public abstract class SOCPRiskConstraint extends SOCPPortfolioConstraint
SOCPPortfolioConstraint.ConstraintViolationException, SOCPPortfolioConstraint.VariableFunction.EvaluationException| Constructor and Description |
|---|
SOCPRiskConstraint() |
| Modifier and Type | Method and Description |
|---|---|
abstract Matrix |
Sigma() |
areAllConstraintsSatisfied, getVariables, iterator, newSOCPGeneralConstraintsclone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, waitforEach, spliteratordimensionOfDomain, dimensionOfRange, evaluatepublic abstract Matrix Sigma()
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