#include <rmol/bom/MCOptimiser.hpp>
Static Public Member Functions | |
static void | optimalOptimisationByMCIntegration (const int K, const ResourceCapacity_T, BucketHolder &, PartialSumHolderHolder &) |
Definition at line 18 of file MCOptimiser.hpp.
void RMOL::MCOptimiser::optimalOptimisationByMCIntegration | ( | const int | K, | |
const ResourceCapacity_T | iCabinCapacity, | |||
BucketHolder & | ioBucketHolder, | |||
PartialSumHolderHolder & | ioPSHolderHolder | |||
) | [static] |
Calculate the optimal protections for the set of buckets/classes given in input, and update those buckets accordingly.
The Monte Carlo Integration algorithm (see The Theory and Practice of Revenue Management, by Kalyan T. Talluri and Garret J. van Ryzin, Kluwer Academic Publishers, for the details) is used. Hence, K is the number of random draws to perform. 100 is a minimum for K, as statistics must be drawn from those random generations.
The cabin capacity is used to a double to allow for some overbooking.
Definition at line 23 of file MCOptimiser.cpp.
References RMOL::PartialSumHolder::addPartialSum(), RMOL::BucketHolder::begin(), RMOL::PartialSumHolderHolder::begin(), RMOL::Gaussian::generateVariate(), RMOL::Bucket::getAverageYield(), RMOL::BucketHolder::getCurrentBucket(), RMOL::PartialSumHolderHolder::getCurrentPartialSumHolder(), RMOL::Bucket::getDistributionParameters(), RMOL::BucketHolder::getNextBucket(), RMOL::PartialSumHolder::getPartialSum(), RMOL::PartialSumHolderHolder::getPreviousPartialSumHolder(), RMOL::BucketHolder::getSize(), RMOL::PartialSumHolder::initSize(), RMOL::BucketHolder::iterate(), RMOL::PartialSumHolderHolder::iterate(), RMOL::BucketHolder::recalculate(), RMOL::Bucket::setCumulatedProtection(), and RMOL::PartialSumHolder::sort().
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