COptQuestOptimization

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com.opttek.optquest
Class COptQuestOptimization

java.lang.Object
  com.opttek.optquest.COptQuestOptimization

public class COptQuestOptimization
extends java.lang.Object

The COptQuestOptimization class searches for solutions to problems using a “black box” approach. It incorporates metaheuristics to guide its search algorithms toward better solutions. This approach remembers which solutions worked well and recombines them into new, better solutions. The simplest optimization problem contains decision variables, an objective function and the goal of the optimization (to either minimize or maximize the value of the objective function.) More complex optimization problems may contain constraints.

Field Summary
`static int`	`DEMOLICENSE`
`static int`	`OCLP_COEFFOFSEMI1VAR`
`static int`	`OCLP_COEFFOFSEMI2VAR`
`static int`	`OCLP_COEFFOFVAR`
`static int`	`OCLP_IRR`
`static int`	`OCLP_MEAN`
`static int`	`OCLP_MEDIAN`
`static int`	`OCLP_NONE`
`static int`	`OCLP_NPV`
`static int`	`OCLP_PBP`
`static int`	`OCLP_PERCENTILE`
`static int`	`OCLP_PROBABILITY`
`static int`	`OCLP_SEMI1STDDEV`
`static int`	`OCLP_SEMI1VARIANCE`
`static int`	`OCLP_SEMI2STDDEV`
`static int`	`OCLP_SEMI2VARIANCE`
`static int`	`OCLP_STDDEV`
`static int`	`OCLP_VARIANCE`
`static int`	`REPLTERM_MAXREPLICATIONS`
`static int`	`REPLTERM_METCONFIDENCE`
`static int`	`REPLTERM_NEEDMORE`
`static int`	`REPLTERM_NOTNEARBEST`
`static int`	`REPLTERM_REMOVEBYRAS`
`static int`	`REPLTERM_STILLINRAS`
`static int`	`TERM_AUTOSTOP`
`static int`	`TERM_BESTFOUND`
`static int`	`TERM_CALLBACK`
`static int`	`TERM_EXCEPTION`
`static int`	`TERM_LP`
`static int`	`TERM_MAXITERATIONS`
`static int`	`TERM_MAXTIME`
`static int`	`TERM_NOTSTARTED`
`static int`	`TERM_OPTIMALFOUND`
`static int`	`TERM_RUNNING`
`static int`	`TERM_USERSTOPPED`

Constructor Summary
`COptQuestOptimization()` The default constructor.
`COptQuestOptimization(COptQuestSearchParameters search)`
`COptQuestOptimization(int license)` Constructor that accepts the license ID as input.

