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