Uses of Class
org.ojalgo.optimisation.ExpressionsBasedModel
Packages that use ExpressionsBasedModel
Package
Description
Classes in this package relate to modelling of financial investment portfolios, and Modern Portfolio
Theory.
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Uses of ExpressionsBasedModel in org.ojalgo.data.domain.finance.portfolio
Fields in org.ojalgo.data.domain.finance.portfolio declared as ExpressionsBasedModelModifier and TypeFieldDescriptionprivate final ExpressionsBasedModel
EfficientFrontier.myOptimisationModel
private ExpressionsBasedModel
MarkowitzModel.myOptimisationModel
Methods in org.ojalgo.data.domain.finance.portfolio that return ExpressionsBasedModelModifier and TypeMethodDescriptionprivate ExpressionsBasedModel
MarkowitzModel.generateOptimisationModel
(double riskAversion) (package private) final ExpressionsBasedModel
OptimisedPortfolio.makeModel
(Map<int[], LowerUpper> constraints) -
Uses of ExpressionsBasedModel in org.ojalgo.optimisation
Fields in org.ojalgo.optimisation declared as ExpressionsBasedModelModifier and TypeFieldDescriptionprivate final ExpressionsBasedModel
Expression.myModel
private final ExpressionsBasedModel
FileFormatMPS.myModel
private final ExpressionsBasedModel
IntermediateSolver.myModel
private final ExpressionsBasedModel
ExpressionsBasedModel.Validator.myOriginalModel
Fields in org.ojalgo.optimisation with type parameters of type ExpressionsBasedModelModifier and TypeFieldDescriptionprivate final Predicate
<ExpressionsBasedModel> ConfiguredIntegration.myCapabilityPredicate
private final BiConsumer
<ExpressionsBasedModel, Access1D<BigDecimal>> ExpressionsBasedModel.Validator.myHandler
private final Optimisation.Integration
<ExpressionsBasedModel, ?> ExpressionsBasedModel.Validator.myIntegration
private BiConsumer
<ExpressionsBasedModel, Access1D<BigDecimal>> ExpressionsBasedModel.myValidationFailureHandler
(package private) static final BiConsumer
<ExpressionsBasedModel, Access1D<BigDecimal>> ExpressionsBasedModel.Validator.NULL
Methods in org.ojalgo.optimisation that return ExpressionsBasedModelModifier and TypeMethodDescriptionExpressionsBasedModel.copy()
ExpressionsBasedModel.copy
(boolean relax) ExpressionsBasedModel.copy
(boolean shallow, boolean prune) (package private) ExpressionsBasedModel
Expression.getModel()
private ExpressionsBasedModel
FileFormatMPS.getModel()
protected ExpressionsBasedModel
IntermediateSolver.getModel()
static ExpressionsBasedModel
Apart from the "native" EBM file format, currently only supports the MPS file format, but with some of the various extensions.static ExpressionsBasedModel
ExpressionsBasedModel.parse
(InputStream input, ExpressionsBasedModel.FileFormat format) (package private) static ExpressionsBasedModel
FileFormatEBM.read
(InputStream input) (package private) static ExpressionsBasedModel
FileFormatMPS.read
(InputStream input) ExpressionsBasedModel.reduce()
Will try to indentify constraints with equal variables set, and check if those can be combined or not.ExpressionsBasedModel.simplify()
Will perform presolve and then create a copy removing redundant constraint expressions, and pruning the remaining ones to no longer include fixed variables.ExpressionsBasedModel.snapshot()
Will create a shallow copy flagged as relaxed.Methods in org.ojalgo.optimisation that return types with arguments of type ExpressionsBasedModelModifier and TypeMethodDescription(package private) BiConsumer
<ExpressionsBasedModel, Access1D<BigDecimal>> ExpressionsBasedModel.getValidationFailureHandler()
Methods in org.ojalgo.optimisation with parameters of type ExpressionsBasedModelModifier and TypeMethodDescriptionConfiguredIntegration.build
(ExpressionsBasedModel model) (package private) Expression
Expression.copy
(ExpressionsBasedModel destinationModel, boolean deep) private static boolean
ExpressionsBasedModel.Validator.doValidate
(ExpressionsBasedModel model, Access1D<BigDecimal> solution, NumberContext accuracy, BasicLogger logger, BiConsumer<ExpressionsBasedModel, Access1D<BigDecimal>> handler) final Optimisation.Result