Method Summary
`void`	`AddAdditionalReplicationsSolution(int iteration)` Adds the solution identified by the iteration number to the set of solutions that will have additional replications run.
`void`	`AddConstraint(COptQuestCompoundConstraint constraint)` Adds the "Or" constraint defined by the input parameter to the optimization.
`void`	`AddConstraint(COptQuestConstraint constraint)` Adds the constraint defined by the input parameter to the optimization.
`void`	`AddConstraint(COptQuestStringConstraint constraint)` Adds the string constraint defined by the input parameter to the optimization.
`void`	`AddDiscountRate(COptQuestVariable discountRate)` Adds the discount rate variable to the optimization.
`void`	`AddObjective(COptQuestObjective objective)` Add the objective defined by the input parameter to the optimization problem.
`void`	`AddObjectiveFunction(COptQuestObjectiveFunction objectiveFunction)` Adds the linear objective function defined by the input parameter to the optimization.
`void`	`AddPermutationGroup(COptQuestPermutationGroup group)`
`void`	`AddRankAndSelectionSolution(int iteration)` Add the solution identified by the iteration number to the set of solutions that will be included in the rank and select process.
`void`	`AddRequirement(COptQuestOrRequirement requirement)` Adds the "Or" requirement defined by the input parameter to the optimization.
`void`	`AddRequirement(COptQuestRequirement requirement)` Adds the requirement defined by the input parameter to the optimization.
`void`	`AddSelectionGroup(com.opttek.optquest.COptQuestSelectionGroup group)` To be documented.
`void`	`AddSuggestedSolution()` This method signals the completion of a suggested solution definition.
`void`	`AddVariable(COptQuestVariable variable)` Adds the variable defined by the input parameter to the optimization.
`void`	`ChangeVariableConstraint()` Directs the OptQuest Engine to advance to the next bound in constraint strings that have variable bounds defined.
`void`	`ConstraintEquation(java.lang.String equation)` Deprecated. Replaced by AddConstraint(COptQuestStringConstraint) A COptQuestStringConstraint object is created from the input string and added to the optimization
`void`	`ConstraintEquation(java.lang.String equation, boolean checkLinear)` Deprecated. Replaced by AddConstraint(COptQuestStringConstraint) This method creates an instance of COptQuestStringConstraint and use the AddConstraint(COptQuestStringConstraint constraint) method to add the constraint to the optimization.
`void`	`EfficientFrontier()` Virtual method provided by the user when an optimization problem contains a COptQuestStringConstraint with variable bounds.
`void`	`Evaluate()` Virtual method provided by the user to evaluate a solution.
`void`	`Evaluate(int pID)` Virtual method provided by the user to evaluate a solution for parallel optimization.
`boolean`	`EvaluateBestConstraint(COptQuestStringConstraint constraint)` Returns true if the input COptQuestStringConstraint contains a valid expression and if the best solution satisfies the constraint expression.
`void`	`EvaluateComplete(int pID)` This method is called to indicate the evaluation of a parallel optimization is complete.
`boolean`	`EvaluateCurrentConstraint(COptQuestStringConstraint constraint)` Returns true if the input COptQuestStringConstraint contains a valid expression and if the current solution satisfies the constraint expression.
`boolean`	`EvaluateNthBestConstraint(COptQuestStringConstraint constraint)` Returns true if the input COptQuestStringConstraint contains a valid expression and if the nth best solution satisfies the constraint expression.
`boolean`	`EvaluateSuggestedConstraint(COptQuestStringConstraint constraint)` Returns true if the input COptQuestStringConstraint contains a valid expression and if the suggested solution satisfies the constraint expression.
`void`	`finalize()`
`boolean`	`GetAggressiveSearch()` Deprecated.
`boolean`	`GetAutoStop()` Returns the value for automatic stopping.
`int`	`GetBestIteration()` Returns the iteration that resulted in the best solution thus far.
`double`	`GetBestObjectiveValue()` Returns the objective value for the best solution found thus far.
`int`	`GetBestReplications()` Returns the number of replications that were run for the best solution;
`double`	`GetBestReplicationStandardDeviation()` Returns the standard of deviation for the replications of the best solution.
`int`	`GetBestReplicationTerminationReason()` Returns the reason replications were terminated for the best solution.
`java.lang.String`	`GetBestReplicationTerminationReasonString()` Returns a text string which describes the reason replications were terminated for the best solution.
`double`	`GetBestStatistic(int measure, int statistic, double statisticValue)` Using the best solution, calculate the requested statistic on the specified measure
`boolean`	`GetCheckDup()` Returns the value for duplicate solution checking.
`boolean`	`GetCrossOverSearch()` Deprecated.
`double`	`GetCurrentObjectiveValue()` Used to retrieve the value of the objective function for the current solution.
`double`	`GetCurrentObjectiveValue(int pID)` Used to retrieve the value of the objective function for the current solution when doing parallel optimization.
`double`	`GetCurrentReplicationStandardDeviation()` Returns the standard of deviation for the replications of the current solution.
