| Modifier and Type | Method and Description |
|---|---|
PrimalDualInteriorPointMinimizer.Solution |
PrimalDualInteriorPointMinimizer.solve(SOCPDualProblem problem) |
| Modifier and Type | Class and Description |
|---|---|
class |
SOCPGeneralProblem
Many convex programming problems can be represented in the following form.
|
| Constructor and Description |
|---|
SOCPDualProblem(SOCPDualProblem that)
Copy constructor.
|
| Modifier and Type | Class and Description |
|---|---|
class |
SOCPPortfolioProblem
Constructs an SOCP problem for portfolio optimization.
|
Copyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.