Uses of Class
org.drip.optimization.cuttingplane.BurdetJohnsonCut
Package | Description |
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org.drip.optimization.canonical |
Linear Programming Framework Canonical Elements
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Uses of BurdetJohnsonCut in org.drip.optimization.canonical
Methods in org.drip.optimization.canonical that return BurdetJohnsonCut Modifier and Type Method Description BurdetJohnsonCut
ILPConstraint. burdetJohnsonCut(double[] lambdaArray)
Generate a Burdet-Johnson Cut