public abstract class SOCPRiskConstraint extends SOCPPortfolioConstraint
SOCPPortfolioConstraint.ConstraintViolationException, SOCPPortfolioConstraint.Variable
Function.EvaluationException
Constructor and Description |
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SOCPRiskConstraint() |
Modifier and Type | Method and Description |
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abstract Matrix |
Sigma() |
areAllConstraintsSatisfied, getVariables, iterator, newSOCPGeneralConstraints
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
forEach, spliterator
dimensionOfDomain, dimensionOfRange, evaluate
public abstract Matrix Sigma()
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