Package org.drip.sample.optimizer

Class VariateSumExtremization

java.lang.Object
org.drip.sample.optimizer.VariateSumExtremization
public class VariateSumExtremization
extends java.lang.Object
VariateSumExtremization computes the Equality Constrained Extrema of the Sum of Variates along the Surface of the Sphere using Lagrange Multipliers.



Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    VariateSumExtremization()  

  • 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

    • VariateSumExtremization

      public VariateSumExtremization()

  • 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