Expand description
A Constraint lifted onto the free subspace of a Projection.
Port of ql/math/optimization/projectedconstraint.hpp. ProjectedConstraint
wraps a base constraint and a projection so the optimizer can test and bound
the free parameters alone: each operation first Projection::includes the
free vector into the full parameter set before delegating to the base
constraint. The bounds additionally Projection::project the base result
back onto the free subspace, mirroring projectedconstraint.hpp:49,52.
The base constraint is stored as Box<dyn Constraint> rather than a generic
parameter so that CalibratedModel::calibrate can hand it either a private
or a composite constraint chosen at run time.
Structsยง
- Projected
Constraint - A base constraint evaluated over the free parameters of a projection.