Uses of Class
org.drip.function.rdtor1solver.VariateInequalityConstraintMultiplier

Packages that use VariateInequalityConstraintMultiplier

Package	Description
org.drip.function.rdtor1solver

Uses of VariateInequalityConstraintMultiplier in org.drip.function.rdtor1solver

Methods in org.drip.function.rdtor1solver that return VariateInequalityConstraintMultiplier

Modifier and Type	Method and Description
static VariateInequalityConstraintMultiplier	VariateInequalityConstraintMultiplier.Add(VariateInequalityConstraintMultiplier vicmBase, VariateInequalityConstraintMultiplier vicmIncrement, BoundMultivariate[] aBM) Add the Specified VICM Instances together
static VariateInequalityConstraintMultiplier	VariateInequalityConstraintMultiplier.Add(VariateInequalityConstraintMultiplier vicmBase, VariateInequalityConstraintMultiplier vicmIncrement, double dblIncrementFactor, BoundMultivariate[] aBM) Add the Specified VICM Instances together
VariateInequalityConstraintMultiplier	FixedRdFinder.convergeObjectiveFunction(VariateInequalityConstraintMultiplier vicmStarting) Solve for the Optimal Variate-Inequality Constraint Multiplier Tuple Using the Objective Function Convergence
VariateInequalityConstraintMultiplier	FixedRdFinder.convergeVariate(VariateInequalityConstraintMultiplier vicmStarting) Solve for the Optimal Variate-Inequality Constraint Multiplier Tuple Using the Variate/Inequality Constraint Tuple Convergence
VariateInequalityConstraintMultiplier	FixedRdFinder.find(VariateInequalityConstraintMultiplier vicmStarting) Find the Optimal Variate-Inequality Constraint Multiplier Tuple using the Iteration Parameters provided by the Convergence Control Instance
VariateInequalityConstraintMultiplier	NewtonFixedPointFinder.increment(VariateInequalityConstraintMultiplier vcmtCurrent)
VariateInequalityConstraintMultiplier	InteriorFixedPointFinder.increment(VariateInequalityConstraintMultiplier vicmCurrent)
abstract VariateInequalityConstraintMultiplier	FixedRdFinder.increment(VariateInequalityConstraintMultiplier vcmtCurrent) Produce the Incremental Variate-Constraint Multiplier
VariateInequalityConstraintMultiplier	NewtonFixedPointFinder.next(VariateInequalityConstraintMultiplier vcmtCurrent, VariateInequalityConstraintMultiplier vcmtIncrement, double dblIncrementFraction)
VariateInequalityConstraintMultiplier	InteriorFixedPointFinder.next(VariateInequalityConstraintMultiplier vcmtCurrent, VariateInequalityConstraintMultiplier vcmtIncrement, double dblIncrementFraction)
abstract VariateInequalityConstraintMultiplier	FixedRdFinder.next(VariateInequalityConstraintMultiplier vcmtCurrent, VariateInequalityConstraintMultiplier vcmtIncrement, double dblIncrementFraction) Iterate Over to the Next Variate-Constraint Multiplier Tuple
VariateInequalityConstraintMultiplier	BarrierFixedPointFinder.solve(double[] adblStartingVariate) Solve for the Optimal Variate-Inequality Constraint Multiplier Tuple using the Barrier Iteration Parameters provided by the IPBC Instance
static VariateInequalityConstraintMultiplier	VariateInequalityConstraintMultiplier.Subtract(VariateInequalityConstraintMultiplier vicmBase, VariateInequalityConstraintMultiplier vicmIncrement, BoundMultivariate[] aBM) Subtract the Second VICM Instance from the First
static VariateInequalityConstraintMultiplier	VariateInequalityConstraintMultiplier.Subtract(VariateInequalityConstraintMultiplier vicmBase, VariateInequalityConstraintMultiplier vicmIncrement, double dblIncrementFactor, BoundMultivariate[] aBM) Subtract the Second VICM Instance from the First

