Examples of org.jquantlib.math.optimization.Constraint$Impl

org.jquantlib.math.optimization.Constraint
Base class for constraint implementations.

        }


        final LevenbergMarquardt solver = new LevenbergMarquardt (ts.accuracy(), ts.accuracy(), ts.accuracy());


        final EndCriteria endCriteria = new EndCriteria (100, 10, 0.00, ts.accuracy(), 0.00);
        final Constraint solverConstraint = (forcePositive ? new PositiveConstraint() : new NoConstraint());
        int i = localisation -1;
        //FIXME, convexmonotone interpolation?
        final int dataAdjust = 1;


        for (; i < nInsts; ++ i) {

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            final double[] weights) {


        QL.require(weights==null || weights.length == instruments.size(),
        "mismatch between number of instruments and weights"); // TODO: message


        Constraint c;
        if (additionalConstraint.empty()) {
            c = constraint_;
        } else {
            c = new CompositeConstraint(constraint_, additionalConstraint);
        }

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        final LevenbergMarquardt solver = new LevenbergMarquardt(ts_.accuracy(), ts_.accuracy(), ts_.accuracy());
        final EndCriteria endCriteria = new EndCriteria(100, 10, 0.00, ts_.accuracy(), 0.00);
        final Constraint solverConstraint = forcePositive_ ? new PositiveConstraint() : new NoConstraint();


        // now start the bootstrapping.
        /*Size*/ final int iInst = localisation_-1;

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