ExpressionsBasedModel.Integration.extractSolverState
(ExpressionsBasedModel model) protected int
ExpressionsBasedModel.Integration.getIndexInSolver
(ExpressionsBasedModel model, Variable variable) default boolean[]
UpdatableSolver.integers
(ExpressionsBasedModel model) boolean
ConfiguredIntegration.isCapable
(ExpressionsBasedModel model) protected final boolean
ExpressionsBasedModel.Integration.isSwitch
(ExpressionsBasedModel model) protected final ExpressionsBasedModel.Validator
ExpressionsBasedModel.Integration.newValidator
(ExpressionsBasedModel model) ExpressionsBasedModel.Validator.of
(ExpressionsBasedModel originalModel, Optimisation.Integration<ExpressionsBasedModel, ?> integration) ExpressionsBasedModel.Validator.of
(ExpressionsBasedModel originalModel, Optimisation.Integration<ExpressionsBasedModel, ?> integration, BiConsumer<ExpressionsBasedModel, Access1D<BigDecimal>> handler) private static Expression
FileFormatEBM.readExpression
(ExpressionsBasedModel model, String[] fields) private static void
FileFormatEBM.readVariable
(ExpressionsBasedModel model, String[] fields) protected final void
ExpressionsBasedModel.Integration.setSwitch
(ExpressionsBasedModel model, boolean value) abstract boolean
ExpressionsBasedModel.VariableAnalyser.simplify
(Variable variable, ExpressionsBasedModel model) Optimisation.Sense.solve
(ExpressionsBasedModel model) ConfiguredIntegration.toModelState
(Optimisation.Result solverState, ExpressionsBasedModel model) ExpressionsBasedModel.Integration.toModelState
(Optimisation.Result solverState, ExpressionsBasedModel model) ConfiguredIntegration.toSolverState
(Optimisation.Result modelState, ExpressionsBasedModel model) ExpressionsBasedModel.Integration.toSolverState
(Optimisation.Result modelState, ExpressionsBasedModel model) boolean
ExpressionsBasedModel.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 final boolean
GenericSolver.validate
(ExpressionsBasedModel modifiedModel) boolean
IntermediateSolver.validate
(ExpressionsBasedModel model) Using the solver'sExpressionsBasedModel.Validator
instance, if set.(package private) static void
FileFormatEBM.write
(ExpressionsBasedModel model, OutputStream output) Method parameters in org.ojalgo.optimisation with type arguments of type ExpressionsBasedModelModifier and TypeMethodDescriptionprivate static boolean
ExpressionsBasedModel.Validator.doValidate
(ExpressionsBasedModel model, Access1D<BigDecimal> solution, NumberContext accuracy, BasicLogger logger, BiConsumer<ExpressionsBasedModel, Access1D<BigDecimal>> handler) ExpressionsBasedModel.Validator.of
(ExpressionsBasedModel originalModel, Optimisation.Integration<ExpressionsBasedModel, ?> integration) ExpressionsBasedModel.Validator.of
(ExpressionsBasedModel originalModel, Optimisation.Integration<ExpressionsBasedModel, ?> integration, BiConsumer<ExpressionsBasedModel, Access1D<BigDecimal>> handler) ExpressionsBasedModel.Validator.of
(ExpressionsBasedModel originalModel, Optimisation.Integration<ExpressionsBasedModel, ?> integration, BiConsumer<ExpressionsBasedModel, Access1D<BigDecimal>> handler) ExpressionsBasedModel.Validator.of
(Optimisation.Result knownSolution, BiConsumer<ExpressionsBasedModel, Access1D<BigDecimal>> handler) <T extends IntermediateSolver>
TExpressionsBasedModel.prepare
(Function<ExpressionsBasedModel, T> factory) The general recommendation is to NOT call this method directly.void
ExpressionsBasedModel.setKnownSolution
(Optimisation.Result knownSolution, BiConsumer<ExpressionsBasedModel, Access1D<BigDecimal>> handler) For test/validation during solver development.ExpressionsBasedModel.Integration.withCapabilityPredicate
(Predicate<ExpressionsBasedModel> capabilityPredicate) Use this to limit the cases where thisOptimisation.Integration
would be used.Constructors in org.ojalgo.optimisation with parameters of type ExpressionsBasedModelModifierConstructorDescription(package private)
