Uses of Class
org.drip.optimization.constrained.RegularityConditions
| Package | Description |
|---|---|
| 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 RegularityConditionsOptimizerFramework. regularityQualifier(FritzJohnMultipliers fritzJohnMultipliers, double[] variateArray)Generate the Battery of Regularity Constraint Qualification Testsstatic RegularityConditionsRegularityConditions. 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