Class OptimisedPortfolio.Optimiser

java.lang.Object
org.ojalgo.data.domain.finance.portfolio.OptimisedPortfolio.Optimiser
Enclosing class:
OptimisedPortfolio

public final class OptimisedPortfolio.Optimiser extends Object
  • Constructor Details

    • Optimiser

      public Optimiser()
  • Method Details

    • debug

      public OptimisedPortfolio.Optimiser debug(boolean debug)
      Will turn on debug logging for the optimisation solver.
    • feasibility

      public OptimisedPortfolio.Optimiser feasibility(int scale)
    • getState

      public Optimisation.State 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

      public OptimisedPortfolio.Optimiser validate(boolean 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.