Package | Description |
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org.drip.optimization.constrained |
Modifier and Type | Method and Description |
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RegularityConditions |
OptimizationFramework.regularityQualifier(FritzJohnMultipliers fjm,
double[] adblVariate)
Generate the Battery of Regularity Constraint Qualification Tests
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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
|