`int`	`GetCurrentReplicationTerminationReason()` Returns the reason replications were terminated for the current solution.
`java.lang.String`	`GetCurrentReplicationTerminationReasonString()` Returns a text string which describes the reason replications were terminated for the current solution.
`double`	`GetCurrentStatistic(int measure, int statistic, double statisticValue)` Using the current solution, calculate the requested statistic on the specified measure
`int`	`GetDataBaseSize()` Returns the size of the internal database of solutions.
`int`	`GetEvaluateException()` Returns the value for COptQuestException.EXCEPT_EVALUATE.
`boolean`	`GetGradientAnalysis()`
`int`	`GetIteration()` Returns the current iteration counter
`int`	`GetIteration(int pID)` Returns the iteration for the solution associated with the parallel ID speceified by pID.
`boolean`	`GetLever()` Deprecated.
`int`	`GetMaximumIterations()` Returns the number of iterations set by SetMaximumIteraions()
`int`	`GetMaximumReplications()` Returns the maximum number of replications set by the call to SetMaximumReplications().
`int`	`GetMaximumTime()` Returns the number of seconds set by the method SetMaximumTime()
`int`	`GetMinimumReplications()` Returns the minimum number of replications set by the call to SetMinimumReplications().
`int`	`GetNthBestIteration()` Returns the iteration number for the Nth best solution, where the Nth best solution is identified by the method SetNthBest(n);
`double`	`GetNthBestObjectiveValue()` Returns the objective value for the Nth best solution, identified by the method COptQuestOptimization::SetNthBest(n);
`int`	`GetNthBestReplications()` Returns the number of replications for the Nth best solution, where the Nth best solution is identified by the method SetNthBest(n);
`double`	`GetNthBestReplicationStandardDeviation()` Returns the standard of deviation for the replications of the Nth best solution, which is identified by the method SetNthBest(n);
`int`	`GetNthBestReplicationTerminationReason()` Returns the reason replications were terminated for the Nth best solution where the Nth best solution is identified by the SetNthBest() method.
`java.lang.String`	`GetNthBestReplicationTerminationReasonString()` Returns a text string which describes the reason replications were terminated for the Nth best solution, where the Nth best solution is identified by the method SetNthBest(n);
`double`	`GetNthBestStatistic(int measure, int statistic, double statisticValue)` Using the Nth best solution, calculate the requested statistic on the specified measure.
`int`	`GetNumberofCompletedIterations()` Returns the number of solutions that have been evaluated.
`int`	`GetNumberOfSeconds()` Returns the number of seconds set by the method SetMaximumTime()
`double`	`GetObjPrecision()` Returns the objective precision.
`int`	`GetPortfolioMeasure()` Deprecated. Replaced by COptQuestPortfolioObjective.GetPortfolioMeasure() Returns the portfolio measure set by COptQuestOptimization::GetPortfolioMeasure().
`int`	`GetPortfolioStatistic()` Deprecated. Replaced COptQuestPortfolioObjective.GetPortfolioStatistic() Returns the portfolio statistic set by the COptQuestOptimization::SetPortfolioStatistic() method.
`double`	`GetPortfolioStatisticValue()` Deprecated. Replace with COptQuestPortfolioObjective.GetPortfolioStatisticValue(). Returns the target value for statistics OCLP_PERCENTILE, OCLP_SEMI1STDDEV, OCLP_SEMI2STDDEV and OCLP_PROBABILITY
`boolean`	`GetRegressionAnalysis()`
`boolean`	`GetRejectNonLinear()` Returns the value for checking solutions for feasibility against non-linear constraints.
`int`	`GetReplication()` Returns the replication number for the current solution being evaluated.
`int`	`GetReplication(int pID)` Returns the number of replications run thus far for the solution associated with the parallel ID speceified by pID.
`int`	`GetReplicationConfidenceLevel()` Returns the confidence level set by the call to SetReplicationConfidence().
`double`	`GetReplicationConfidencePercent()` Return the confidence error percent set by the call to SetReplicationConfidence()
`int`	`GetReplicationConfidenceType()` Returns the confidence type set by the call to SetReplicationConfidence();
`double`	`GetSolutionObjectiveValue(int iteration)` Returns the objective value for the solution identified by the iteration.
`int`	`GetSolutionReplicationTerminationReason(int iteration)` Returns the reason replications were terminated for the solution at the iteration identified by the input parameter 1 = REPLTERM_MAXREPLICATIONS = maximum replications were run 2 = REPLTERM_METCONFIDENCE = the confidence interval was met 3 = REPLTERM_NOTNEARBEST = the objective value was not near the best objective 4 = REPLTERM_REMOVEBYRAS = removed by rank and selection
`java.lang.String`	`GetSolutionReplicationTerminationReasonString(int iteration)` Returns a text string which describes the reason replications were terminated for the solution identified by the input parameter.
`double`	`GetSolutionStatistic(int iteration, int measure, int statistic, double statisticValue)` Using the solution at the specified iteration, calculate the requested statistic on the specified measure
`int`	`GetTaguchi()` Deprecated.
`int`	`GetTerminationReason()` Returns the reason the optimization terminated.
`java.lang.String`	`GetTerminationReasonString()` Returns the reason the optimization terminated as a string.
