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