FinMath User Guide

SPGLagrangeMultipliersUpperBounds Property

A vector of Lagrange multipliers for lower bounds.

Namespace: FinMath.NumericalOptimization.Constrained
Assembly: FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170

Syntax

Copy

public Vector LagrangeMultipliersUpperBounds { get; }

Property Value

Type: Vector

Implements

IConstrainedProgrammingLagrangeMultipliersUpperBounds

Reference

SPG Class

FinMath.NumericalOptimization.Constrained Namespace

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SPGAddLanguageSpecificTextSet("LST6B8A7A5C_0?cpp=::|nu=.");LagrangeMultipliersUpperBounds Property

Property Value

Implements

Reference

SPGLagrangeMultipliersUpperBounds Property