Package | Description |
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org.drip.function.rdtor1descent | |
org.drip.function.rdtor1solver | |
org.drip.portfolioconstruction.allocator |
Modifier and Type | Method and Description |
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static LineStepEvolutionControl |
LineStepEvolutionControl.NocedalWrightArmijo(boolean bMaximizerCheck)
Retrieve the Nocedal-Wright-Armijo Verifier Based Standard LineStepEvolutionControl Instance
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static LineStepEvolutionControl |
LineStepEvolutionControl.NocedalWrightStrongCurvature()
Retrieve the Nocedal-Wright-Strong Curvature Verifier Based Standard LineStepEvolutionControl Instance
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static LineStepEvolutionControl |
LineStepEvolutionControl.NocedalWrightStrongWolfe(boolean bMaximizerCheck)
Retrieve the Nocedal-Wright-Strong Wolfe Verifier Based Standard LineStepEvolutionControl Instance
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static LineStepEvolutionControl |
LineStepEvolutionControl.NocedalWrightWeakCurvature()
Retrieve the Nocedal-Wright-Weak Curvature Verifier Based Standard LineStepEvolutionControl Instance
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static LineStepEvolutionControl |
LineStepEvolutionControl.NocedalWrightWeakWolfe(boolean bMaximizerCheck)
Retrieve the Nocedal-Wright-Weak Wolfe Verifier Based Standard LineStepEvolutionControl Instance
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Modifier and Type | Method and Description |
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LineStepEvolutionControl |
FixedRdFinder.lineStepEvolutionControl()
Retrieve the Line Step Evolution Control
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Constructor and Description |
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BarrierFixedPointFinder(RdToR1 rdToR1ObjectiveFunction,
RdToR1[] aRdToR1InequalityConstraint,
InteriorPointBarrierControl ipbc,
LineStepEvolutionControl lsec)
BarrierFixedPointFinder Constructor
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InteriorFixedPointFinder(RdToR1 rdToR1ObjectiveFunction,
RdToR1[] aRdToR1InequalityConstraint,
LineStepEvolutionControl lsec,
ConvergenceControl cc,
double dblBarrierStrength)
InteriorFixedPointFinder Constructor
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NewtonFixedPointFinder(RdToR1 rdToR1ObjectiveFunction,
LineStepEvolutionControl lsec,
ConvergenceControl cc)
NewtonFixedPointFinder Constructor
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Constructor and Description |
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ConstrainedMeanVarianceOptimizer(InteriorPointBarrierControl ipbc,
LineStepEvolutionControl lsec)
ConstrainedMeanVarianceOptimizer Constructor
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