Package org.drip.optimization.necessary

Constrained Optimizer Necessary Sufficient Conditions

Author:

Lakshmi Krishnamurthy

Class Summary

Class	Description
ConditionQualifier	ConditionQualifier holds the Condition Name, the Condition Order, and the Condition Validity Flag that correspond to the Necessary and the Sufficient Conditions.
ConditionQualifierComplementarySlackness	ConditionQualifierComplementarySlackness holds the Zero Order Necessary Complementary Slackness Condition.
ConditionQualifierDualFeasibility	ConditionQualifierDualFeasibility holds the Zero Order Necessary Dual Feasibility Condition.
ConditionQualifierFONC	ConditionQualifierFONC holds the First Order Necessary Condition.
ConditionQualifierPrimalFeasibility	ConditionQualifierPrimalFeasibility holds the Zero Order Necessary Primal Feasibility Condition.
ConditionQualifierSOSC	ConditionQualifierSOSC holds the Second Order Sufficiency Condition.