Package org.drip.optimization.necessary

Class ConditionQualifier

java.lang.Object
org.drip.optimization.necessary.ConditionQualifier
Direct Known Subclasses:
ConditionQualifierComplementarySlackness, ConditionQualifierDualFeasibility, ConditionQualifierFONC, ConditionQualifierPrimalFeasibility, ConditionQualifierSOSC
public class ConditionQualifier
extends java.lang.Object
ConditionQualifier holds the Condition Name, the Condition Order, and the Condition Validity Flag that correspond to the Necessary and the Sufficient Conditions. It provides the following Functions:
  • ConditionQualifier Constructor
  • Retrieve the Condition Qualifier Description
  • Retrieve the Condition Qualifier Order
  • Retrieve the Condition Qualifier Validity
  • Convert the Condition Qualifier into a Display String
The References are:
  • Boyd, S., and L. van den Berghe (2009): Convex Optimization Cambridge University Press Cambridge UK
  • Eustaquio, R., E. Karas, and A. Ribeiro (2008): Constraint Qualification for Nonlinear Programming Federal University of Parana
  • Karush, A. (1939): Minima of Functions of Several Variables with Inequalities as Side Constraints University of Chicago Chicago IL
  • Kuhn, H. W., and A. W. Tucker (1951): Nonlinear Programming Proceedings of the Second Berkeley Symposium University of California Berkeley CA 481-492
  • Ruszczynski, A. (2006): Nonlinear Optimization Princeton University Press Princeton NJ

Module Computational Core Module
Library Numerical Optimizer Library
Project Necessary, Sufficient, and Regularity Checks for Gradient Descent and LP/MILP/MINLP Schemes
Package Constrained Optimizer Necessary Sufficient Conditions
Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    ConditionQualifier​(java.lang.String description, int order, boolean valid)
    ConditionQualifier Constructor

  • Method Summary

    Modifier and Type Method Description
    java.lang.String description()
    Retrieve the Condition Qualifier Description
    java.lang.String display()
    Convert the Condition Qualifier into a Display String
    int order()
    Retrieve the Condition Qualifier Order
    boolean valid()
    Retrieve the Condition Qualifier Validity

    Methods inherited from class java.lang.Object

    equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

  • Constructor Details

    • ConditionQualifier

      public ConditionQualifier​(java.lang.String description, int order, boolean valid) throws java.lang.Exception
      ConditionQualifier Constructor
      Parameters:
      description - Condition Qualifier Description
      order - Order of the Condition - Typically First/Second
      valid - Condition Qualifier Validity
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid

  • Method Details

    • description

      public java.lang.String description()
      Retrieve the Condition Qualifier Description
      Returns:
      The Condition Qualifier Description

    • order

      public int order()
      Retrieve the Condition Qualifier Order
      Returns:
      The Condition Qualifier Order

    • valid

      public boolean valid()
      Retrieve the Condition Qualifier Validity
      Returns:
      The Condition Qualifier Validity

    • display

      public java.lang.String display()
      Convert the Condition Qualifier into a Display String
      Returns:
      The Condition Qualifier into a Display String