(package private)
Expression
(String name, ExpressionsBasedModel model) protected
Expression
(Expression expressionToCopy, ExpressionsBasedModel destinationModel, boolean deep) (package private)
ExpressionsBasedModel
(ExpressionsBasedModel modelToCopy, boolean shallow, boolean prune) protected
(package private)
Validator
(ExpressionsBasedModel originalModel, Optimisation.Integration<ExpressionsBasedModel, ?> integration, Optimisation.Result knownSolution, BiConsumer<ExpressionsBasedModel, Access1D<BigDecimal>> handler) Constructor parameters in org.ojalgo.optimisation with type arguments of type ExpressionsBasedModelModifierConstructorDescription(package private)
ConfiguredIntegration
(ExpressionsBasedModel.Integration<S> delegate, Predicate<ExpressionsBasedModel> capabilityPredicate, Consumer<Optimisation.Options> optionsModifier) (package private)
Validator
(ExpressionsBasedModel originalModel, Optimisation.Integration<ExpressionsBasedModel, ?> integration, Optimisation.Result knownSolution, BiConsumer<ExpressionsBasedModel, Access1D<BigDecimal>> handler) (package private)
Validator
(ExpressionsBasedModel originalModel, Optimisation.Integration<ExpressionsBasedModel, ?> integration, Optimisation.Result knownSolution, BiConsumer<ExpressionsBasedModel, Access1D<BigDecimal>> handler) -
Uses of ExpressionsBasedModel in org.ojalgo.optimisation.convex
Methods in org.ojalgo.optimisation.convex with parameters of type ExpressionsBasedModelModifier and TypeMethodDescriptionConvexSolver.ModelIntegration.build
(ExpressionsBasedModel model) static <N extends Comparable<N>>
ConvexData<N> ConvexSolver.copy
(ExpressionsBasedModel model, PhysicalStore.Factory<N, ?> factory) boolean
ConvexSolver.ModelIntegration.isCapable
(ExpressionsBasedModel model) static ConvexSolver
ConvexSolver.newSolver
(ExpressionsBasedModel model) ConvexSolver.ModelIntegration.toModelState
(Optimisation.Result solverState, ExpressionsBasedModel model) ConvexSolver.ModelIntegration.toSolverState
(Optimisation.Result modelState, ExpressionsBasedModel model) -
Uses of ExpressionsBasedModel in org.ojalgo.optimisation.integer
Fields in org.ojalgo.optimisation.integer declared as ExpressionsBasedModelModifier and TypeFieldDescriptionprivate final ExpressionsBasedModel
GomorySolver.myIntegerModel
private final ExpressionsBasedModel
IntegerSolver.myIntegerModel
Fields in org.ojalgo.optimisation.integer with type parameters of type ExpressionsBasedModelModifier and TypeFieldDescriptionprivate final BiFunction
<ExpressionsBasedModel, IntegerStrategy, ModelStrategy> IntegerStrategy.ConfigurableStrategy.myFactory
Methods in org.ojalgo.optimisation.integer with parameters of type ExpressionsBasedModelModifier and TypeMethodDescriptionGomorySolver.ModelIntegration.build
(ExpressionsBasedModel model) IntegerSolver.ModelIntegration.build
(ExpressionsBasedModel model) private boolean
NodeSolver.doGenerateCuts
(ModelStrategy strategy, NodeKey nodeKey, ExpressionsBasedModel target) (package private) void
NodeKey.enforceBounds
(ExpressionsBasedModel model, int idx, ModelStrategy strategy) (package private) boolean
NodeSolver.generateCuts
(ModelStrategy strategy, ExpressionsBasedModel target) boolean
GomorySolver.ModelIntegration.isCapable
(ExpressionsBasedModel model) boolean
IntegerSolver.ModelIntegration.isCapable
(ExpressionsBasedModel model) static IntegerSolver
IntegerSolver.make
(ExpressionsBasedModel model) IntegerStrategy.ConfigurableStrategy.newModelStrategy
(ExpressionsBasedModel model) IntegerStrategy.newModelStrategy
(ExpressionsBasedModel model) ModelStrategy.newModelStrategy
(ExpressionsBasedModel model) static GomorySolver
GomorySolver.newSolver
(ExpressionsBasedModel model) static IntegerSolver
IntegerSolver.newSolver
(ExpressionsBasedModel model) (package private) void
NodeKey.setNodeState
(ExpressionsBasedModel model, ModelStrategy strategy) Method parameters in org.ojalgo.optimisation.integer with type arguments of type ExpressionsBasedModelModifier and TypeMethodDescriptionIntegerStrategy.ConfigurableStrategy.withModelStrategyFactory
