Package org.drip.sample.optimizer

Class KKTNecessarySufficientConditions

java.lang.Object
org.drip.sample.optimizer.KKTNecessarySufficientConditions
public class KKTNecessarySufficientConditions
extends java.lang.Object
KKTNecessarySufficientConditions carries out the Zero and the First Order Necessary and the Second Order Sufficiency Checks for a Constrained KKT Optimization Problem. 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
  • Kuhn, H. W., and A. W. Tucker (1951): Nonlinear Programming Proceedings of the Second Berkeley Symposium
  • Ruszczynski, A. (2006): Nonlinear Optimization Princeton University Press Princeton NJ




Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    KKTNecessarySufficientConditions()  

  • Method Summary

    Modifier and Type Method Description
    static void main​(java.lang.String[] argumentArray)
    Entry Point

    Methods inherited from class java.lang.Object

    equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

  • Constructor Details

    • KKTNecessarySufficientConditions

      public KKTNecessarySufficientConditions()

  • Method Details

    • main

      public static final void main​(java.lang.String[] argumentArray) throws java.lang.Exception
      Entry Point
      Parameters:
      argumentArray - Command Line Argument Array
      Throws:
      java.lang.Exception - Thrown on Error/Exception Situation