SAP ABAP Function Module RMMATH_SIMPLEX_MINIMIZATION (Nelder-Mead Method for Finding the Minimum)
Hierarchy
EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
   FIN-FSCM-TRM-MR (Application Component) Market Risk Analyzer
     FTBB (Package) Risk Management Basis
Basic Data
Function Module RMMATH_SIMPLEX_MINIMIZATION Nelder-Mead Method for Finding the Minimum  
Function Group RMMATH   Mathematical Auxiliary Modules  
Program Name SAPLRMMATH    
INCLUDE Name LRMMATHU04    
Parameters
Type Parameter Name Typing Associated Type Default value Optional Pass Value Short text
Changing CT_X_VECTOR TYPE VTVVKMATRIX_TAB Optimization Parameters: Start Values for Import, Results Values for Export
Exporting E_CHI_VALUE TYPE F Value of Chi
Exporting E_CHI_CHANGE TYPE F Change to Chi at Last Iteration
Exporting E_ITERATIONSCOUNT TYPE I Number of Iterations Carried Out
Importing I_MERITFUNCTION TYPE REF TO IF_FTBB_MERITFUNCTION Merit Function for Numerical Optimization Methods
Importing I_MAXIMUM_CHI_VALUE TYPE F Direct Debit Criterion: Chi
Importing I_MAXIMUM_CHI_CHANGE TYPE F Direct Debit Criterion: Change to Chi
Importing I_MAXIMUM_ITERATIONSCOUNT TYPE I Direct Debit Criterion: Number of Iterations
               
Processing Type
Normal Function Module  
Remote-Enabled Module BaseXML supported
Update Module Start immediately
Immediate Start, No Restart
Start Delayed
Coll.run
JAVA Module Callable from ABAP  
Remote-Enabled JAVA Module  
Module Callable from JAVA  
History
Last changed by/on SAP  20040819 
SAP Release Created in 110