`boolean`	`GetUserControlledStop()` Returns true if the user will stop the optimization using the COptQuestOptimization::StopOptimization() method.
`boolean`	`GetUserControlledVariableConstraint()`
`boolean`	`GetUseReplications()`
`double`	`GetVarPrecision()` Returns the variable precision.
`static java.lang.String`	`GetVersion()` Returns the version number of the OptQuest Engine.
`boolean`	`IsAdditionalReplicationsMode()`
`boolean`	`IsBestFeasible()` Returns true if the best solution satisifies all constraints and requirements.
`boolean`	`IsCurrentFeasible()` Returns true if the current solution satisifies all constraints and requirements.
`boolean`	`IsLastReplication()` Return true if we have run the last replication for the current solution.
`boolean`	`IsLinearEquation(java.lang.String equation)` Returns true if the input expression is a linear constraint expression.
`boolean`	`IsLinearObjectiveEquation(java.lang.String equation)` Returns true if the input objective expression is a linear expression.
`boolean`	`IsMaximize()` Deprecated. Replaced with COptQuestObjective.IsMaximize(). Returns true if the goal of the optmization is to maximize.
`boolean`	`IsMinimize()` Deprecated. Replaced with COptQuestObjective.IsMinimize(). Returns true if the goal of the optmization is to minimize.
`boolean`	`IsNthBestFeasible()` Returns true if the nth best solution satisifies all constraints and requirements.
`static boolean`	`IsPureJava()`
`boolean`	`IsRankAndSelectionMode()`
`boolean`	`IsSolutionMetConfidence(int iteration)` If the solution specifed by the input parameter met confidence level checks, return true.
`void`	`LogSetup(java.lang.String logFilePath)` LogSetup() logs calls to the COptQuestOptimization class in an xml formatted file.
`void`	`LogSolutions(java.lang.String logFilePath)` LogSolutions() logs all solutions in a csv formatted file.
`void`	`MonitorStatus()` Allows you to monitor the progress of an optimization.
`void`	`ObjectiveEquation(java.lang.String equation)` Deprecated. Define a COptQuestStringObjective and add it using COptQuestOptimization::AddObjective().
`void`	`ObjectiveEquation(java.lang.String equation, boolean checkLinear)` Deprecated. Define a COptQuestStringObjective and add it using COptQuestOptimization::AddObjective().
`void`	`Optimize()` Method that optimizes the problem.
`void`	`OptimizeAdditional()` This method allows the user to continue an optimization after it has stopped.
`void`	`RankAndSelect()` The RankAndSelect() method continues the Optimize() method that has just completed by using the Rank and Selection Algorithm.
`void`	`RejectSolution()` Called by the user to reject the current solution.
`void`	`SaveSolutions(java.lang.String filename)` Stores the current state of the optimization in an XML file.
`void`	`SearchRestart()` The search for solutions is restarted.
`void`	`SetAdditionalIterations(int MoreIterations)` Sets the number of additional iterations to be run after an optimization has stopped.
`void`	`SetAdditionalReplications(int MoreReplications)` Sets the number of additional replications to be run on the top n solutions.
`void`	`SetAdditionalReplicationsSolutions(int Value)` Identifies the top n solutions that will have additional replications run.
`void`	`SetAggressiveSearch(boolean Value)` Deprecated.
`void`	`SetAutoStop(boolean stop)` Sets the auto stop option.
`void`	`SetAutoStopFrequency(int freq)` Sets the auto stop frequency.
`void`	`SetCheckDup(boolean checkDup)` Controls duplicate solution checking.
`void`	`SetCrossOverSearch(boolean Value)` Deprecated.
`void`	`SetCurrentObjectiveValue(double objective)` Deprecated. Replaced by COptQuestObjective::SetCurrentValue() method. Sets the objective value for the current solution.
`void`	`SetCurrentObjectiveValue(int pID, double objective)` Deprecated. Replaced by COptQuestObjective::SetCurrentValue() Sets the objective value for the current solution in a parallel optimization.
`void`	`SetDataBaseSize(int size)` Sets the number of solutions to be kept in the internal database of solutions.
`void`	`SetEvaluate(int NumberOfParallelEvaluate)` The input parameter identifies the number of parallel evaluations that will be performed by the user.
`void`	`SetGradientAnalysis(boolean Value)`
`void`	`SetLever(boolean Value)` Deprecated.
`void`	`SetLicenseID(int license)` Used to set the license ID.
`void`	`SetMaximize()` Deprecated. Replaced with COptQuestObjective.SetMaximize(). Sets the goal of the optimization to maximize the objective value.
`void`	`SetMaximumIterations(int NumberOfIterations)` Sets the number of iterations the optimization should perform before stopping.
`void`	`SetMaximumReplications(int maximum)` Sets the maximum number of replications to be run when running general replication.
`void`	`SetMaximumTime(int NumberOfSeconds)` Sets the number of seconds the optimization should run before stopping.
`void`	`SetMinimize()` Deprecated. Replaced with COptQuestObjective.SetMinimize(). Sets the goal of the optimization to minimize the objective value.
`void`	`SetMinimumReplications(int minimum)` Sets the minimum number of replications to be run when running general replication.
`void`	`SetNeuralNetAnalysis(boolean Value)`
`void`	`SetNodeMax(int maximum)`
`void`	`SetNodeMin(int minimum)`
`void`	`SetNodeMultiplier(double multiplier)`
`void`	`SetNthBest(int n)` Called by the user to identify the Nth best soluiton.
