| Package | Description |
|---|---|
| org.drip.optimization.constrained |
| Class and Description |
|---|
| FritzJohnMultipliers
FritzJohnMultipliers holds the Array of the Fritz John/KKT Multipliers for the Array of the Equality and
the Inequality Constraints, one per each Constraint.
|
| NecessarySufficientConditions
NecessarySufficientConditions holds the Results of the Verification of the Necessary and the Sufficient
Conditions at the specified (possibly) Optimal Variate and the corresponding Fritz John Multiplier Suite.
|
| RegularityConditions
RegularityConditions holds the Results of the Verification of the Regularity Conditions/Constraint
Qualifications at the specified (possibly) Optimal Variate and the corresponding Fritz John Multipliers.
|