org.drip.optimization.necessary

Class ConditionQualifierComplementarySlackness

java.lang.Object

org.drip.optimization.necessary.ConditionQualifier

org.drip.optimization.necessary.ConditionQualifierComplementarySlackness

public class ConditionQualifierComplementarySlackness
extends ConditionQualifier

ConditionQualifierComplementarySlackness holds the Zero Order Necessary Complementary Slackness Condition. The References are: - Boyd, S., and L. van den Berghe (2009): Convex Optimization, Cambridge University Press, Cambridge UK. - Eustaquio, R., E. Karas, and A. Ribeiro (2008): Constraint Qualification for Nonlinear Programming, Technical Report, Federal University of Parana. - Karush, A. (1939): Minima of Functions of Several Variables with Inequalities as Side Constraints, M. Sc., University of Chicago, Chicago IL. - Kuhn, H. W., and A. W. Tucker (1951): Nonlinear Programming, Proceedings of the Second Berkeley Symposium, University of California, Berkeley CA 481-492. - Ruszczynski, A. (2006): Nonlinear Optimization, Princeton University Press, Princeton NJ.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
ConditionQualifierComplementarySlackness(boolean bValid) ConditionQualifierComplementarySlackness Constructor

Method Summary

Methods inherited from class org.drip.optimization.necessary.ConditionQualifier

description, display, order, valid

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

ConditionQualifierComplementarySlackness

public ConditionQualifierComplementarySlackness(boolean bValid)
                                         throws java.lang.Exception

ConditionQualifierComplementarySlackness Constructor

Parameters:

bValid - Condition Qualifier Validity

Throws:

java.lang.Exception - Thrown if the Inputs are Invalid