`void`	`SetObjPrecision(double precision)` The objective precision value is used to compare the objective value of solutions and determine if one solution is superior to another.
`void`	`SetPortfolioMeasure(int measure)` Deprecated. Replaced by COptQuestPortfolioObjective.SetPortfolioMeasure() Defines the measure for the portfolio objective.
`void`	`SetPortfolioStatistic(int statistic, double statisticValue)` Deprecated. Replaced by COptQuestPortfolioObjective.SetPortfolioStatistic() Defines the statistic for the portfolio objective. If the statistic is OCLP_PERCENTILE, OCLP_SEMI1STDDEV, OCLP_SEMI2STDDEV and OCLP_PROBABILITY require the statisticValue to be set. This value is ignored for all other statistics.
`void`	`SetRandomSeed(int seed)` Allows the random seed to be modified.
`void`	`SetRankAndSelectionCorrectProbability(double prob)` Sets the probability used by the rank and select algorithm.
`void`	`SetRankAndSelectionIndifferenceZone(double zone)` Sets the indifference zone use by the rank and select algorithm.
`void`	`SetRankAndSelectionSolutions(int Value)` Identifies the top n solutions that will be evaluated in the rank and select algorithm.
`void`	`SetRegressionAnalysis(boolean Value)`
`void`	`SetRejectNonLinear(boolean Value)` Directs the OptQuest Engine to reject solutions that violate non-linear constraints without calling the Evaluate() method.
`void`	`SetReplicationConfidence(int type, int level, double errPercent)` Sets the values used for replication confidence testing.
`void`	`SetRetrainingInterval(int interval)`
`void`	`SetStartingIteration(int iteration)`
`void`	`SetTaguchi(int Value)` Deprecated.
`void`	`SetUseNeuralNetworkFilter(boolean useNN)` Turns the neural network on or off.
`void`	`SetUseNeuralNetworkGenerator(boolean useNN)`
`void`	`SetUsePortfolioAlgorithms(boolean Value)` If the input parameter is true, the OptQuest Engine will use portfolio algorithms to find a good starting solution for portfolio optimizations.
`void`	`SetUserControlledStop(boolean stop)` Indicates the user will stop the optimization by calling the COptQuestOptimization::StopOptimization() method.
`void`	`SetUserControlledVariableConstraint(boolean Value)` This method is used when the optimization contains a constraint with variable bounds.
`void`	`SetUseReplications(boolean Value)`
`void`	`SetVarPrecision(double precision)` The variable precision value is used to compare the values for decision variables and determine duplicate solutions.
`double`	`SolveBestEquation(java.lang.String str)` Solves the expression in the input parameter using the best solution and returns the value of the expression.
`double`	`SolveBestLHS(COptQuestStringConstraint constraint, int clause)` Returns the value of the left hand side of the COptQuestStringConstraint, using the best solution.
`double`	`SolveBestRHS(COptQuestStringConstraint constraint, int clause)` Returns the value of the right hand side of the COptQuestStringConstraint, using the best solution.
`double`	`SolveCurrentEquation(java.lang.String str)` Solves the expression in the input parameter using the current solution and returns the value of the expression.
`double`	`SolveCurrentLHS(COptQuestStringConstraint constraint, int clause)` Returns the value of the left hand side of the COptQuestStringConstraint, using the current solution.
`double`	`SolveCurrentRHS(COptQuestStringConstraint constraint, int clause)` Returns the value of the right hand side of the COptQuestStringConstraint, using the current solution.
`double`	`SolveNthBestEquation(java.lang.String str)` Solves the expression in the input parameter using the nth best solution and returns the value of the expression.
`double`	`SolveNthBestLHS(COptQuestStringConstraint constraint, int clause)` Returns the value of the left hand side of the COptQuestStringConstraint, using the Nth best solution.
`double`	`SolveNthBestRHS(COptQuestStringConstraint constraint, int clause)` Returns the value of the right hand side of the COptQuestStringConstraint, using the Nth best solution.
`double`	`SolveSuggestedEquation(java.lang.String str)` Solves the expression in the input parameter using a suggested solution and returns the value of the expression.
`double`	`SolveSuggestedLHS(COptQuestStringConstraint constraint, int clause)` Returns the value of the left hand side of the COptQuestStringConstraint, using the suggested solution.
`double`	`SolveSuggestedRHS(COptQuestStringConstraint constraint, int clause)` Returns the value of the right hand side of the COptQuestStringConstraint, using the suggested solution.
`void`	`StopOptimization()` Stops the currently running optimization.
`void`	`UseSolutions(java.lang.String filename)` Retrieves previously stored solutions that were written to file by the the SaveSolutions() procedure.
`void`	`ValidateEquation(COptQuestStringConstraint constraint)` Validates the string expression of the input constraint and throws an exception if there are errors.
`void`	`ValidateEquation(java.lang.String equation)` Validates the input string expression and throws an exception if there are errors.
`void`	`ValidateObjectiveEquation(COptQuestStringObjective objective)` Validates the string expression of the input objective and throws an exception if there are errors.
`void`	`ValidateObjectiveEquation(java.lang.String equation)` Validates the objective string expression and throws and exception if there is an error in the string expression.

