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	NecessarySufficientConditions.fritzJohnMultipliers()	Retrieve the Fritz John Mutipliers
FritzJohnMultipliers	RegularityConditions.fritzJohnMultipliers()	Retrieve the Fritz John Mutipliers Retrieve the LCQ Constraint Qualifier Retrieve the LICQ Constraint Qualifier Retrieve the MFCQ Constraint Qualifier Retrieve the CRCQ Constraint Qualifier Retrieve the CPLDCQ Constraint Qualifier Retrieve the QNCQ Constraint Qualifier Retrieve the SCCQ Constraint Qualifier Indicate the Ordered Gross Regularity Validity across all the Constraint Qualifiers Retrieve the Array of Strength Orders as specified in Eustaquio, Karas, and Ribeiro (2008)
static FritzJohnMultipliers	FritzJohnMultipliers.KarushKuhnTucker(double[] equalityConstraintCoefficientArray, double[] inequalityConstraintCoefficientArray)	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	OptimizerFramework.complementarySlacknessCheck(FritzJohnMultipliers fritzJohnMultipliers, double[] variateArray)	Check for Complementary Slackness across the Inequality Constraints
boolean	OptimizerFramework.isCompatible(FritzJohnMultipliers fritzJohnMultipliers)	Indicate if the specified Fritz John Multipliers are compatible with the Optimization Framework
boolean	OptimizerFramework.isFONC(FritzJohnMultipliers fritzJohnMultipliers, double[] variateArray)	Check the Candidate Point for First Order Necessary Condition
boolean	OptimizerFramework.isQNCQ(FritzJohnMultipliers fritzJohnMultipliers, double[] variateArray)	Check for Quasi Normal Constraint Qualification
boolean	OptimizerFramework.isSOSC(FritzJohnMultipliers fritzJohnMultipliers, double[] variateArray, boolean checkForMinima)	Check the Candidate Point for Second Order Sufficiency Condition
NecessarySufficientConditions	OptimizerFramework.necessarySufficientQualifier(FritzJohnMultipliers fritzJohnMultipliers, double[] variateArray, boolean checkForMinima)	Generate the Battery of Necessary and Sufficient Qualification Tests
RegularityConditions	OptimizerFramework.regularityQualifier(FritzJohnMultipliers fritzJohnMultipliers, double[] variateArray)	Generate the Battery of Regularity Constraint Qualification Tests
static NecessarySufficientConditions	NecessarySufficientConditions.Standard(double[] candidateVariateArray, FritzJohnMultipliers fritzJohnMultipliers, boolean checkForMinima, boolean primalFeasibilityValidity, boolean dualFeasibilityValidity, boolean complementarySlacknessValidity, boolean foncValidity, boolean soscValidity)	Create a Standard Instance of NecessarySufficientConditions
static RegularityConditions	RegularityConditions.Standard(double[] variateArray, FritzJohnMultipliers fritzJohnMultipliers, boolean validLCQ, boolean validLICQ, boolean validMFCQ, boolean validCRCQ, boolean validCPLDCQ, boolean validQNCQ, boolean validSCCQ)	Construct a Standard Instance of RegularityConditions

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

Constructor	Description
NecessarySufficientConditions(double[] candidateVariateArray, FritzJohnMultipliers fritzJohnMultipliers, boolean checkForMinima, ConditionQualifierPrimalFeasibility primalFeasibilityConditionQualifier, ConditionQualifierDualFeasibility dualFeasibilityConditionQualifier, ConditionQualifierComplementarySlackness complementarySlacknessConditionQualifier, ConditionQualifierFONC foncConditionQualifier, ConditionQualifierSOSC soscConditionQualifier)	NecessarySufficientConditions Constructor
RegularityConditions(double[] variateArray, FritzJohnMultipliers fritzJohnMultipliers, ConstraintQualifierLCQ lcqConstraintQualifier, ConstraintQualifierLICQ licqConstraintQualifier, ConstraintQualifierMFCQ mfcqConstraintQualifier, ConstraintQualifierCRCQ crcqConstraintQualifier, ConstraintQualifierCPLDCQ cpldcqConstraintQualifier, ConstraintQualifierQNCQ qncqConstraintQualifier, ConstraintQualifierSCCQ sccqConstraintQualifier)	RegularityConditions Constructor