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. 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 in a Constrained Optimization Setup
• Package = Constrained Optimizer Regularity Qualifier Conditions

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor	Description
ConstraintQualifier(java.lang.String strCode, java.lang.String strDescription, boolean bValid)	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 strCode,
java.lang.String strDescription,
boolean bValid)
                    throws java.lang.Exception

ConstraintQualifier Constructor

Parameters:

strCode - Constraint Qualifier Code

strDescription - Constraint Qualifier Description

bValid - 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