diviner
Class RiskPerfTypeIIIDiviner

java.lang.Object
  function.BasicVectorFunction
      diviner.BasicMultiObjectiveDiviner
          diviner.RiskPerfTypeIDiviner
              diviner.RiskPerfTypeIIIDiviner

All Implemented Interfaces:

MultiObjectiveDiviner, Computable, VariableBounds, VariableInputDimension, VectorFunction

public class RiskPerfTypeIIIDiviner
extends RiskPerfTypeIDiviner

Multiobjective diviner that uses mu - k*sigma and mu as objectives to be simultaneously minimized.

Author:

dgorur

Field Summary

Fields inherited from class function.BasicVectorFunction

DEFAULT_BOUNDS, DEFAULT_INPUT_DIMENSION, DEFAULT_OUTPUT_DIMENSION, VALUE_OUTSIDE_BOUNDS

Constructor Summary

RiskPerfTypeIIIDiviner()

Method Summary

void	quickCompute(double[] x, double[] y) Abstract method that all subclasses must implement.

Methods inherited from class diviner.BasicMultiObjectiveDiviner

getApproxModel, getBounds, getInputDimension, init, setApproxModel, setBounds, setInputDimension

Methods inherited from class function.BasicVectorFunction

checkInputDimension, compute, compute, compute, compute, compute, getOutputDimension, isWithinBounds, makeBounds, quickCompute

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface function.VectorFunction

compute, compute, compute, compute, quickCompute

Methods inherited from interface function.Computable

compute, getOutputDimension, isWithinBounds

Constructor Detail

RiskPerfTypeIIIDiviner

public RiskPerfTypeIIIDiviner()

Method Detail

quickCompute

public void quickCompute(double[] x,
                         double[] y)

Description copied from class: BasicVectorFunction

Abstract method that all subclasses must implement. This is the core compute method that takes an input double array and returns an output double array.

Specified by:

quickCompute in interface VectorFunction

Overrides:

quickCompute in class RiskPerfTypeIDiviner

Parameters:

x - input array.

y - output array.