Package org.drip.optimization.regularity

Constrained Optimizer Regularity Qualifier Conditions

Author:

Lakshmi Krishnamurthy

Class Summary

Class	Description
ConstraintQualifier	ConstraintQualifier holds the Constraint Name, the Constraint Code, and the Constraint Validity Flag that correspond to the Regularity Conditions.
ConstraintQualifierCPLDCQ	ConstraintQualifierCPLDCQ holds the Constant Positive Linear Dependence Constraint Qualifier (CPLDCQ).
ConstraintQualifierCRCQ	ConstraintQualifierCRCQ holds the Constant Rank Constraint Qualifier (CRCQ).
ConstraintQualifierLCQ	ConstraintQualifierLCQ holds the Linear Constraint Qualifier (LCQ).
ConstraintQualifierLICQ	ConstraintQualifierLICQ holds the Linear Independence Constraint Qualifier (LICQ).
ConstraintQualifierMFCQ	ConstraintQualifierMFCQ holds the Mangasarian-Fromovitz Constraint Qualifier (MFCQ).
ConstraintQualifierQNCQ	ConstraintQualifierQNCQ holds the Quasi Normal Constraint Qualifier (QNCQ).
ConstraintQualifierSCCQ	ConstraintQualifierSCCQ holds the Slater Condition Constraint Qualifier (SCCQ).