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Constrained","description":"KKT Fritz-John Constrained Optimizer","creator":{"login":"lakshmiDRIP","id":22510101,"node_id":"MDQ6VXNlcjIyNTEwMTAx","avatar_url":"https://avatars1.githubusercontent.com/u/22510101?v=4","gravatar_id":"","url":"https://api.github.com/users/lakshmiDRIP","html_url":"https://github.com/lakshmiDRIP","followers_url":"https://api.github.com/users/lakshmiDRIP/followers","following_url":"https://api.github.com/users/lakshmiDRIP/following{/other_user}","gists_url":"https://api.github.com/users/lakshmiDRIP/gists{/gist_id}","starred_url":"https://api.github.com/users/lakshmiDRIP/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/lakshmiDRIP/subscriptions","organizations_url":"https://api.github.com/users/lakshmiDRIP/orgs","repos_url":"https://api.github.com/users/lakshmiDRIP/repos","events_url":"https://api.github.com/users/lakshmiDRIP/events{/privacy}","received_events_url":"https://api.github.com/users/lakshmiDRIP/received_events","type":"User","site_admin":false},"open_issues":1,"closed_issues":0,"state":"open","created_at":"2018-12-08T05:41:29Z","updated_at":"2018-12-08T05:44:34Z","due_on":null,"closed_at":null},"comments":0,"created_at":"2018-12-08T05:44:34Z","updated_at":"2018-12-08T05:44:34Z","closed_at":null,"author_association":"OWNER","body":"<i>FritzJohnMultipliers</i> holds the Array of the Fritz John/KKT Multipliers for the Array of the Equality and the Inequality Constraints, one per each Constraint. The References are:\r\n\r\n * Boyd, S., and L. van den Berghe (2009): <i>Convex Optimization</i> <b>Cambridge University Press</b> Cambridge UK\r\n\r\n * Eustaquio, R., E. Karas, and A. Ribeiro (2008): <i>Constraint Qualification for Nonlinear Programming</i> <b>Federal University of Parana</b>\r\n\r\n * Karush, A. (1939): <i>Minima of Functions of Several Variables with Inequalities as Side Constraints</i> <b>University of Chicago</b> Chicago IL\r\n\r\n * 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\r\n\r\n * Ruszczynski, A. (2006): <i>Nonlinear Optimization</i> <b>Princeton University Press</b> Princeton NJ\r\n\r\n<ul>\r\n<li><b>Module </b> = <a href = \"https://github.com/lakshmiDRIP/DROP/tree/master/NumericalCore.md\">Numerical Core Module</a></li>\r\n<li><b>Library</b> = <a href = \"https://github.com/lakshmiDRIP/DROP/tree/master/NumericalOptimizerLibrary.md\">Numerical Optimizer Library</a></li>\r\n<li><b>Project</b> = <a href = \"https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/optimization\">Optimization</a></li>\r\n<li><b>Package</b> = <a href = \"https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/optimization/constrained\">Constrained</a></li>\r\n</ul>"}}
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