Class org.drip.coverage.optimization.Optimizer

1

tests

0

failures

0

ignored

0.234s

duration

100%

successful

Tests

Test Duration Result
codeCoverageTest 0.234s passed

Standard output

	|-----------------------------------------------------------------|
	|    Copyright (C) 2011-2020 (DRIP, DROP)
	|-----------------------------------------------------------------|
	|    Build Version  => 4.66.0 multi mode
	|    Build JVM (TM) => 1.8.0_112
	|    Build Snap     => Sun Jan 26 23:00:02 EST 2020
	|    Start Time     => Mon Jan 27 00:35:07 EST 2020
	|    Setup Time     => Mon Jan 27 00:35:07 EST 2020
	|    Setup Duration => 1 ms
	|-----------------------------------------------------------------|


	||---------------------------------------------------||
	||    KKT NECESSARY & SUFFICIENT CONDITIONS CHECK    ||
	||---------------------------------------------------||
	|| KKT Multiplier Compatibility             : true   ||
	|| Dual Feasibility Check                   : true   ||
	|| Primal Feasibility Check                 : true   ||
	|| Complementary Slackness Check            : false  ||
	|| First Order Necessary Condition Check    : true   ||
	|| Second Order Sufficiency Condition Check : true   ||
	||---------------------------------------------------||

	||------------------------------------------------------------------------------------------------------||
	||                 KKT NECESSARY & SUFFICIENT CONSTIONS - ZERO, FIRST, & SECOND ORDERS                  ||
	||------------------------------------------------------------------------------------------------------||
	|| ZERO ORDER: [ PRIMAL FEASIBILITY | 0 ORDER => true] >> [ DUAL FEASIBILITY | 0 ORDER => true] >> [ COMPLEMENTARY SLACKNESS | 0 ORDER => false]
	|| FIRST ORDER: [ FONC | 1 ORDER => true]
	|| SECOND ORDER: [ SOSC | 2 ORDER => true]
	||------------------------------------------------------------------------------------------------------||


	|-----------------------------------------------------------------|
	|    Copyright (C) 2011-2020 (DRIP, DROP)
	|-----------------------------------------------------------------|
	|    Build Version  => 4.66.0 multi mode
	|    Build JVM (TM) => 1.8.0_112
	|    Build Snap     => Sun Jan 26 23:00:02 EST 2020
	|    Start Time     => Mon Jan 27 00:35:07 EST 2020
	|    Setup Time     => Mon Jan 27 00:35:07 EST 2020
	|    Setup Duration => 1 ms
	|-----------------------------------------------------------------|


	||----------------------------------------------------------------------||
	||                      KKT REGULARITY CONDITIONS                       ||
	||----------------------------------------------------------------------||
	|| ACTIVE SET RANK                                              : 3     ||
	|| LINEAR CONSTRAINT QUALIFICATION                              : false ||
	|| LINEAR INDEPENDENT CONSTRAINT QUALIFICATION                  : true  ||
	|| MANGASARIAN FROMOVITZ CONSTRAINT QUALIFICATION               : true  ||
	|| CONSTANT RANK CONSTRAINT QUALIFICATION                       : true  ||
	|| CONSTANT POSITIVE LINEAR DEPENDENCE CONSTRAINT QUALIFICATION : true  ||
	|| QUASI NORMAL CONSTRAINT QUALIFICATION                        : true  ||
	|| SLATER'S CONDITION CONSTRAINT QUALIFICATION                  : false ||
	||----------------------------------------------------------------------||

