| Package | Description |
|---|---|
| org.drip.function.rdtor1solver | |
| org.drip.portfolioconstruction.allocator |
| Class and Description |
|---|
| ConvergenceControl
ConvergenceControl contains the R^d To R^1 Convergence Control/Tuning Parameters.
|
| FixedRdFinder
FixedRdFinder exports the Methods needed for the locating a Fixed R^d Point.
|
| InteriorPointBarrierControl
InteriorPointBarrierControl contains the Barrier Iteration Control Parameters.
|
| VariateInequalityConstraintMultiplier
VariateInequalityConstraintMultiplier holds the Variates and their Inequality Constraint Multipliers in
either the Absolute or the Incremental Forms.
|
| Class and Description |
|---|
| InteriorPointBarrierControl
InteriorPointBarrierControl contains the Barrier Iteration Control Parameters.
|