Uses of Class
org.drip.optimization.constrained.NecessarySufficientConditions
Package | Description |
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org.drip.optimization.constrained |
KKT Fritz-John Constrained Optimizer
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Uses of NecessarySufficientConditions in org.drip.optimization.constrained
Methods in org.drip.optimization.constrained that return NecessarySufficientConditions Modifier and Type Method Description NecessarySufficientConditions
OptimizationFramework. necessarySufficientQualifier(FritzJohnMultipliers fjm, double[] adblVariate, boolean bCheckForMinima)
Generate the Battery of Necessary and Sufficient Qualification Testsstatic 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