DROP Function Rd To R1 Package contains the Suite of Built-in Rd To R1 Functions.
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AffineBoundMultivariate AffineBoundMultivariate implements a Bounded Planar Linear Rd To R1 Function.
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AffineMultivariate AffineMultivariate implements a Planar Linear Rd To R1 Function using a Multivariate Vector.
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BoundMultivariate BoundMultivariate Interface implements Rd To R1 Bounds.
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ConvexMultivariate ConvexMultivariate is a Shell Interface that "typifies" a Convex Rd To R1.
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CovarianceEllipsoidMultivariate CovarianceEllipsoidMultivariate implements a Rd To R1 Co-variance Estimate of the specified Distribution.
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LagrangianMultivariate LagrangianMultivariate implements a Rd To R1 Multivariate Function along with the specified Set of Equality Constraints.
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ObjectiveConstraintVariateSet ObjectiveConstraintVariateSet holds a Rd To R1 Variates corresponding to the Objective Function and the Constraint Function respectively.
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RiskObjectiveUtilityMultivariate RiskObjectiveUtilityMultivariate implements the Risk Objective Rd To R1 Multivariate Function used in Portfolio Allocation. It accommodates both the Risk Tolerance and Risk Aversion Variants.
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Boyd, S., and L. van den Berghe (2009): Convex Optimization Cambridge University Press Cambridge UK
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Eustaquio, R., E. Karas, and A. Ribeiro (2008): Constraint Qualification for Nonlinear Programming Federal University of Parana
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Karush, A. (1939): Minima of Functions of Several Variables with Inequalities as Side Constraints University of Chicago Chicago IL
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Kuhn, H. W., and A. W. Tucker (1951): Nonlinear Programming Proceedings of the Second Berkeley Symposium University of California Berkeley CA 481-492
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Ruszczynski, A. (2006): Nonlinear Optimization Princeton University Press Princeton NJ
- 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
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- Technical Specifications => https://github.com/lakshmiDRIP/DROP/tree/master/Docs/Internal
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- Issues Catalog => https://github.com/lakshmiDRIP/DROP/issues
