Uses of Class
org.drip.optimization.constrained.FritzJohnMultipliers

Packages that use FritzJohnMultipliers

Package	Description
org.drip.optimization.constrained

Uses of FritzJohnMultipliers in org.drip.optimization.constrained

Methods in org.drip.optimization.constrained that return FritzJohnMultipliers

Modifier and Type	Method and Description
FritzJohnMultipliers	RegularityConditions.fjm() Retrieve the Fritz John Mutipliers
FritzJohnMultipliers	NecessarySufficientConditions.fritzJohnMultipliers() Retrieve the Fritz John Mutipliers
static FritzJohnMultipliers	FritzJohnMultipliers.KarushKuhnTucker(double[] adblEquality, double[] adblInequality) Construct a Standard KarushKuhnTucker (KKT) Instance of the Fritz John Multipliers

Methods in org.drip.optimization.constrained with parameters of type FritzJohnMultipliers

Modifier and Type	Method and Description
boolean	OptimizationFramework.complementarySlacknessCheck(FritzJohnMultipliers fjm, double[] adblVariate) Check for Complementary Slackness across the Inequality Constraints
boolean	OptimizationFramework.isCompatible(FritzJohnMultipliers fjm) Indicate if the specified Fritz John Multipliers are compatible with the Optimization Framework
boolean	OptimizationFramework.isFONC(FritzJohnMultipliers fjm, double[] adblVariate) Check the Candidate Point for First Order Necessary Condition
boolean	OptimizationFramework.isQNCQ(FritzJohnMultipliers fjm, double[] adblVariate) Check for Quasi Normal Constraint Qualification
boolean	OptimizationFramework.isSOSC(FritzJohnMultipliers fjm, double[] adblVariate, boolean bCheckForMinima) Check the Candidate Point for Second Order Sufficiency Condition
NecessarySufficientConditions	OptimizationFramework.necessarySufficientQualifier(FritzJohnMultipliers fjm, double[] adblVariate, boolean bCheckForMinima) Generate the Battery of Necessary and Sufficient Qualification Tests
RegularityConditions	OptimizationFramework.regularityQualifier(FritzJohnMultipliers fjm, double[] adblVariate) Generate the Battery of Regularity Constraint Qualification Tests
static NecessarySufficientConditions	NecessarySufficientConditions.Standard(double[] adblVariate, FritzJohnMultipliers fjm, boolean bCheckForMinima, boolean bPrimalFeasibilityValidity, boolean bDualFeasibilityValidity, boolean bComplementarySlacknessValidity, boolean bFONCValidity, boolean bSOSCValidity) Create a Standard Instance of NecessarySufficientConditions
static RegularityConditions	RegularityConditions.Standard(double[] adblVariate, FritzJohnMultipliers fjm, boolean bValidLCQ, boolean bValidLICQ, boolean bValidMFCQ, boolean bValidCRCQ, boolean bValidCPLDCQ, boolean bValidQNCQ, boolean bValidSCCQ) Construct a Standard Instance of RegularityConditions

Constructors in org.drip.optimization.constrained with parameters of type FritzJohnMultipliers

Constructor and Description
NecessarySufficientConditions(double[] adblVariate, FritzJohnMultipliers fjm, boolean bCheckForMinima, ConditionQualifierPrimalFeasibility cqPrimalFeasibility, ConditionQualifierDualFeasibility cqDualFeasibility, ConditionQualifierComplementarySlackness cqComplementarySlackness, ConditionQualifierFONC cqFONC, ConditionQualifierSOSC cqSOSC) NecessarySufficientConditions Constructor
RegularityConditions(double[] adblVariate, FritzJohnMultipliers fjm, ConstraintQualifierLCQ cqLCQ, ConstraintQualifierLICQ cqLICQ, ConstraintQualifierMFCQ cqMFCQ, ConstraintQualifierCRCQ cqCRCQ, ConstraintQualifierCPLDCQ cqCPLDCQ, ConstraintQualifierQNCQ cqQNCQ, ConstraintQualifierSCCQ cqSCCQ) RegularityConditions Constructor