	||----------------------------------------------------------------------||
	||                      KKT REGULARITY CONDITIONS                       ||
	||----------------------------------------------------------------------||
	|| EUSTAQUIO KARAS RIBEIRO STRENGTH ORDER #1: [ LICQ | LINEAR INDEPENDENCE CONSTRAINT QUALIFICATION => true] >> [ MFCQ | MANGASARIAN FROMOVITZ CONSTRAINT QUALIFICATION => true] >> [ CPLDCQ | CONSTANT POSITIVE LINEAR DEPENDENCE CONSTRAINT QUALIFICATION => true] >> [ CNCQ | QUASI NORMAL CONSTRAINT QUALIFICATION => true]
	|| EUSTAQUIO KARAS RIBEIRO STRENGTH ORDER #2: [ LICQ | LINEAR INDEPENDENCE CONSTRAINT QUALIFICATION => true] >> [ CRCQ | CONSTANT RANK CONSTRAINT QUALIFICATION => true] >> [ CPLDCQ | CONSTANT POSITIVE LINEAR DEPENDENCE CONSTRAINT QUALIFICATION => true] >> [ CNCQ | QUASI NORMAL CONSTRAINT QUALIFICATION => true]
	|| EUSTAQUIO KARAS RIBEIRO STRENGTH ORDER #3: [ LCQ | LINEAR CONSTRAINT QUALIFICATION => false] >> [ LICQ | LINEAR INDEPENDENCE CONSTRAINT QUALIFICATION => true] >> [ MFCQ | MANGASARIAN FROMOVITZ CONSTRAINT QUALIFICATION => true] >> [ CRCQ | CONSTANT RANK CONSTRAINT QUALIFICATION => true] >> [ CPLDCQ | CONSTANT POSITIVE LINEAR DEPENDENCE CONSTRAINT QUALIFICATION => true] >> [ CNCQ | QUASI NORMAL CONSTRAINT QUALIFICATION => true] >>  >> [ SCCQ | SLATER CONDITION CONSTRAINT QUALIFICATION => false]
	||----------------------------------------------------------------------||


	|-----------------------------------------------------------------|
	|    Copyright (C) 2011-2020 (DRIP, DROP)
	|-----------------------------------------------------------------|
	|    Build Version  => 4.66.0 multi mode
	|    Build JVM (TM) => 1.8.0_112
	|    Build Snap     => Sun Jan 26 23:00:02 EST 2020
	|    Start Time     => Mon Jan 27 00:35:07 EST 2020
	|    Setup Time     => Mon Jan 27 00:35:07 EST 2020
	|    Setup Duration => 62 ms
	|-----------------------------------------------------------------|


	|------------------------------------||
	| STARTER: [ 2.0000, 1.0000, 1.0000] ||
	|------------------------------------||
	| Optimal X      :  1.4142           ||
	| Optimal Y      :  1.0000           ||
	| Optimal Lambda : -1.0000           ||
	|------------------------------------||

	|------------------------------------||
	| STARTER: [-2.0000, 1.0000, 1.0000] ||
	|------------------------------------||
	| Optimal X      : -1.4142           ||
	| Optimal Y      :  1.0000           ||
	| Optimal Lambda : -1.0000           ||
	|------------------------------------||

	|------------------------------------||
	| STARTER: [ 2.0000,-1.0000, 1.0000] ||
	|------------------------------------||
	| Optimal X      :  1.4142           ||
	| Optimal Y      : -1.0000           ||
	| Optimal Lambda :  1.0000           ||
	|------------------------------------||

	|------------------------------------||
	| STARTER: [-2.0000,-1.0000, 1.0000] ||
	|------------------------------------||
	| Optimal X      : -1.4142           ||
	| Optimal Y      : -1.0000           ||
	| Optimal Lambda :  1.0000           ||
	|------------------------------------||

	|------------------------------------||
	| STARTER: [ 0.0000, 1.0000, 0.0000] ||
	|------------------------------------||
	| Optimal X      :  0.0000           ||
	| Optimal Y      :  1.7321           ||
	| Optimal Lambda :  0.0000           ||
	|------------------------------------||

	|------------------------------------||
	| STARTER: [ 0.0000,-1.0000, 0.0000] ||
	|------------------------------------||
	| Optimal X      :  0.0000           ||
	| Optimal Y      : -1.7321           ||
	| Optimal Lambda :  0.0000           ||
	|------------------------------------||

	|-----------------------------------------------------------------|
	|    Copyright (C) 2011-2020 (DRIP, DROP)
	|-----------------------------------------------------------------|
	|    Build Version  => 4.66.0 multi mode
	|    Build JVM (TM) => 1.8.0_112
	|    Build Snap     => Sun Jan 26 23:00:02 EST 2020
	|    Start Time     => Mon Jan 27 00:35:07 EST 2020
	|    Setup Time     => Mon Jan 27 00:35:07 EST 2020
	|    Setup Duration => 1 ms
	|-----------------------------------------------------------------|

	Optimal X      :  0.7071
	Optimal Y      :  0.7071
	Optimal Lambda : -0.7071