java.lang.Object

org.drip.optimization.regularity.ConstraintQualifierQNCQ

public class ConstraintQualifierQNCQ
extends ConstraintQualifier

ConstraintQualifierQNCQ holds the Quasi Normal Constraint Qualifier (QNCQ). It provides the following Functions:

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

Class ConstraintQualifierQNCQ

Constructor Summary