| Package | Description |
|---|---|
| com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.problem.portfoliooptimization |
| Constructor and Description |
|---|
SOCPPortfolioProblem(SOCPPortfolioObjectiveFunction f,
Collection<SOCPPortfolioConstraint> constraints)
Constructs an SOCP problem for portfolio optimization.
|
SOCPPortfolioProblem(SOCPPortfolioObjectiveFunction f,
SOCPPortfolioConstraint[] constraints)
Constructs an SOCP problem for portfolio optimization.
|
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