Class NonhomogeneousBoundaryConstraint

Namespace

NanoQL.Numerics

Assembly

NanoQL.dll

A constraint imposing the i-th argument to be in [lowᵢ, highᵢ], for every i.

public sealed class NonhomogeneousBoundaryConstraint : Constraint

Inheritance

object

Constraint

NonhomogeneousBoundaryConstraint

Inherited Members

Constraint.UpperBound(Vector)

Constraint.LowerBound(Vector)

Constraint.Update(Vector, Vector, double)

object.GetType()

object.ToString()

object.Equals(object)

object.Equals(object, object)

object.ReferenceEquals(object, object)

object.GetHashCode()

Remarks

It copies its bounds. As in QuantLib, an argument compares as outside its bounds only when it is below lowᵢ or above highᵢ, so a NaN satisfies the constraint.

Constructors

NonhomogeneousBoundaryConstraint(ReadOnlySpan<double>, ReadOnlySpan<double>)

Initializes a new instance of the NonhomogeneousBoundaryConstraint class.

public NonhomogeneousBoundaryConstraint(ReadOnlySpan<double> low, ReadOnlySpan<double> high)

Parameters

low ReadOnlySpan<double>

The lower bound of each argument, which it copies.

high ReadOnlySpan<double>

The upper bound of each argument, which it copies.

Exceptions

NanoQLException

The bounds have different sizes.

Methods

LowerBoundCore(Vector)

The lower bound for the given parameters, which LowerBound(Vector) checks: by default none.

protected override Vector LowerBoundCore(Vector parameters)

Parameters

parameters Vector

The parameters.

Returns

Vector

A new vector, the most negative double in each element by default.

Test(Vector)

Whether the parameters satisfy the constraint.

public override bool Test(Vector p)

Parameters

p Vector

The parameters.

Returns

bool

true when they do.

Exceptions

NanoQLException

The parameters have another size than the bounds.

UpperBoundCore(Vector)

The upper bound for the given parameters, which UpperBound(Vector) checks: by default none.

protected override Vector UpperBoundCore(Vector parameters)

Parameters

parameters Vector

The parameters.

Returns

Vector

A new vector, the largest double in each element by default.