Package | Description |
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org.drip.optimization.constrained | |
org.drip.optimization.regularity |
Class and Description |
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ConstraintQualifierCPLDCQ
ConstraintQualifierCPLDCQ holds the Constant Positive Linear Dependence Constraint Qualifier (CPLDCQ).
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ConstraintQualifierCRCQ
ConstraintQualifierCRCQ holds the Constant Rank Constraint Qualifier (CRCQ).
|
ConstraintQualifierLCQ
ConstraintQualifierLCQ holds the Linear Constraint Qualifier (LCQ).
|
ConstraintQualifierLICQ
ConstraintQualifierLICQ holds the Linear Independence Constraint Qualifier (LICQ).
|
ConstraintQualifierMFCQ
ConstraintQualifierMFCQ holds the Mangasarian-Fromovitz Constraint Qualifier (MFCQ).
|
ConstraintQualifierQNCQ
ConstraintQualifierQNCQ holds the Quasi Normal Constraint Qualifier (QNCQ).
|
ConstraintQualifierSCCQ
ConstraintQualifierSCCQ holds the Slater Condition Constraint Qualifier (SCCQ).
|
Class and Description |
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ConstraintQualifier
ConstraintQualifier holds the Constraint Name, the Constraint Code, and the Constraint Validity Flag that
correspond to the Regularity Conditions.
|