-
Notifications
You must be signed in to change notification settings - Fork 46
/
Copy pathConstraintQualifierLICQ.java.html
137 lines (131 loc) · 7.35 KB
/
ConstraintQualifierLICQ.java.html
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
<?xml version="1.0" encoding="UTF-8"?><!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Strict//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-strict.dtd"><html xmlns="http://www.w3.org/1999/xhtml" lang="en"><head><meta http-equiv="Content-Type" content="text/html;charset=UTF-8"/><link rel="stylesheet" href="../jacoco-resources/report.css" type="text/css"/><link rel="shortcut icon" href="../jacoco-resources/report.gif" type="image/gif"/><title>ConstraintQualifierLICQ.java</title><link rel="stylesheet" href="../jacoco-resources/prettify.css" type="text/css"/><script type="text/javascript" src="../jacoco-resources/prettify.js"></script></head><body onload="window['PR_TAB_WIDTH']=4;prettyPrint()"><div class="breadcrumb" id="breadcrumb"><span class="info"><a href="../jacoco-sessions.html" class="el_session">Sessions</a></span><a href="../index.html" class="el_report">DROP</a> > <a href="index.source.html" class="el_package">org.drip.optimization.regularity</a> > <span class="el_source">ConstraintQualifierLICQ.java</span></div><h1>ConstraintQualifierLICQ.java</h1><pre class="source lang-java linenums">
package org.drip.optimization.regularity;
/*
* -*- 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>ConstraintQualifierLICQ</i> holds the Linear Independence Constraint Qualifier (LICQ). 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/regularity">Constrained Optimizer Regularity Qualifier Conditions</a></li>
* </ul>
*
* @author Lakshmi Krishnamurthy
*/
public class ConstraintQualifierLICQ extends org.drip.optimization.regularity.ConstraintQualifier {
/**
* ConstraintQualifierLICQ Constructor
*
* @param bValid Constraint Qualifier Validity
*
* @throws java.lang.Exception Thrown if the Inputs are Invalid
*/
public ConstraintQualifierLICQ (
final boolean bValid)
throws java.lang.Exception
{
<span class="fc" id="L134"> super ("LICQ", "LINEAR INDEPENDENCE CONSTRAINT QUALIFICATION", bValid);</span>
<span class="fc" id="L135"> }</span>
}
</pre><div class="footer"><span class="right">Created with <a href="http://www.jacoco.org/jacoco">JaCoCo</a> 0.7.9.201702052155</span></div></body></html>