If you need to solve mathematical optimisation LP, QP or MIP models without calling native code – running only pure Java code – there are very few options. In fact,…
What is a Generalized AutoRegressive Conditional Heteroscedasticity (GARCH) process? That's a long fancy name for something that's actually relatively simple. The overall context is time series analysis. Let's sort out…
There are a number of different file formats around for persisting optimisation models, ojAlgo even has its own model file format. One of the file formats stands out as "the"…
A comparison between some iterative methods to solve linear equation systems. We'll compare 3 different methods: Jacobi, Gauss-Seidel and the Conjugate Gradient method. First the Jacobi and Gauss-Seidel methods are…
Imagine there's a sequence of operations you need to perform on a dataset, and this dataset is very large. There is absolutely no way the entire dataset could fit in…
With ojAlgo v51.2.0 the IntegerSolver gained support for Gomory Mixed Integer (GMI) cuts. Details of what they are and how they're derived is described in many publications. Just google it.…
With v51.1.0 the IntegerSolver got redesigned in terms of how it multi-threads as well as how it can be configured. With most, if not all, tests the new design performs…
Late last year (December 2021) new results were published over at the Java Matrix Benchmark web site. ojAlgo performed well, as always, but this time there seemed to be some…
ojAlgo v51.0.0 has just been released, and with that ojAlgo-finance returns to be part of the core artifact. Historically the development of ojAlgo was motivated by various financial applications and…
Nowadays you can get your JDK from many different sources. In most cases they only differ on license and support, but there are also alternatives with real technical differences. Two…