Package | Description |
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org.drip.function.rdtor1solver |
Modifier and Type | Class and Description |
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class |
InteriorPointBarrierControl
InteriorPointBarrierControl contains the Barrier Iteration Control Parameters.
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Modifier and Type | Method and Description |
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ConvergenceControl |
FixedRdFinder.control()
Retrieve the Convergence Control Parameters
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static ConvergenceControl |
ConvergenceControl.Standard()
Construct a Standard ConvergenceControl Instance
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Constructor and Description |
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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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