org.jquantlib.math.optimization

Class Constraint

java.lang.Object

org.jquantlib.math.optimization.Constraint

Direct Known Subclasses:

BoundaryConstraint, CompositeConstraint, NoConstraint, PositiveConstraint

public abstract class Constraint
extends java.lang.Object

Base constraint class

Constructor Summary

Constructors

Constructor and Description
Constraint()
Constraint(org.jquantlib.math.optimization.Constraint.Impl impl)

Method Summary

Modifier and Type	Method and Description
boolean	empty()
boolean	test(Array p)
double	update(Array params, Array direction, double beta)

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

Constraint

public Constraint()

Constraint

public Constraint(org.jquantlib.math.optimization.Constraint.Impl impl)

Method Detail

empty

public boolean empty()

test

public boolean test(Array p)

update

public double update(Array params,
                     Array direction,
                     double beta)