Uses of Class
org.ojalgo.optimisation.ExpressionsBasedModel
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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 -
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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 ExpressionsBasedModel
EfficientFrontier. myOptimisationModel
private ExpressionsBasedModel
MarkowitzModel. myOptimisationModel
Methods in org.ojalgo.data.domain.finance.portfolio that return ExpressionsBasedModel Modifier and Type Method Description private ExpressionsBasedModel
MarkowitzModel. generateOptimisationModel(double riskAversion)
(package private) ExpressionsBasedModel
OptimisedPortfolio. makeModel(java.util.Map<int[],LowerUpper> constraints)
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Uses of ExpressionsBasedModel in org.ojalgo.optimisation
Fields in org.ojalgo.optimisation declared as ExpressionsBasedModel Modifier and Type Field Description private ExpressionsBasedModel
Expression. myModel
private ExpressionsBasedModel
FileFormatMPS. myModel
private ExpressionsBasedModel
IntermediateSolver. myModel
private ExpressionsBasedModel
ExpressionsBasedModel.Validator. myOriginalModel
Fields in org.ojalgo.optimisation with type parameters of type ExpressionsBasedModel Modifier and Type Field Description private java.util.function.Predicate<ExpressionsBasedModel>
ConfiguredIntegration. myCapabilityPredicate
private java.util.function.BiConsumer<ExpressionsBasedModel,Access1D<java.math.BigDecimal>>
ExpressionsBasedModel.Validator. myHandler
private Optimisation.Integration<ExpressionsBasedModel,?>
ExpressionsBasedModel.Validator. myIntegration
private 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. NULL
Methods in org.ojalgo.optimisation that return ExpressionsBasedModel Modifier and Type Method Description ExpressionsBasedModel
ExpressionsBasedModel. copy()
ExpressionsBasedModel
ExpressionsBasedModel. copy(boolean relax)
ExpressionsBasedModel
ExpressionsBasedModel. copy(boolean shallow, boolean prune)
(package private) ExpressionsBasedModel
Expression. getModel()
private ExpressionsBasedModel
FileFormatMPS. getModel()
protected ExpressionsBasedModel
IntermediateSolver. getModel()
static ExpressionsBasedModel
ExpressionsBasedModel. 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 ExpressionsBasedModel
ExpressionsBasedModel. parse(java.io.InputStream input, ExpressionsBasedModel.FileFormat format)
(package private) static ExpressionsBasedModel
FileFormatEBM. read(java.io.InputStream input)
(package private) static ExpressionsBasedModel
FileFormatMPS. read(java.io.InputStream input)
ExpressionsBasedModel
ExpressionsBasedModel. reduce()
Will try to indentify constraints with equal variables set, and check if those can be combined or not.ExpressionsBasedModel
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
ExpressionsBasedModel. 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 S
ConfiguredIntegration. build(ExpressionsBasedModel model)
(package private) Expression
Expression. copy(ExpressionsBasedModel destinationModel, boolean deep)
private static boolean
ExpressionsBasedModel.Validator. doValidate(ExpressionsBasedModel model, Access1D<java.math.BigDecimal> solution, NumberContext accuracy, BasicLogger logger, java.util.function.BiConsumer<ExpressionsBasedModel,Access1D<java.math.BigDecimal>> handler)
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 boolean
ExpressionsBasedModel.Integration. isSwitch(ExpressionsBasedModel model)
protected ExpressionsBasedModel.Validator
ExpressionsBasedModel.Integration. newValidator(ExpressionsBasedModel model)
static ExpressionsBasedModel.Validator
ExpressionsBasedModel.Validator. of(ExpressionsBasedModel originalModel, Optimisation.Integration<ExpressionsBasedModel,?> integration)
static ExpressionsBasedModel.Validator
ExpressionsBasedModel.Validator. of(ExpressionsBasedModel originalModel, Optimisation.Integration<ExpressionsBasedModel,?> integration, java.util.function.BiConsumer<ExpressionsBasedModel,Access1D<java.math.BigDecimal>> handler)
private static Expression
FileFormatEBM. readExpression(ExpressionsBasedModel model, java.lang.String[] fields)
private static void
FileFormatEBM. readVariable(ExpressionsBasedModel model, java.lang.String[] fields)
protected void
ExpressionsBasedModel.Integration. setSwitch(ExpressionsBasedModel model, boolean value)
abstract boolean
ExpressionsBasedModel.VariableAnalyser. simplify(Variable variable, ExpressionsBasedModel model)
Optimisation.Result
Optimisation.Sense. solve(ExpressionsBasedModel model)
Optimisation.Result
ConfiguredIntegration. toModelState(Optimisation.Result solverState, ExpressionsBasedModel model)
Optimisation.Result
ExpressionsBasedModel.Integration. toModelState(Optimisation.Result solverState, ExpressionsBasedModel model)
Optimisation.Result
ConfiguredIntegration. toSolverState(Optimisation.Result modelState, ExpressionsBasedModel model)
Optimisation.Result
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 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, java.io.OutputStream output)
Method parameters in org.ojalgo.optimisation with type arguments of type ExpressionsBasedModel Modifier and Type Method Description private static boolean
ExpressionsBasedModel.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.Validator
