org.ojalgo.optimisation.service declared as ExpressionsBasedModel Modifier and Type Field Description private ExpressionsBasedModelServiceSolver. myModelMethods in org.ojalgo.optimisation.service with parameters of type ExpressionsBasedModel Modifier and Type Method Description ServiceSolverServiceIntegration. build(ExpressionsBasedModel model)booleanServiceIntegration. isCapable(ExpressionsBasedModel model)Constructors in org.ojalgo.optimisation.service with parameters of type ExpressionsBasedModel Constructor Description ServiceSolver(ExpressionsBasedModel model, java.lang.String host)
-