Uses of Class
org.drip.optimization.constrained.FritzJohnMultipliers

Packages that use FritzJohnMultipliers

Package	Description
org.drip.optimization.constrained	KKT Fritz-John Constrained Optimizer

Uses of FritzJohnMultipliers in org.drip.optimization.constrained

Methods in org.drip.optimization.constrained that return FritzJohnMultipliers

Modifier and Type	Method	Description
FritzJohnMultipliers	RegularityConditions.fjm()	Retrieve the Fritz John Mutipliers
FritzJohnMultipliers	NecessarySufficientConditions.fritzJohnMultipliers()	Retrieve the Fritz John Mutipliers
static FritzJohnMultipliers	FritzJohnMultipliers.KarushKuhnTucker(double[] adblEquality, double[] adblInequality)	Construct a Standard KarushKuhnTucker (KKT) Instance of the Fritz John Multipliers

Methods in org.drip.optimization.constrained with parameters of type FritzJohnMultipliers

Modifier and Type	Method	Description
boolean	OptimizationFramework.complementarySlacknessCheck(FritzJohnMultipliers fjm, double[] adblVariate)	Check for Complementary Slackness across the Inequality Constraints
boolean	OptimizationFramework.isCompatible(FritzJohnMultipliers fjm)	Indicate if the specified Fritz John Multipliers are compatible with the Optimization Framework
boolean	OptimizationFramework.isFONC(FritzJohnMultipliers fjm, double[] adblVariate)	Check the Candidate Point for First Order Necessary Condition
boolean	OptimizationFramework.isQNCQ(FritzJohnMultipliers fjm, double[] adblVariate)	Check for Quasi Normal Constraint Qualification
boolean	OptimizationFramework.isSOSC(FritzJohnMultipliers fjm, double[] adblVariate, boolean bCheckForMinima)	Check the Candidate Point for Second Order Sufficiency Condition
NecessarySufficientConditions	OptimizationFramework.necessarySufficientQualifier(FritzJohnMultipliers fjm, double[] adblVariate, boolean bCheckForMinima)	Generate the Battery of Necessary and Sufficient Qualification Tests
RegularityConditions	OptimizationFramework.regularityQualifier(FritzJohnMultipliers fjm, double[] adblVariate)	Generate the Battery of Regularity Constraint Qualification Tests
static NecessarySufficientConditions	NecessarySufficientConditions.Standard(double[] adblVariate, FritzJohnMultipliers fjm, boolean bCheckForMinima, boolean bPrimalFeasibilityValidity, boolean bDualFeasibilityValidity, boolean bComplementarySlacknessValidity, boolean bFONCValidity, boolean bSOSCValidity)	Create a Standard Instance of NecessarySufficientConditions
static RegularityConditions	RegularityConditions.Standard(double[] adblVariate, FritzJohnMultipliers fjm, boolean bValidLCQ, boolean bValidLICQ, boolean bValidMFCQ, boolean bValidCRCQ, boolean bValidCPLDCQ, boolean bValidQNCQ, boolean bValidSCCQ)	Construct a Standard Instance of RegularityConditions

Constructors in org.drip.optimization.constrained with parameters of type FritzJohnMultipliers

Constructor	Description
NecessarySufficientConditions(double[] adblVariate, FritzJohnMultipliers fjm, boolean bCheckForMinima, ConditionQualifierPrimalFeasibility cqPrimalFeasibility, ConditionQualifierDualFeasibility cqDualFeasibility, ConditionQualifierComplementarySlackness cqComplementarySlackness, ConditionQualifierFONC cqFONC, ConditionQualifierSOSC cqSOSC)	NecessarySufficientConditions Constructor
RegularityConditions(double[] adblVariate, FritzJohnMultipliers fjm, ConstraintQualifierLCQ cqLCQ, ConstraintQualifierLICQ cqLICQ, ConstraintQualifierMFCQ cqMFCQ, ConstraintQualifierCRCQ cqCRCQ, ConstraintQualifierCPLDCQ cqCPLDCQ, ConstraintQualifierQNCQ cqQNCQ, ConstraintQualifierSCCQ cqSCCQ)	RegularityConditions Constructor