Methods in org.drip.function.rdtor1solver with parameters of type VariateInequalityConstraintMultiplier

Modifier and Type	Method and Description
static VariateInequalityConstraintMultiplier	VariateInequalityConstraintMultiplier.Add(VariateInequalityConstraintMultiplier vicmBase, VariateInequalityConstraintMultiplier vicmIncrement, BoundMultivariate[] aBM) Add the Specified VICM Instances together
static VariateInequalityConstraintMultiplier	VariateInequalityConstraintMultiplier.Add(VariateInequalityConstraintMultiplier vicmBase, VariateInequalityConstraintMultiplier vicmIncrement, double dblIncrementFactor, BoundMultivariate[] aBM) Add the Specified VICM Instances together
static boolean	VariateInequalityConstraintMultiplier.Compare(VariateInequalityConstraintMultiplier vicm1, VariateInequalityConstraintMultiplier vicm2, double dblRelativeTolerance, double dblAbsoluteToleranceFallback, int iNumComparisonVariate) Compare the Specified VICM Instances
VariateInequalityConstraintMultiplier	FixedRdFinder.convergeObjectiveFunction(VariateInequalityConstraintMultiplier vicmStarting) Solve for the Optimal Variate-Inequality Constraint Multiplier Tuple Using the Objective Function Convergence
VariateInequalityConstraintMultiplier	FixedRdFinder.convergeVariate(VariateInequalityConstraintMultiplier vicmStarting) Solve for the Optimal Variate-Inequality Constraint Multiplier Tuple Using the Variate/Inequality Constraint Tuple Convergence
VariateInequalityConstraintMultiplier	FixedRdFinder.find(VariateInequalityConstraintMultiplier vicmStarting) Find the Optimal Variate-Inequality Constraint Multiplier Tuple using the Iteration Parameters provided by the Convergence Control Instance
VariateInequalityConstraintMultiplier	NewtonFixedPointFinder.increment(VariateInequalityConstraintMultiplier vcmtCurrent)
VariateInequalityConstraintMultiplier	InteriorFixedPointFinder.increment(VariateInequalityConstraintMultiplier vicmCurrent)
abstract VariateInequalityConstraintMultiplier	FixedRdFinder.increment(VariateInequalityConstraintMultiplier vcmtCurrent) Produce the Incremental Variate-Constraint Multiplier
double	FixedRdFinder.incrementFraction(VariateInequalityConstraintMultiplier vicm, VariateInequalityConstraintMultiplier vicmFullIncrement) Retrieve the Incremental Step Length Fraction
VariateInequalityConstraintMultiplier	NewtonFixedPointFinder.next(VariateInequalityConstraintMultiplier vcmtCurrent, VariateInequalityConstraintMultiplier vcmtIncrement, double dblIncrementFraction)
VariateInequalityConstraintMultiplier	InteriorFixedPointFinder.next(VariateInequalityConstraintMultiplier vcmtCurrent, VariateInequalityConstraintMultiplier vcmtIncrement, double dblIncrementFraction)
abstract VariateInequalityConstraintMultiplier	FixedRdFinder.next(VariateInequalityConstraintMultiplier vcmtCurrent, VariateInequalityConstraintMultiplier vcmtIncrement, double dblIncrementFraction) Iterate Over to the Next Variate-Constraint Multiplier Tuple
static VariateInequalityConstraintMultiplier	VariateInequalityConstraintMultiplier.Subtract(VariateInequalityConstraintMultiplier vicmBase, VariateInequalityConstraintMultiplier vicmIncrement, BoundMultivariate[] aBM) Subtract the Second VICM Instance from the First
static VariateInequalityConstraintMultiplier	VariateInequalityConstraintMultiplier.Subtract(VariateInequalityConstraintMultiplier vicmBase, VariateInequalityConstraintMultiplier vicmIncrement, double dblIncrementFactor, BoundMultivariate[] aBM) Subtract the Second VICM Instance from the First