Package org.drip.optimization.necessary
Class ConditionQualifierDualFeasibility
java.lang.Object
org.drip.optimization.necessary.ConditionQualifier
org.drip.optimization.necessary.ConditionQualifierDualFeasibility
public class ConditionQualifierDualFeasibility extends ConditionQualifier
ConditionQualifierDualFeasibility holds the Zero Order Necessary Dual Feasibility Condition. 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
- Author:
- Lakshmi Krishnamurthy
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Constructor Summary
Constructors Constructor Description ConditionQualifierDualFeasibility(boolean bValid)
ConditionQualifierDualFeasibility Constructor -
Method Summary
Methods inherited from class org.drip.optimization.necessary.ConditionQualifier
description, display, order, valid
Methods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
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Constructor Details
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ConditionQualifierDualFeasibility
public ConditionQualifierDualFeasibility(boolean bValid) throws java.lang.ExceptionConditionQualifierDualFeasibility Constructor- Parameters:
bValid
- Condition Qualifier Validity- Throws:
java.lang.Exception
- Thrown if the Inputs are Invalid
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