Uses of Package
org.drip.optimization.constrained

Packages that use org.drip.optimization.constrained
Package Description
org.drip.optimization.constrained
KKT Fritz-John Constrained Optimizer
  • Classes in org.drip.optimization.constrained used by org.drip.optimization.constrained
    Class Description
    FritzJohnMultipliers
    FritzJohnMultipliers holds the Array of the Fritz John/KKT Multipliers for the Array of the Equality and the Inequality Constraints, one per each Constraint.
    NecessarySufficientConditions
    NecessarySufficientConditions holds the Results of the Verification of the Necessary and the Sufficient Conditions at the specified (possibly) Optimal Variate and the corresponding Fritz John Multiplier Suite.
    RegularityConditions
    RegularityConditions holds the Results of the Verification of the Regularity Conditions/Constraint Qualifications at the specified (possibly) Optimal Variate and the corresponding Fritz John Multipliers.