List of usage examples for org.apache.commons.math.optimization UnivariateRealOptimizer getIterationCount
int getIterationCount();
From source file:ch.algotrader.simulation.SimulationExecutorImpl.java
/** * {@inheritDoc}/* w w w . ja v a 2 s . co m*/ */ @Override public OptimizationResultVO optimizeSingleParam(final StrategyGroup strategyGroup, final String parameter, final double min, final double max, final double accuracy) { Validate.notEmpty(parameter, "Parameter is empty"); try { UnivariateRealFunction function = new UnivariateFunction(this, strategyGroup, parameter); UnivariateRealOptimizer optimizer = new BrentOptimizer(); optimizer.setAbsoluteAccuracy(accuracy); optimizer.optimize(function, GoalType.MAXIMIZE, min, max); OptimizationResultVO optimizationResult = new OptimizationResultVO(); optimizationResult.setParameter(parameter); optimizationResult.setResult(optimizer.getResult()); optimizationResult.setFunctionValue(optimizer.getFunctionValue()); optimizationResult.setIterations(optimizer.getIterationCount()); return optimizationResult; } catch (MathException ex) { throw new SimulationExecutorException(ex); } }