| Package | Description |
|---|---|
| org.drip.function.rdtor1descent | |
| org.drip.function.rdtor1solver | |
| org.drip.portfolioconstruction.allocator |
| Class and Description |
|---|
| ArmijoEvolutionVerifier
ArmijoEvolutionVerifier implements the Armijo Criterion used for the Inexact Line Search Increment
Generation to ascertain that the Function has reduced sufficiently.
|
| CurvatureEvolutionVerifier
CurvatuveEvolutionVerifier implements the Armijo Criterion used for the Inexact Line Search Increment
Generation to ascertain that the Gradient of the Function has reduced sufficiently.
|
| LineEvolutionVerifier
LineEvolutionVerifier implements the Step Length Verification Criterion used for the Inexact Line Search
Increment Generation.
|
| LineEvolutionVerifierMetrics
LineEvolutionVerifierMetrics implements the Step Length Verification Criterion used for the Inexact Line
Search Increment Generation.
|
| LineStepEvolutionControl
LineStepEvolutionControl contains the Parameters required to compute the Valid a Line Step.
|
| WolfeEvolutionVerifier
WolfeEvolutionVerifier implements the Wolfe Criterion used for the Inexact Line Search Increment
Generation.
|
| Class and Description |
|---|
| LineStepEvolutionControl
LineStepEvolutionControl contains the Parameters required to compute the Valid a Line Step.
|
| Class and Description |
|---|
| LineStepEvolutionControl
LineStepEvolutionControl contains the Parameters required to compute the Valid a Line Step.
|