Class OptimisedPortfolio.Optimiser
java.lang.Object
org.ojalgo.data.domain.finance.portfolio.OptimisedPortfolio.Optimiser
- Enclosing class:
OptimisedPortfolio
-
Constructor Summary
Constructors -
Method Summary
Modifier and TypeMethodDescriptiondebug
(boolean debug) Will turn on debug logging for the optimisation solver.feasibility
(int scale) getState()
You have to call some method that will trigger the calculation (any method that requires the calculation results) before you check the optimisation state.time
(CalendarDateDuration max) validate
(boolean validate) Will validate the generated optimisation problem and throws an excption if it's not ok.
-
Constructor Details
-
Optimiser
public Optimiser()
-
-
Method Details
-
debug
Will turn on debug logging for the optimisation solver. -
feasibility
-
getState
You have to call some method that will trigger the calculation (any method that requires the calculation results) before you check the optimisation state. Otherwise you'll simply get State.UNEXPLORED. -
time
- Parameters:
max
- The maximum amount of time for the optimisation solver
-
validate
Will validate the generated optimisation problem and throws an excption if it's not ok. This should typically not be enabled in a production environment.
-