Package org.drip.sample.optimizer
Class NSphereSurfaceExtremization
java.lang.Object
org.drip.sample.optimizer.NSphereSurfaceExtremization
public class NSphereSurfaceExtremization
extends java.lang.Object
NSphereSurfaceExtremization computes the Equality-Constrained Extrema of the Specified Function
along the Surface of an N-Sphere using Lagrange Multipliers.
- Module = Computational Core Module
- Library = Numerical Optimizer Library
- Project = DROP API Construction and Usage
- Package = Lagrangian/KKT Necessary Sufficient Conditions
- Author:
- Lakshmi Krishnamurthy
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Constructor Summary
Constructors Constructor Description NSphereSurfaceExtremization()
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Method Summary
Modifier and Type Method Description static void
main(java.lang.String[] argumentArray)
Entry PointMethods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
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Constructor Details
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NSphereSurfaceExtremization
public NSphereSurfaceExtremization()
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Method Details
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main
public static final void main(java.lang.String[] argumentArray) throws java.lang.ExceptionEntry Point- Parameters:
argumentArray
- Command Line Argument Array- Throws:
java.lang.Exception
- Thrown on Error/Exception Situation
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