java.lang.Object

org.drip.optimization.regularity.ConstraintQualifierMFCQ

public class ConstraintQualifierMFCQ
extends ConstraintQualifier

ConstraintQualifierMFCQ holds the Mangasarian-Fromovitz Constraint Qualifier (MFCQ). 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

Class ConstraintQualifierMFCQ

Constructor Summary