Package com.opttek.optquest

Class COptQuestSingleObjective

java.lang.Object
com.opttek.optquest.COptQuestObjective
com.opttek.optquest.COptQuestSingleObjective
Direct Known Subclasses:
COptQuestObjectiveFunction, COptQuestPortfolioObjective, COptQuestStringObjective, COptQuestUserControlledObjective
public abstract class COptQuestSingleObjective extends COptQuestObjective

  • Constructor Details

    • COptQuestSingleObjective

      public COptQuestSingleObjective()

    • COptQuestSingleObjective

      public COptQuestSingleObjective(String name)

  • Method Details

    • SetReplicationConfidence

      public void SetReplicationConfidence(int confidenceType, int level, double errPercent)
      Sets the values used for replication confidence testing. Confidence testing is only available when the replication statistic is the mean value, COptQuestOptimization.OCLP_MEAN
      Parameters:
      confidenceType -
      1 = indicates the replications should stop after the minimum replications have been run and when the confidence level is reached or the maximum number of replications is run.
      2 = indicates the replications should stop after the minimum replications are run and the confidence level is reached, or the maximum number of replications is run, or when the best solution does not fall within current solutions confidence level. Type 2 is not available for COptQuestMultiObjective.
      level -
      • 1 = 80%
      • 2 = 90%
      • 3 - 95%
      • 4 = 98%
      • 5 = 99%
      • 6 = 99.9%
      errPercent - the error percentage as a value > 0 and < 1.

    • GetReplicationConfidenceType

      public int GetReplicationConfidenceType()
      Returns the confidence type set by the call to SetReplicationConfidence();
      Returns:
      1 or 2 indicating the confidence type.

    • GetReplicationConfidenceLevel

      public int GetReplicationConfidenceLevel()
      Returns the confidence level set by the call to SetReplicationConfidence().
      Returns:
      1 = 80%, 2 = 90%, 3 - 95%, 4 = 98%, 5 = 99%, 6 = 99.9%

    • GetReplicationConfidenceErrorPercent

      public double GetReplicationConfidenceErrorPercent()
      Return the confidence error percent set by the call to SetReplicationConfidence()
      Returns:
      a value > 0 and < 1.

    • SetReplicationStatistic

      public void SetReplicationStatistic(int statistic, double statisticValue) throws COptQuestException
      Defines the statistic for the replications of an objective. The OCLP_PERCENTILE statistic requires the statisticValue to be set. This value is ignored for all other statistics. Replication Statistics are not available for COptQuestMultiObjective, but may be applied to the sub-objectives in a MultiObjective.
      Parameters:
      statistic -
      • OCLP_MEAN = 1
      • OCLP_MEDIAN = 2
      • OCLP_PERCENTILE = 3
      • OCLP_STDDEV = 4
      • OCLP_VARIANCE = 6
      • OCLP_COEFFOFVAR = 8
      • OCLP_MIN = 14
      • OCLP_MAX = 15
      • OCLP_SUM = 16
      statisticValue - - target value if using OCLP_PERCENTILE
      Throws:
      COptQuestException - if the statistic or statistic value are invalid.

    • GetReplicationStatistic

      public int GetReplicationStatistic()
      Returns the statistic defined by the SetReplicationStatistic() method.
      Returns:
      statistic
      • OCLP_MEAN = 1
      • OCLP_MEDIAN = 2
      • OCLP_PERCENTILE = 3
      • OCLP_STDDEV = 4
      • OCLP_VARIANCE = 6
      • OCLP_COEFFOFVAR = 8
      • OCLP_MIN = 14
      • OCLP_MAX = 15
      • OCLP_SUM = 16

    • GetReplicationStatisticValue

      public double GetReplicationStatisticValue()
      Returns the statistic value defined by the SetStatistic() method. The statistic OCLP_PERCENTILE requires the statisticValue to be set.
      Returns:
      the target value for OCLP_PERCENTILE. Returns 0 for all other statistics.