ExpressionsBasedModel.Validator. of(ExpressionsBasedModel originalModel, Optimisation.Integration<ExpressionsBasedModel,?> integration)
static ExpressionsBasedModel.Validator
ExpressionsBasedModel.Validator. of(ExpressionsBasedModel originalModel, Optimisation.Integration<ExpressionsBasedModel,?> integration, java.util.function.BiConsumer<ExpressionsBasedModel,Access1D<java.math.BigDecimal>> handler)
static ExpressionsBasedModel.Validator
ExpressionsBasedModel.Validator. of(ExpressionsBasedModel originalModel, Optimisation.Integration<ExpressionsBasedModel,?> integration, java.util.function.BiConsumer<ExpressionsBasedModel,Access1D<java.math.BigDecimal>> handler)
static ExpressionsBasedModel.Validator
ExpressionsBasedModel.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.void
ExpressionsBasedModel. 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.Integration
would 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)
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)
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Uses of ExpressionsBasedModel in org.ojalgo.optimisation.convex
Methods in org.ojalgo.optimisation.convex with parameters of type ExpressionsBasedModel Modifier and Type Method Description ConvexSolver
ConvexSolver.ModelIntegration. build(ExpressionsBasedModel model)
static <N extends java.lang.Comparable<N>>
ConvexData<N>ConvexSolver. copy(ExpressionsBasedModel model, PhysicalStore.Factory<N,?> factory)
boolean
ConvexSolver.ModelIntegration. isCapable(ExpressionsBasedModel model)
static ConvexSolver
ConvexSolver. newSolver(ExpressionsBasedModel model)
Optimisation.Result
ConvexSolver.ModelIntegration. toModelState(Optimisation.Result solverState, ExpressionsBasedModel model)
Optimisation.Result
ConvexSolver.ModelIntegration. toSolverState(Optimisation.Result modelState, ExpressionsBasedModel model)
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Uses of ExpressionsBasedModel in org.ojalgo.optimisation.integer
Fields in org.ojalgo.optimisation.integer declared as ExpressionsBasedModel Modifier and Type Field Description private ExpressionsBasedModel
GomorySolver. myIntegerModel
private ExpressionsBasedModel
IntegerSolver. myIntegerModel
Fields 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. myFactory
Methods in org.ojalgo.optimisation.integer with parameters of type ExpressionsBasedModel Modifier and Type Method Description GomorySolver
GomorySolver.ModelIntegration. build(ExpressionsBasedModel model)
IntegerSolver
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)
ModelStrategy
IntegerStrategy.ConfigurableStrategy. newModelStrategy(ExpressionsBasedModel model)
ModelStrategy
IntegerStrategy. newModelStrategy(ExpressionsBasedModel model)
ModelStrategy
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 ExpressionsBasedModel Modifier and Type Method Description IntegerStrategy.ConfigurableStrategy
IntegerStrategy.ConfigurableStrategy. withModelStrategyFactory(java.util.function.BiFunction<ExpressionsBasedModel,IntegerStrategy,ModelStrategy> newFactory)
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)
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Uses of ExpressionsBasedModel in org.ojalgo.optimisation.linear
Methods in org.ojalgo.optimisation.linear with parameters of type ExpressionsBasedModel Modifier and Type Method Description LinearSolver
LinearSolver.ModelIntegration. build(ExpressionsBasedModel model)
SimplexSolver
LinearSolver.NewIntegration. build(ExpressionsBasedModel model)
SimplexTableauSolver
LinearSolver.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 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)
Optimisation.Result
LinearSolver.ModelIntegration. toModelState(Optimisation.Result solverState, ExpressionsBasedModel model)
Optimisation.Result
LinearSolver.NewIntegration. toModelState(Optimisation.Result solverState, ExpressionsBasedModel model)
Optimisation.Result
LinearSolver.OldIntegration. toModelState(Optimisation.Result solverState, ExpressionsBasedModel model)
private static ArrayR064
LinearSolver.OldIntegration. toModelVariableValues(Access1D<?> solverVariableValues, ExpressionsBasedModel model, ArrayR064 modelVariableValues)
Optimisation.Result
LinearSolver.ModelIntegration. toSolverState(Optimisation.Result modelState, ExpressionsBasedModel model)
Optimisation.Result
LinearSolver.NewIntegration. toSolverState(Optimisation.Result modelState, ExpressionsBasedModel model)
Optimisation.Result
LinearSolver.OldIntegration. toSolverState(Optimisation.Result modelState, ExpressionsBasedModel model)
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Uses of ExpressionsBasedModel in org.ojalgo.optimisation.service
Fields in org.ojalgo.optimisation.service declared as ExpressionsBasedModel Modifier and Type Field Description private ExpressionsBasedModel
OptimisationService.Solver. myModel
Methods in org.ojalgo.optimisation.service with parameters of type ExpressionsBasedModel Modifier and Type Method Description OptimisationService.Solver
OptimisationService.Integration. build(ExpressionsBasedModel model)
boolean
OptimisationService.Integration. isCapable(ExpressionsBasedModel model)
Constructors in org.ojalgo.optimisation.service with parameters of type ExpressionsBasedModel Constructor Description Solver(ExpressionsBasedModel model, java.lang.String host)
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