Package | Description |
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org.drip.function.rdtor1descent | |
org.drip.function.rdtor1solver | |
org.drip.portfolioconstruction.allocator |
Class and Description |
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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 |
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LineStepEvolutionControl
LineStepEvolutionControl contains the Parameters required to compute the Valid a Line Step.
|
Class and Description |
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LineStepEvolutionControl
LineStepEvolutionControl contains the Parameters required to compute the Valid a Line Step.
|