Class | Description |
---|---|
SOCPMaximumLoan |
Transforms a maximum loan constraint into the compact SOCP form.
|
SOCPNoTradingList1 |
Transforms a black list (not to trade a new position) constraint into the
compact SOCP form.
|
SOCPSectorNeutrality |
Transforms a sector neutral constraint into the compact SOCP form.
|
SOCPSelfFinancing |
Transforms a self financing constraint into the compact SOCP form.
|
SOCPZeroValue |
Transforms a zero value constraint into the compact SOCP form.
|
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