Package | Description |
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dev.nm.solver.multivariate.constrained.convex.sdp.socp.problem.portfoliooptimization |
Modifier and Type | Method and Description |
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Map<SOCPPortfolioConstraint.Variable,Integer> |
SOCPPortfolioProblem.getVariables()
Get the list of all variables and their beginning indices starting from 0.
|
List<SOCPPortfolioConstraint.Variable> |
SOCPPortfolioObjectiveFunction.getVariables()
Gets the variables involved in the portfolio constraints implied by the objective function.
|
List<SOCPPortfolioConstraint.Variable> |
SOCPPortfolioConstraint.getVariables(SOCPGeneralConstraints constraints)
Gets the variables involved in SOCPGeneralConstraints.
|
Modifier and Type | Method and Description |
---|---|
SOCPGeneralConstraints |
SOCPPortfolioConstraint.newSOCPGeneralConstraints(SOCPPortfolioConstraint.Variable... vars)
Creates a new SOCPGeneralConstraints so we can add
SOCPGeneralConstraint to it.
|
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