Methods inherited from class java.lang.Object

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

Field Detail

TERM_NOTSTARTED

public static final int TERM_NOTSTARTED

See Also:: Constant Field Values

TERM_RUNNING

public static final int TERM_RUNNING

See Also:: Constant Field Values

TERM_CALLBACK

public static final int TERM_CALLBACK

See Also:: Constant Field Values

TERM_LP

public static final int TERM_LP

See Also:: Constant Field Values

TERM_AUTOSTOP

public static final int TERM_AUTOSTOP

See Also:: Constant Field Values

TERM_OPTIMALFOUND

public static final int TERM_OPTIMALFOUND

See Also:: Constant Field Values

TERM_MAXITERATIONS

public static final int TERM_MAXITERATIONS

See Also:: Constant Field Values

TERM_MAXTIME

public static final int TERM_MAXTIME

See Also:: Constant Field Values

TERM_USERSTOPPED

public static final int TERM_USERSTOPPED

See Also:: Constant Field Values

TERM_BESTFOUND

public static final int TERM_BESTFOUND

See Also:: Constant Field Values

TERM_EXCEPTION

public static final int TERM_EXCEPTION

See Also:: Constant Field Values

REPLTERM_NEEDMORE

public static final int REPLTERM_NEEDMORE

See Also:: Constant Field Values

REPLTERM_MAXREPLICATIONS

public static final int REPLTERM_MAXREPLICATIONS

See Also:: Constant Field Values

REPLTERM_METCONFIDENCE

public static final int REPLTERM_METCONFIDENCE

See Also:: Constant Field Values

REPLTERM_NOTNEARBEST

public static final int REPLTERM_NOTNEARBEST

See Also:: Constant Field Values

REPLTERM_REMOVEBYRAS

public static final int REPLTERM_REMOVEBYRAS

See Also:: Constant Field Values

REPLTERM_STILLINRAS

public static final int REPLTERM_STILLINRAS

See Also:: Constant Field Values

DEMOLICENSE

public static final int DEMOLICENSE

See Also:: Constant Field Values

OCLP_NONE

public static final int OCLP_NONE

See Also:: Constant Field Values

OCLP_MEAN

public static final int OCLP_MEAN

See Also:: Constant Field Values

OCLP_MEDIAN

public static final int OCLP_MEDIAN

See Also:: Constant Field Values

OCLP_PERCENTILE

public static final int OCLP_PERCENTILE

See Also:: Constant Field Values

OCLP_STDDEV

public static final int OCLP_STDDEV

See Also:: Constant Field Values

OCLP_SEMI1STDDEV

public static final int OCLP_SEMI1STDDEV

See Also:: Constant Field Values

OCLP_VARIANCE

public static final int OCLP_VARIANCE

See Also:: Constant Field Values

OCLP_SEMI1VARIANCE

public static final int OCLP_SEMI1VARIANCE

See Also:: Constant Field Values

OCLP_COEFFOFVAR

public static final int OCLP_COEFFOFVAR

See Also:: Constant Field Values

OCLP_COEFFOFSEMI1VAR

public static final int OCLP_COEFFOFSEMI1VAR

See Also:: Constant Field Values

OCLP_PROBABILITY

public static final int OCLP_PROBABILITY

See Also:: Constant Field Values

OCLP_SEMI2STDDEV

public static final int OCLP_SEMI2STDDEV

See Also:: Constant Field Values

OCLP_SEMI2VARIANCE

public static final int OCLP_SEMI2VARIANCE

See Also:: Constant Field Values

OCLP_COEFFOFSEMI2VAR

public static final int OCLP_COEFFOFSEMI2VAR

See Also:: Constant Field Values

OCLP_NPV

public static final int OCLP_NPV

See Also:: Constant Field Values

OCLP_IRR

public static final int OCLP_IRR

See Also:: Constant Field Values

OCLP_PBP

public static final int OCLP_PBP

See Also:: Constant Field Values

Constructor Detail

COptQuestOptimization

public COptQuestOptimization()

The default constructor. The license ID must be set by the SetLicenseID() method.

COptQuestOptimization

public COptQuestOptimization(int license)

Constructor that accepts the license ID as input.
Parameters:: license - - the license ID assigned by OptTek Systems, Inc.

COptQuestOptimization

public COptQuestOptimization(COptQuestSearchParameters search)

Method Detail

finalize

public void finalize()

GetVersion

public static java.lang.String GetVersion()

Returns the version number of the OptQuest Engine.

Returns:: the version number as a string.

SetUseNeuralNetworkFilter

public void SetUseNeuralNetworkFilter(boolean useNN)

Turns the neural network on or off. The neural network is used to generate new solutions.

Parameters:: useNN - - true if the neural network should be turned on. False if it should be turned off.

SetUseNeuralNetworkGenerator

public void SetUseNeuralNetworkGenerator(boolean useNN)

GetNumberofCompletedIterations

public int GetNumberofCompletedIterations()

Returns the number of solutions that have been evaluated. This method is most useful for parallel optimizations where the current iteration counter isn't meaningful because there's more than one solution being evaluated.

Returns:: the number of iterations that have completed

Evaluate

public void Evaluate()

Virtual method provided by the user to evaluate a solution. The Evaluate() method is called at each optimization iteration to calculate the value of the objective function, requirements and user controlled variables (COptQuestUserControlledVariable.) To get the current solution, call COptQuestVariable::GetCurrentValue() for each variable added to the optimization. Call COptQuestObjective::SetCurrentValue() to set the calculated value of the objective function. Call COptQuestUserControlledVariable::SetCurrentValue() to set the value for each user controlled variable added to the optimization. Call COptQuestRequirement::SetCurrentValue() to set the calculated value for each COptQuestRequirement added to the optimization. Note: Use the MonitorStatus() method to plot the progress of the best solution. The best solution is updated after the Evaluate() method has completed.

