ConditionQualifier.java
package org.drip.optimization.necessary;
/*
* -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
*/
/*!
* Copyright (C) 2020 Lakshmi Krishnamurthy
* Copyright (C) 2019 Lakshmi Krishnamurthy
* Copyright (C) 2018 Lakshmi Krishnamurthy
* Copyright (C) 2017 Lakshmi Krishnamurthy
* Copyright (C) 2016 Lakshmi Krishnamurthy
*
* This file is part of DROP, an open-source library targeting analytics/risk, transaction cost analytics,
* asset liability management analytics, capital, exposure, and margin analytics, valuation adjustment
* analytics, and portfolio construction analytics within and across fixed income, credit, commodity,
* equity, FX, and structured products. It also includes auxiliary libraries for algorithm support,
* numerical analysis, numerical optimization, spline builder, model validation, statistical learning,
* and computational support.
*
* https://lakshmidrip.github.io/DROP/
*
* DROP is composed of three modules:
*
* - DROP Product Core - https://lakshmidrip.github.io/DROP-Product-Core/
* - DROP Portfolio Core - https://lakshmidrip.github.io/DROP-Portfolio-Core/
* - DROP Computational Core - https://lakshmidrip.github.io/DROP-Computational-Core/
*
* DROP Product Core implements libraries for the following:
* - Fixed Income Analytics
* - Loan Analytics
* - Transaction Cost Analytics
*
* DROP Portfolio Core implements libraries for the following:
* - Asset Allocation Analytics
* - Asset Liability Management Analytics
* - Capital Estimation Analytics
* - Exposure Analytics
* - Margin Analytics
* - XVA Analytics
*
* DROP Computational Core implements libraries for the following:
* - Algorithm Support
* - Computation Support
* - Function Analysis
* - Model Validation
* - Numerical Analysis
* - Numerical Optimizer
* - Spline Builder
* - Statistical Learning
*
* Documentation for DROP is Spread Over:
*
* - Main => https://lakshmidrip.github.io/DROP/
* - Wiki => https://github.com/lakshmiDRIP/DROP/wiki
* - GitHub => https://github.com/lakshmiDRIP/DROP
* - Repo Layout Taxonomy => https://github.com/lakshmiDRIP/DROP/blob/master/Taxonomy.md
* - Javadoc => https://lakshmidrip.github.io/DROP/Javadoc/index.html
* - Technical Specifications => https://github.com/lakshmiDRIP/DROP/tree/master/Docs/Internal
* - Release Versions => https://lakshmidrip.github.io/DROP/version.html
* - Community Credits => https://lakshmidrip.github.io/DROP/credits.html
* - Issues Catalog => https://github.com/lakshmiDRIP/DROP/issues
* - JUnit => https://lakshmidrip.github.io/DROP/junit/index.html
* - Jacoco => https://lakshmidrip.github.io/DROP/jacoco/index.html
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
*
* You may obtain a copy of the License at
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
*
* See the License for the specific language governing permissions and
* limitations under the License.
*/
/**
* <i>ConditionQualifier</i> holds the Condition Name, the Condition Order, and the Condition Validity Flag
* that correspond to the Necessary and the Sufficient Conditions. The References are:
*
* <br><br>
* <ul>
* <li>
* Boyd, S., and L. van den Berghe (2009): <i>Convex Optimization</i> <b>Cambridge University
* Press</b> Cambridge UK
* </li>
* <li>
* Eustaquio, R., E. Karas, and A. Ribeiro (2008): <i>Constraint Qualification for Nonlinear
* Programming</i> <b>Federal University of Parana</b>
* </li>
* <li>
* Karush, A. (1939): <i>Minima of Functions of Several Variables with Inequalities as Side
* Constraints</i> <b>University of Chicago</b> Chicago IL
* </li>
* <li>
* Kuhn, H. W., and A. W. Tucker (1951): Nonlinear Programming <i>Proceedings of the Second Berkeley
* Symposium</i> <b>University of California</b> Berkeley CA 481-492
* </li>
* <li>
* Ruszczynski, A. (2006): <i>Nonlinear Optimization</i> <b>Princeton University Press</b> Princeton
* NJ
* </li>
* </ul>
*
* <br><br>
* <ul>
* <li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/ComputationalCore.md">Computational Core Module</a></li>
* <li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/NumericalOptimizerLibrary.md">Numerical Optimizer Library</a></li>
* <li><b>Project</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/optimization/README.md">Necessary, Sufficient, and Regularity Checks for Gradient Descent in a Constrained Optimization Setup</a></li>
* <li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/optimization/necessary/README.md">Constrained Optimizer Necessary Sufficient Conditions</a></li>
* </ul>
*
* @author Lakshmi Krishnamurthy
*/
public class ConditionQualifier {
private int _iOrder = -1;
private boolean _bValid = false;
private java.lang.String _strDescription = "";
/**
* ConditionQualifier Constructor
*
* @param strDescription Condition Qualifier Description
* @param iOrder Order of the Condition - Typically First/Second
* @param bValid Condition Qualifier Validity
*
* @throws java.lang.Exception Thrown if the Inputs are Invalid
*/
public ConditionQualifier (
final java.lang.String strDescription,
final int iOrder,
final boolean bValid)
throws java.lang.Exception
{
if (null == (_strDescription = strDescription) || _strDescription.isEmpty() || 0 > (_iOrder =
iOrder))
throw new java.lang.Exception ("ConditionQualifier Constructor => Invalid Inputs");
_bValid = bValid;
}
/**
* Retrieve the Condition Qualifier Description
*
* @return The Condition Qualifier Description
*/
public java.lang.String description()
{
return _strDescription;
}
/**
* Retrieve the Condition Qualifier Order
*
* @return The Condition Qualifier Order
*/
public int order()
{
return _iOrder;
}
/**
* Retrieve the Condition Qualifier Validity
*
* @return The Condition Qualifier Validity
*/
public boolean valid()
{
return _bValid;
}
/**
* Convert the Condition Qualifier into a Display String
*
* @return The Condition Qualifier into a Display String
*/
public java.lang.String display()
{
return "[ " + _strDescription + " | " + _iOrder + " ORDER => " + _bValid + "]";
}
}