Modifier and Type | Class and Description |
---|---|
class |
GeneralEqualityConstraints
This is the collection of equality constraints for an optimization problem.
|
Modifier and Type | Class and Description |
---|---|
class |
LinearEqualityConstraints
This is a collection of linear equality constraints.
|
Modifier and Type | Class and Description |
---|---|
static class |
SDPDualProblem.EqualityConstraints
This is the collection of equality constraints:
\[
\sum_{i=1}^{p}y_i\mathbf{A_i}+\textbf{S} = \textbf{C}, \textbf{S} \succeq \textbf{0}
\]
|
Modifier and Type | Class and Description |
---|---|
static class |
SOCPDualProblem.EqualityConstraints |
Modifier and Type | Method and Description |
---|---|
EqualityConstraints |
LPRevisedSimplexSolver.Problem.getEqualityConstraints() |
Constructor and Description |
---|
AbsoluteErrorPenalty(EqualityConstraints constraints)
Construct an absolute error penalty function from a collection of equality constraints.
|
AbsoluteErrorPenalty(EqualityConstraints constraints,
double weight)
Construct an absolute error penalty function from a collection of equality constraints.
|
AbsoluteErrorPenalty(EqualityConstraints constraints,
double[] weights)
Construct an absolute error penalty function from a collection of equality constraints.
|
CourantPenalty(EqualityConstraints constraints)
Construct a CourantPenalty penalty function from a collection of equality constraints.
|
CourantPenalty(EqualityConstraints constraints,
double weight)
Construct a CourantPenalty penalty function from a collection of equality constraints.
|
CourantPenalty(EqualityConstraints constraints,
double[] weights)
Construct a CourantPenalty penalty function from a collection of equality constraints.
|
Modifier and Type | Method and Description |
---|---|
SQPASVariation |
SQPActiveSetMinimizer.VariationFactory.newVariation(RealScalarFunction f,
RealVectorFunction g,
EqualityConstraints equal,
GreaterThanConstraints greater)
Construct a new instance of
SQPASVariation for an SQP
problem. |
void |
SQPASVariation1.set(RealScalarFunction f,
RealVectorFunction g,
EqualityConstraints equal,
GreaterThanConstraints greater)
Associate this variation to a particular general constrained minimization
problem.
|
Constructor and Description |
---|
Solution(RealScalarFunction f,
RealVectorFunction g,
EqualityConstraints equal,
GreaterThanConstraints greater) |
Modifier and Type | Method and Description |
---|---|
SQPASEVariation |
SQPActiveSetOnlyEqualityConstraint1Minimizer.VariationFactory.newVariation(RealScalarFunction f,
EqualityConstraints equal)
Construct a new instance of
SQPASEVariation for an SQP problem. |
void |
SQPASEVariation1.set(RealScalarFunction f,
EqualityConstraints equal)
Associate this variation to a particular general constrained minimization problem with only equality constraints.
|
IterativeSolution<Vector> |
SQPActiveSetOnlyEqualityConstraint1Minimizer.solve(RealScalarFunction f,
EqualityConstraints equal)
Minimize a function subject to only equality constraints.
|
Modifier and Type | Method and Description |
---|---|
EqualityConstraints |
IPProblemImpl1.getEqualityConstraints() |
Constructor and Description |
---|
IPProblemImpl1(RealScalarFunction f,
EqualityConstraints equal,
LessThanConstraints less,
int[] integers)
Construct a constrained optimization problem with integral constraints.
|
IPProblemImpl1(RealScalarFunction f,
EqualityConstraints equal,
LessThanConstraints less,
int[] integers,
double epsilon)
Construct a constrained optimization problem with integral constraints.
|
Constructor and Description |
---|
BruteForceIPProblem(RealScalarFunction f,
EqualityConstraints equal,
LessThanConstraints less,
BruteForceIPProblem.IntegerDomain[] integers,
double epsilon)
Construct an integral constrained minimization problem with explicit integral domains.
|
Modifier and Type | Method and Description |
---|---|
EqualityConstraints |
ILPNode.getEqualityConstraints() |
Modifier and Type | Method and Description |
---|---|
EqualityConstraints |
ConstrainedOptimProblem.getEqualityConstraints()
Gets the equality constraints, hi(x) = 0
|
EqualityConstraints |
ConstrainedOptimProblemImpl1.getEqualityConstraints() |
EqualityConstraints |
NonNegativityConstraintOptimProblem.getEqualityConstraints() |
EqualityConstraints |
BoxOptimProblem.getEqualityConstraints() |
Constructor and Description |
---|
ConstrainedOptimProblemImpl1(RealScalarFunction f,
EqualityConstraints equal,
LessThanConstraints less)
Constructs a constrained optimization problem.
|
Modifier and Type | Method and Description |
---|---|
Vector |
Corvalan2005.getDiversifiedWeights(Corvalan2005.WeightsConstraint constraint,
Vector weights0,
Matrix sigma,
Vector r,
EqualityConstraints extraEqualityConstraints,
LessThanConstraints extraLessThanConstraints)
Finds the optimal weights for a diversified portfolio.
|
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