Uses of Package
org.drip.optimization.regularity
| Package | Description |
|---|---|
| org.drip.optimization.constrained |
KKT Fritz-John Constrained Optimizer
|
| org.drip.optimization.regularity |
Constrained Optimizer Regularity Qualifier Conditions
|
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Classes in org.drip.optimization.regularity used by org.drip.optimization.constrained Class Description 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). -
Classes in org.drip.optimization.regularity used by org.drip.optimization.regularity Class Description ConstraintQualifier ConstraintQualifier holds the Constraint Name, the Constraint Code, and the Constraint Validity Flag that correspond to the Regularity Conditions.