Uses of Class
com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.problem.portfoliooptimization.SOCPPortfolioConstraint.ConstraintViolationException

Packages that use SOCPPortfolioConstraint.ConstraintViolationException

Package	Description
com.numericalmethod.suanshu.finance.trading.portfoliooptimization.socp.constraints
com.numericalmethod.suanshu.finance.trading.portfoliooptimization.socp.constraints.ybar
com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.problem.portfoliooptimization

Uses of SOCPPortfolioConstraint.ConstraintViolationException in com.numericalmethod.suanshu.finance.trading.portfoliooptimization.socp.constraints

Methods in com.numericalmethod.suanshu.finance.trading.portfoliooptimization.socp.constraints that throw SOCPPortfolioConstraint.ConstraintViolationException

Modifier and Type	Method and Description
boolean	SOCPMaximumLoan.areAllConstraintsSatisfied(Vector x)
boolean	SOCPSelfFinancing.areAllConstraintsSatisfied(Vector x)
boolean	SOCPNoTradingList1.areAllConstraintsSatisfied(Vector x)
boolean	SOCPSectorNeutrality.areAllConstraintsSatisfied(Vector x)
boolean	SOCPZeroValue.areAllConstraintsSatisfied(Vector x)

Uses of SOCPPortfolioConstraint.ConstraintViolationException in com.numericalmethod.suanshu.finance.trading.portfoliooptimization.socp.constraints.ybar

Methods in com.numericalmethod.suanshu.finance.trading.portfoliooptimization.socp.constraints.ybar that throw SOCPPortfolioConstraint.ConstraintViolationException

Modifier and Type	Method and Description
boolean	SOCPNoTradingList2.areAllConstraintsSatisfied(Vector x)
boolean	SOCPSectorExposure.areAllConstraintsSatisfied(Vector x)

Uses of SOCPPortfolioConstraint.ConstraintViolationException in com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.problem.portfoliooptimization

Methods in com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.problem.portfoliooptimization that throw SOCPPortfolioConstraint.ConstraintViolationException

Modifier and Type	Method and Description
boolean	MarketImpact1.areAllConstraintsSatisfied(Vector x) Checks whether all SOCP constraints represented by this portfolio constraint are satisfied.
boolean	SOCPPortfolioProblem.areAllConstraintsSatisfied(Vector x) Checks whether the constraints are satisfied with a solution vector x.
abstract boolean	SOCPPortfolioConstraint.areAllConstraintsSatisfied(Vector x) Checks whether all SOCP constraints represented by this portfolio constraint are satisfied.