Uses of Class
org.drip.function.rdtor1descent.LineStepEvolutionControl
Package | Description |
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org.drip.function.rdtor1descent |
Rd To R1 Gradient Descent Techniques
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org.drip.function.rdtor1solver |
Built-in R^d To R^1 Solvers
|
org.drip.portfolioconstruction.allocator |
MVO Based Portfolio Allocation Construction
|
org.drip.portfolioconstruction.cardinality |
Portfolio Construction under Cardinality Bounds
|
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Uses of LineStepEvolutionControl in org.drip.function.rdtor1descent
Methods in org.drip.function.rdtor1descent that return LineStepEvolutionControl Modifier and Type Method Description static LineStepEvolutionControl
LineStepEvolutionControl. NocedalWrightArmijo(boolean maximizerCheck)
Retrieve the Nocedal-Wright-Armijo Verifier Based Standard LineStepEvolutionControl Instancestatic LineStepEvolutionControl
LineStepEvolutionControl. NocedalWrightStrongCurvature()
Retrieve the Nocedal-Wright-Strong Curvature Verifier Based Standard LineStepEvolutionControl Instancestatic LineStepEvolutionControl
LineStepEvolutionControl. NocedalWrightStrongWolfe(boolean maximizerCheck)
Retrieve the Nocedal-Wright-Strong Wolfe Verifier Based Standard LineStepEvolutionControl Instancestatic LineStepEvolutionControl
LineStepEvolutionControl. NocedalWrightWeakCurvature()
Retrieve the Nocedal-Wright-Weak Curvature Verifier Based Standard LineStepEvolutionControl Instancestatic LineStepEvolutionControl
LineStepEvolutionControl. NocedalWrightWeakWolfe(boolean maximizerCheck)
Retrieve the Nocedal-Wright-Weak Wolfe Verifier Based Standard LineStepEvolutionControl Instance -
Uses of LineStepEvolutionControl in org.drip.function.rdtor1solver
Methods in org.drip.function.rdtor1solver that return LineStepEvolutionControl Modifier and Type Method Description LineStepEvolutionControl
BarrierFixedPointFinder. lineStepEvolutionControl()
Retrieve the Line Step Evolution Interior Control ParametersLineStepEvolutionControl
FixedRdFinder. lineStepEvolutionControl()
Retrieve the Line Step Evolution ControlConstructors in org.drip.function.rdtor1solver with parameters of type LineStepEvolutionControl Constructor Description BarrierFixedPointFinder(RdToR1 objectiveFunction, RdToR1[] inequalityConstraintMultivariateFunctionArray, InteriorPointBarrierControl interiorPointBarrierControl, LineStepEvolutionControl lineStepEvolutionControl)
BarrierFixedPointFinder ConstructorInteriorFixedPointFinder(RdToR1 rdToR1ObjectiveFunction, RdToR1[] inequalityConstraintMultivariateFunctionArray, LineStepEvolutionControl lsec, ConvergenceControl cc, double barrierStrength)
InteriorFixedPointFinder ConstructorNewtonFixedPointFinder(RdToR1 objectiveFunction, LineStepEvolutionControl lineStepEvolutionControl, ConvergenceControl convergenceControl)
NewtonFixedPointFinder Constructor -
Uses of LineStepEvolutionControl in org.drip.portfolioconstruction.allocator
Methods in org.drip.portfolioconstruction.allocator that return LineStepEvolutionControl Modifier and Type Method Description LineStepEvolutionControl
ConstrainedMeanVarianceOptimizer. lineStepEvolutionControl()
Retrieve the Line Step Evolution ControlConstructors in org.drip.portfolioconstruction.allocator with parameters of type LineStepEvolutionControl Constructor Description ConstrainedMeanVarianceOptimizer(InteriorPointBarrierControl interiorPointBarrierControl, LineStepEvolutionControl lineStepEvolutionControl)
ConstrainedMeanVarianceOptimizer Constructor -
Uses of LineStepEvolutionControl in org.drip.portfolioconstruction.cardinality
Constructors in org.drip.portfolioconstruction.cardinality with parameters of type LineStepEvolutionControl Constructor Description TadonkiVialMeanVarianceOptimizer(InteriorPointBarrierControl interiorPointBarrierControl, LineStepEvolutionControl lineStepEvolutionControl)
TadonkiVialMeanVarianceOptimizer Constructor