Package org.drip.optimization.regularity

Class ConstraintQualifier

java.lang.Object
org.drip.optimization.regularity.ConstraintQualifier
Direct Known Subclasses:
ConstraintQualifierCPLDCQ, ConstraintQualifierCRCQ, ConstraintQualifierLCQ, ConstraintQualifierLICQ, ConstraintQualifierMFCQ, ConstraintQualifierQNCQ, ConstraintQualifierSCCQ
public class ConstraintQualifier
extends java.lang.Object
ConstraintQualifier holds the Constraint Name, the Constraint Code, and the Constraint Validity Flag that correspond to the Regularity Conditions. It provides the following Functions:
  • ConstraintQualifier Constructor
  • Retrieve the Constraint Qualifier Code
  • Retrieve the Constraint Qualifier Description
  • Retrieve the Constraint Qualifier Validity
  • Convert the Constraint 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 Regularity Qualifier Conditions
Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    ConstraintQualifier​(java.lang.String code, java.lang.String description, boolean valid)
    ConstraintQualifier Constructor

  • Method Summary

    Modifier and Type Method Description
    java.lang.String code()
    Retrieve the Constraint Qualifier Code
    java.lang.String description()
    Retrieve the Constraint Qualifier Description
    java.lang.String display()
    Convert the Constraint Qualifier into a Display String
    boolean valid()
    Retrieve the Constraint Qualifier Validity

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • ConstraintQualifier

      public ConstraintQualifier​(java.lang.String code, java.lang.String description, boolean valid) throws java.lang.Exception
      ConstraintQualifier Constructor
      Parameters:
      code - Constraint Qualifier Code
      description - Constraint Qualifier Description
      valid - Constraint Qualifier Validity
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid

  • Method Details

    • code

      public java.lang.String code()
      Retrieve the Constraint Qualifier Code
      Returns:
      The Constraint Qualifier Code

    • description

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

    • valid

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

    • display

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