EfficientFrontier

public void EfficientFrontier()

Virtual method provided by the user when an optimization problem contains a COptQuestStringConstraint with variable bounds. (2*Var1 + 3*Var2 + 1.5*Var3 <= 100,200,300) This method is called when the evaluations for a bound are complete. In the above example, EfficientFrontier() would be called 3 times. This method allows the user to retrieve the best solution for the bound and plot an Efficient Frontier graph.

Evaluate

public void Evaluate(int pID)
              throws COptQuestException

Virtual method provided by the user to evaluate a solution for parallel optimization. The parameter pID indicates which parallel process to evaluate. The pID is used to retrieve the values for the decision variables and to set the values for the objective and requirements.

Parameters:: pID - - ID of the evaluation that has completed. The pID is a number between 1 and the value given to the COptQuestOptimization::SetEvaluate() method.
Throws:: COptQuestException

MonitorStatus

public void MonitorStatus()

Allows you to monitor the progress of an optimization. The MonitorStatus() method is called at the end of each optimization iteration. It is called after the Evaluate() method has completed evaluation of the solution. When MonitorStatus() is called, the solution has been checked for feasibility and the best solution has been identified.

EvaluateComplete

public void EvaluateComplete(int pID)
                      throws COptQuestException

This method is called to indicate the evaluation of a parallel optimization is complete. The input parameter is the ID from the COptQuestOptimization::Evaluate(int pID)method.

Parameters:: pID - - ID of the evaluation that has completed. The pID is a number between 1 and the value given to the SetEvaluate() method. It was the input parameter of the Evalaute() method.
Throws:: COptQuestException

GetCurrentObjectiveValue

public double GetCurrentObjectiveValue()
                                throws COptQuestException

Used to retrieve the value of the objective function for the current solution.

Returns:: the current value of the objective function.
Throws:: COptQuestException

GetCurrentObjectiveValue

public double GetCurrentObjectiveValue(int pID)
                                throws COptQuestException

Used to retrieve the value of the objective function for the current solution when doing parallel optimization. The parameter pID is the parallel ID.

Parameters:: pID - - parallel ID.
Returns:: the value of the objective function associated with the parallel ID.
Throws:: COptQuestException

SetCurrentObjectiveValue

public void SetCurrentObjectiveValue(double objective)
                              throws COptQuestException

Deprecated. Replaced by COptQuestObjective::SetCurrentValue() method. Sets the objective value for the current solution.

Parameters:: objective - - the calculated value of the objective.
Throws:: COptQuestException

SetCurrentObjectiveValue

public void SetCurrentObjectiveValue(int pID,
                                     double objective)
                              throws COptQuestException

Deprecated. Replaced by COptQuestObjective::SetCurrentValue() Sets the objective value for the current solution in a parallel optimization.

Parameters:: pID -; objective -
Throws:: COptQuestException

GetBestObjectiveValue

public double GetBestObjectiveValue()

Returns the objective value for the best solution found thus far.

Returns:: objective value of the best solution.

GetNthBestObjectiveValue

public double GetNthBestObjectiveValue()
                                throws COptQuestException

Returns the objective value for the Nth best solution, identified by the method COptQuestOptimization::SetNthBest(n);

Returns:: the objective value of the Nth best solution. Returns 0 if the solution doesn't exist.
Throws:: COptQuestException

GetBestStatistic

public double GetBestStatistic(int measure,
                               int statistic,
                               double statisticValue)
                        throws COptQuestException

Using the best solution, calculate the requested statistic on the specified measure

Parameters:

measure -

OCLP_NPV = 1
OCLP_IRR = 2
OCLP_PBP = 3

statistic -

OCLP_MEAN = 1
OCLP_MEDIAN = 2
OCLP_PERCENTILE = 3
OCLP_STDDEV = 4
OCLP_SEMI1STDDEV = 5
OCLP_VARIANCE = 6
OCLP_SEMI1VARIANCE = 7
OCLP_COEFFOFVAR = 8
OCLP_COEFFOFSEMI1VAR = 9
OCLP_PROBABILITY = 10
OCLP_SEMI2STDDEV = 11
OCLP_SEMI2VARIANCE = 12
OCLP_COEFFOFSEMI2VAR = 13

statisticValue - target values for OCLP_PERCENTILE, OCLP_SEMI1STDDEV, OCLP_SEMI2STDDEV, OCLP_PROBABILITY

Returns:

the result of the calculation

Throws:

COptQuestException

GetNthBestStatistic

public double GetNthBestStatistic(int measure,
                                  int statistic,
                                  double statisticValue)
                           throws COptQuestException

Using the Nth best solution, calculate the requested statistic on the specified measure. The Nth best solution is identified by the SetNthBest() method.

