Modifier and Type | Method and Description |
---|---|
static QPSolution |
QPSimpleMinimizer.solve(QuadraticFunction f)
Solves an unconstrained quadratic programming problem of this form.
|
static QPSolution |
QPSimpleMinimizer.solve(QuadraticFunction f,
double epsilon)
Solves an unconstrained quadratic programming problem of this form.
|
static QPSolution |
QPSimpleMinimizer.solve(QuadraticFunction f,
LinearEqualityConstraints equal)
Solves a quadratic programming problem subject to equality constraints.
|
static QPSolution |
QPSimpleMinimizer.solve(QuadraticFunction f,
LinearEqualityConstraints equal,
double epsilon)
Solves a quadratic programming problem subject to equality constraints.
|
Modifier and Type | Method and Description |
---|---|
QPSolution |
QPDualActiveSetMinimizer.Solution.search()
Searches for a minimizer for the quadratic programming problem.
|
QPSolution |
QPPrimalActiveSetMinimizer.Solution.search()
Searches for a minimizer for the quadratic programming problem.
|
QPSolution |
QPDualActiveSetMinimizer.Solution.search(QPSolution... initials) |
QPSolution |
QPPrimalActiveSetMinimizer.Solution.search(QPSolution... initials) |
QPSolution |
QPPrimalActiveSetMinimizer.Solution.search(QPSolution initial)
Searches for a minimizer for the quadratic programming problem from
the given starting points.
|
QPSolution |
QPPrimalActiveSetMinimizer.Solution.search(Vector initial)
Searches for a minimizer for the quadratic programming problem.
|
Modifier and Type | Method and Description |
---|---|
void |
MarkowitzByQP.setRiskAversionCoefficient(double q)
Sets the risk aversion coefficient, effectively moving along the
efficient frontier.
|
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