(BiFunction<ExpressionsBasedModel, IntegerStrategy, ModelStrategy> newFactory) Constructors in org.ojalgo.optimisation.integer with parameters of type ExpressionsBasedModelModifierConstructorDescriptionprotected
AbstractStrategy
(ExpressionsBasedModel model, IntegerStrategy strategy) (package private)
DefaultStrategy
(ExpressionsBasedModel model, IntegerStrategy strategy) (package private)
(package private)
protected
ModelStrategy
(ExpressionsBasedModel model, IntegerStrategy strategy) (package private)
NodeKey
(ExpressionsBasedModel integerModel) (package private)
NodeSolver
(ExpressionsBasedModel model) Constructor parameters in org.ojalgo.optimisation.integer with type arguments of type ExpressionsBasedModelModifierConstructorDescription(package private)
ConfigurableStrategy
(IntSupplier parallelism, Comparator<NodeKey>[] definitions, NumberContext integrality, NumberContext gap, 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 ExpressionsBasedModelModifier and TypeMethodDescriptionLinearSolver.ModelIntegration.build
(ExpressionsBasedModel model) LinearSolver.NewIntegration.build
(ExpressionsBasedModel model) LinearSolver.OldIntegration.build
(ExpressionsBasedModel model) (package private) static <S extends SimplexStore>
SSimplexSolver.build
(ExpressionsBasedModel model, Function<LinearStructure, S> factory) (package private) static <T extends SimplexTableau>
TSimplexTableauSolver.build
(ExpressionsBasedModel model, Function<LinearStructure, T> factory) protected int
LinearSolver.ModelIntegration.getIndexInSolver
(ExpressionsBasedModel model, Variable variable) protected int
LinearSolver.NewIntegration.getIndexInSolver
(ExpressionsBasedModel model, Variable variable) protected int
LinearSolver.OldIntegration.getIndexInSolver
(ExpressionsBasedModel model, Variable variable) boolean
LinearSolver.ModelIntegration.isCapable
(ExpressionsBasedModel model) boolean
LinearSolver.NewIntegration.isCapable
(ExpressionsBasedModel model) boolean
LinearSolver.OldIntegration.isCapable
(ExpressionsBasedModel model) static LinearSolver
LinearSolver.newSolver
(ExpressionsBasedModel model) (package private) static void
SimplexTableauSolver.set
(ExpressionsBasedModel model, Primitive2D constraintsBdy, int indCnstr, int basePosVars, int baseNegVars, Variable variable, double factor) (package private) static void
SimplexTableauSolver.set
(ExpressionsBasedModel model, Primitive2D constraintsBdy, int indCnstr, int basePosVars, int baseNegVars, Structure1D.IntIndex key, double factor) LinearSolver.ModelIntegration.toModelState
(Optimisation.Result solverState, ExpressionsBasedModel model) LinearSolver.NewIntegration.toModelState
(Optimisation.Result solverState, ExpressionsBasedModel model) LinearSolver.OldIntegration.toModelState
(Optimisation.Result solverState, ExpressionsBasedModel model) private static ArrayR064
LinearSolver.OldIntegration.toModelVariableValues
(Access1D<?> solverVariableValues, ExpressionsBasedModel model, ArrayR064 modelVariableValues) LinearSolver.ModelIntegration.toSolverState
(Optimisation.Result modelState, ExpressionsBasedModel model) LinearSolver.NewIntegration.toSolverState
(Optimisation.Result modelState, ExpressionsBasedModel model) LinearSolver.OldIntegration.toSolverState
(Optimisation.Result modelState, ExpressionsBasedModel model) -
Uses of ExpressionsBasedModel in org.ojalgo.optimisation.service
Fields in org.ojalgo.optimisation.service declared as ExpressionsBasedModelModifier and TypeFieldDescriptionprivate final ExpressionsBasedModel
OptimisationService.Solver.myModel
Methods in org.ojalgo.optimisation.service with parameters of type ExpressionsBasedModelModifier and TypeMethodDescriptionOptimisationService.Integration.build
(ExpressionsBasedModel model) boolean
OptimisationService.Integration.isCapable
(ExpressionsBasedModel model) Constructors in org.ojalgo.optimisation.service with parameters of type ExpressionsBasedModel