Uses of Package
org.drip.optimization.necessary
| Package | Description |
|---|---|
| org.drip.optimization.constrained |
KKT Fritz-John Constrained Optimizer
|
| org.drip.optimization.necessary |
Constrained Optimizer Necessary Sufficient Conditions
|
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Classes in org.drip.optimization.necessary used by org.drip.optimization.constrained Class Description 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. -
Classes in org.drip.optimization.necessary used by org.drip.optimization.necessary 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.