Package org.drip.function.rdtor1solver

Built-in R^d To R^1 Solvers

Author:

Lakshmi Krishnamurthy

Class Summary

Class	Description
BarrierFixedPointFinder	BarrierFixedPointFinder invokes the Iterative Finders for locating the Fixed Point of Rd To R1 Convex/Non-Convex Functions Under Inequality Constraints using Barrier Sequences of decaying Strengths.
ConstraintFunctionPointMetrics	ConstraintFunctionPointMetrics holds the Rd Point Base and Sensitivity Metrics of the Constraint Function.
ConvergenceControl	ConvergenceControl contains the Rd To R1 Convergence Control/Tuning Parameters.
FixedRdFinder	FixedRdFinder exports the Methods needed for the locating a Fixed Rd Point.
InteriorFixedPointFinder	InteriorFixedPointFinder generates the Iterators for solving Rd To R1 Convex/Non-Convex Functions Under Inequality Constraints loaded using a Barrier Coefficient.
InteriorPointBarrierControl	InteriorPointBarrierControl contains the Barrier Iteration Control Parameters.
NewtonFixedPointFinder	NewtonFixedPointFinder generates the Iterators for solving Rd To R1 Convex/Non-Convex Functions Using the Multivariate Newton Method.
ObjectiveFunctionPointMetrics	ObjectiveFunctionPointMetrics holds the Rd Point Base and Sensitivity Metrics of the Objective Function.
VariateInequalityConstraintMultiplier	VariateInequalityConstraintMultiplier holds the Variates and their Inequality Constraint Multipliers in either the Absolute or the Incremental Forms.