Example usage for org.apache.commons.math.optimization UnivariateRealOptimizer setAbsoluteAccuracy

Introduction

In this page you can find the example usage for org.apache.commons.math.optimization UnivariateRealOptimizer setAbsoluteAccuracy.

Prototype

void setAbsoluteAccuracy(double accuracy);

Source Link

Document

Set the absolute accuracy.

Usage

From source file:ch.algotrader.simulation.SimulationExecutorImpl.java

/**
 * {@inheritDoc}//from www.j  av 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);
    }
}

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