Uses of Class
org.drip.optimization.cuttingplane.StrengthenedBurdetJohnsonCut
| Package | Description |
|---|---|
| org.drip.optimization.canonical |
Linear Programming Framework Canonical Elements
|
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Uses of StrengthenedBurdetJohnsonCut in org.drip.optimization.canonical
Methods in org.drip.optimization.canonical that return StrengthenedBurdetJohnsonCut Modifier and Type Method Description StrengthenedBurdetJohnsonCutILPConstraint. strengthenedBurdetJohnsonCut(double[] lambdaArray, R1ToR1 r1ToR1Increasing)Generate a Strengthened Burdet-Johnson Cut