org.drip.sample.optimizer

Class VariateSumExtremization

java.lang.Object

org.drip.sample.optimizer.VariateSumExtremization

public class VariateSumExtremization
extends java.lang.Object

VariateSumExtremization computes the Equality Constrained Extrema of the Sum of Variates along the Surface of the Sphere using Lagrange Multipliers.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
VariateSumExtremization()

Method Summary

Modifier and Type	Method and Description
static void	main(java.lang.String[] astrArgs)

Methods inherited from class java.lang.Object

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

Constructor Detail

VariateSumExtremization

public VariateSumExtremization()

Method Detail

main

public static final void main(java.lang.String[] astrArgs)
                       throws java.lang.Exception

Throws:

java.lang.Exception