org.drip.sample.semidefinite

Class TwoVariateConstrainedVariance

java.lang.Object

org.drip.sample.semidefinite.TwoVariateConstrainedVariance

public class TwoVariateConstrainedVariance
extends java.lang.Object

TwoVariateConstrainedVariance demonstrates the Application of the Interior Point Method for minimizing the Variance Across Two Variates under the Normalization Constraint.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
TwoVariateConstrainedVariance()

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

TwoVariateConstrainedVariance

public TwoVariateConstrainedVariance()

Method Detail

main

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

Throws:

java.lang.Exception