Uses of Package
org.drip.function.rdtor1descent
| Package | Description |
|---|---|
| org.drip.function.rdtor1descent |
Rd To R1 Gradient Descent Techniques
|
| 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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Classes in org.drip.function.rdtor1descent used by org.drip.function.rdtor1descent Class Description ArmijoEvolutionVerifier ArmijoEvolutionVerifier implements the Armijo Criterion used for the Inexact Line Search Increment Generation to ascertain that the Function has reduced sufficiently.CurvatureEvolutionVerifier CurvatuveEvolutionVerifier implements the Armijo Criterion used for the Inexact Line Search Increment Generation to ascertain that the Gradient of the Function has reduced sufficiently.LineEvolutionVerifier LineEvolutionVerifier implements the Step Length Verification Criterion used for the Inexact Line Search Increment Generation.LineEvolutionVerifierMetrics LineEvolutionVerifierMetrics implements the Step Length Verification Criterion used for the Inexact Line Search Increment Generation.LineStepEvolutionControl LineStepEvolutionControl contains the Parameters required to compute the Valid a Line Step.WolfeEvolutionVerifier WolfeEvolutionVerifier implements the Wolfe Criterion used for the Inexact Line Search Increment Generation. -
Classes in org.drip.function.rdtor1descent used by org.drip.function.rdtor1solver Class Description LineStepEvolutionControl LineStepEvolutionControl contains the Parameters required to compute the Valid a Line Step. -
Classes in org.drip.function.rdtor1descent used by org.drip.portfolioconstruction.allocator Class Description LineStepEvolutionControl LineStepEvolutionControl contains the Parameters required to compute the Valid a Line Step. -
Classes in org.drip.function.rdtor1descent used by org.drip.portfolioconstruction.cardinality Class Description LineStepEvolutionControl LineStepEvolutionControl contains the Parameters required to compute the Valid a Line Step.