Class ConstraintQualifierSCCQ

java.lang.Object
org.drip.optimization.regularity.ConstraintQualifier
org.drip.optimization.regularity.ConstraintQualifierSCCQ

public class ConstraintQualifierSCCQ
extends ConstraintQualifier
ConstraintQualifierSCCQ holds the Slater Condition Constraint Qualifier (SCCQ). 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


Author:
Lakshmi Krishnamurthy
  • Constructor Summary

    Constructors
    Constructor Description
    ConstraintQualifierSCCQ​(boolean bValid)
    ConstraintQualifierSCCQ Constructor
  • Method Summary

    Methods inherited from class org.drip.optimization.regularity.ConstraintQualifier

    code, description, display, valid

    Methods inherited from class java.lang.Object

    equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
  • Constructor Details

    • ConstraintQualifierSCCQ

      public ConstraintQualifierSCCQ​(boolean bValid) throws java.lang.Exception
      ConstraintQualifierSCCQ Constructor
      Parameters:
      bValid - Constraint Qualifier Validity
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid