Package org.drip.function.rdtor1

Interface ConvexMultivariate

All Known Implementing Classes:

AffineBoundMultivariate, AffineMultivariate

public interface ConvexMultivariate

ConvexMultivariate is a Shell Interface that "typifies" a Convex R^d To R¹. 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 Federal University of Parana
• Karush, A. (1939): Minima of Functions of Several Variables with Inequalities as Side Constraints 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

• Module = Computational Core Module
• Library = Numerical Analysis Library
• Project = R^d To R^d Function Analysis
• Package = Built-in R^d To R¹ Functions

Author:

Lakshmi Krishnamurthy