Parameters:

measure -

OCLP_NPV = 1
OCLP_IRR = 2
OCLP_PBP = 3

statistic -

OCLP_MEAN = 1
OCLP_MEDIAN = 2
OCLP_PERCENTILE = 3
OCLP_STDDEV = 4
OCLP_SEMI1STDDEV = 5
OCLP_VARIANCE = 6
OCLP_SEMI1VARIANCE = 7
OCLP_COEFFOFVAR = 8
OCLP_COEFFOFSEMI1VAR = 9
OCLP_PROBABILITY = 10
OCLP_SEMI2STDDEV = 11
OCLP_SEMI2VARIANCE = 12
OCLP_COEFFOFSEMI2VAR = 13

statisticValue - target values for OCLP_PERCENTILE, OCLP_SEMI1STDDEV, OCLP_SEMI2STDDEV, OCLP_PROBABILITY

Returns:

the result of the calculation

Throws:

COptQuestException

GetCurrentStatistic

public double GetCurrentStatistic(int measure,
                                  int statistic,
                                  double statisticValue)
                           throws COptQuestException

Using the current solution, calculate the requested statistic on the specified measure

Parameters:

measure -

OCLP_NPV = 1
OCLP_IRR = 2
OCLP_PBP = 3

statistic -

OCLP_MEAN = 1
OCLP_MEDIAN = 2
OCLP_PERCENTILE = 3
OCLP_STDDEV = 4
OCLP_SEMI1STDDEV = 5
OCLP_VARIANCE = 6
OCLP_SEMI1VARIANCE = 7
OCLP_COEFFOFVAR = 8
OCLP_COEFFOFSEMI1VAR = 9
OCLP_PROBABILITY = 10
OCLP_SEMI2STDDEV = 11
OCLP_SEMI2VARIANCE = 12
OCLP_COEFFOFSEMI2VAR = 13

statisticValue - target values for OCLP_PERCENTILE, OCLP_SEMI1STDDEV, OCLP_SEMI2STDDEV, OCLP_PROBABILITY

Returns:

the result of the calculation

Throws:

COptQuestException

GetSolutionStatistic

public double GetSolutionStatistic(int iteration,
                                   int measure,
                                   int statistic,
                                   double statisticValue)
                            throws COptQuestException

Using the solution at the specified iteration, calculate the requested statistic on the specified measure

Parameters:

measure -

OCLP_NPV = 1
OCLP_IRR = 2
OCLP_PBP = 3

statistic - *

OCLP_MEAN = 1
OCLP_MEDIAN = 2
OCLP_PERCENTILE = 3
OCLP_STDDEV = 4
OCLP_SEMI1STDDEV = 5
OCLP_VARIANCE = 6
OCLP_SEMI1VARIANCE = 7
OCLP_COEFFOFVAR = 8
OCLP_COEFFOFSEMI1VAR = 9
OCLP_PROBABILITY = 10
OCLP_SEMI2STDDEV = 11
OCLP_SEMI2VARIANCE = 12
OCLP_COEFFOFSEMI2VAR = 13

statisticValue - target values for OCLP_PERCENTILE, OCLP_SEMI1STDDEV, OCLP_SEMI2STDDEV, OCLP_PROBABILITY

Returns:

the result of the calculation

Throws:

COptQuestException

GetSolutionObjectiveValue

public double GetSolutionObjectiveValue(int iteration)
                                 throws

com.opttek.optquest Class COptQuestOptimization

TERM_NOTSTARTED

TERM_RUNNING

TERM_CALLBACK

TERM_LP

TERM_AUTOSTOP

TERM_OPTIMALFOUND

TERM_MAXITERATIONS

TERM_MAXTIME

TERM_USERSTOPPED

TERM_BESTFOUND

TERM_EXCEPTION

REPLTERM_NEEDMORE

REPLTERM_MAXREPLICATIONS

REPLTERM_METCONFIDENCE

REPLTERM_NOTNEARBEST

REPLTERM_REMOVEBYRAS

REPLTERM_STILLINRAS

DEMOLICENSE

OCLP_NONE

OCLP_MEAN

OCLP_MEDIAN

OCLP_PERCENTILE

OCLP_STDDEV

OCLP_SEMI1STDDEV

OCLP_VARIANCE

OCLP_SEMI1VARIANCE

OCLP_COEFFOFVAR

OCLP_COEFFOFSEMI1VAR

OCLP_PROBABILITY

OCLP_SEMI2STDDEV

OCLP_SEMI2VARIANCE

OCLP_COEFFOFSEMI2VAR

OCLP_NPV

OCLP_IRR

OCLP_PBP

COptQuestOptimization

COptQuestOptimization

COptQuestOptimization

finalize

GetVersion

SetUseNeuralNetworkFilter

SetUseNeuralNetworkGenerator

GetNumberofCompletedIterations

Evaluate

EfficientFrontier

Evaluate

MonitorStatus

EvaluateComplete

GetCurrentObjectiveValue

GetCurrentObjectiveValue

SetCurrentObjectiveValue

SetCurrentObjectiveValue

GetBestObjectiveValue

GetNthBestObjectiveValue

GetBestStatistic

GetNthBestStatistic

GetCurrentStatistic

GetSolutionStatistic

GetSolutionObjectiveValue

com.opttek.optquest
Class COptQuestOptimization