Modifier and Type | Method and Description |
---|---|
LessThanConstraints |
GreaterThanConstraints.toLessThanConstraints()
Convert the greater-than or equal-to constraints to less-than or equal-to constraints.
|
Modifier and Type | Class and Description |
---|---|
class |
GeneralLessThanConstraints
This is the collection of less-than or equal-to constraints for an optimization problem.
|
Modifier and Type | Class and Description |
---|---|
class |
LinearLessThanConstraints
This is a collection of linear less-than-or-equal-to constraints.
|
class |
UpperBoundConstraints
This is an upper bound constraints such that for all xi's,
xi ≤ b
|
Modifier and Type | Method and Description |
---|---|
LessThanConstraints |
SOCPDualProblem.getLessThanConstraints() |
Modifier and Type | Method and Description |
---|---|
LessThanConstraints |
LPRevisedSimplexSolver.Problem.getLessThanConstraints() |
Constructor and Description |
---|
FletcherPenalty(LessThanConstraints constraints)
Construct a Fletcher penalty function from a collection of inequality constraints.
|
FletcherPenalty(LessThanConstraints constraints,
double weight)
Construct a Fletcher penalty function from a collection of inequality constraints.
|
FletcherPenalty(LessThanConstraints constraints,
double[] weights)
Construct a Fletcher penalty function from a collection of inequality constraints.
|
Modifier and Type | Method and Description |
---|---|
LessThanConstraints |
IPProblemImpl1.getLessThanConstraints() |
Constructor and Description |
---|
IPProblemImpl1(RealScalarFunction f,
EqualityConstraints equal,
LessThanConstraints less,
int[] integers)
Construct a constrained optimization problem with integral constraints.
|
IPProblemImpl1(RealScalarFunction f,
EqualityConstraints equal,
LessThanConstraints less,
int[] integers,
double epsilon)
Construct a constrained optimization problem with integral constraints.
|
Constructor and Description |
---|
BruteForceIPProblem(RealScalarFunction f,
EqualityConstraints equal,
LessThanConstraints less,
BruteForceIPProblem.IntegerDomain[] integers,
double epsilon)
Construct an integral constrained minimization problem with explicit integral domains.
|
Modifier and Type | Method and Description |
---|---|
LessThanConstraints |
ILPNode.getLessThanConstraints() |
Modifier and Type | Method and Description |
---|---|
LessThanConstraints |
ConstrainedOptimProblem.getLessThanConstraints()
Gets the less-than-or-equal-to constraints, gi(x) ≤
0
|
LessThanConstraints |
ConstrainedOptimProblemImpl1.getLessThanConstraints() |
LessThanConstraints |
NonNegativityConstraintOptimProblem.getLessThanConstraints() |
LessThanConstraints |
BoxOptimProblem.getLessThanConstraints() |
Constructor and Description |
---|
ConstrainedOptimProblemImpl1(RealScalarFunction f,
EqualityConstraints equal,
LessThanConstraints less)
Constructs a constrained optimization problem.
|
Modifier and Type | Method and Description |
---|---|
LessThanConstraints |
Corvalan2005.WeightsConstraint.constraints()
Gets the less-than constraints on weights.
|
Modifier and Type | Method and Description |
---|---|
Vector |
Corvalan2005.getDiversifiedWeights(Corvalan2005.WeightsConstraint constraint,
Vector weights0,
Matrix sigma,
Vector r,
EqualityConstraints extraEqualityConstraints,
LessThanConstraints extraLessThanConstraints)
Finds the optimal weights for a diversified portfolio.
|
Modifier and Type | Method and Description |
---|---|
LessThanConstraints |
NoShortSelling.constraints() |
LessThanConstraints |
MinimumWeights.constraints() |
LessThanConstraints |
NoConstraints.constraints() |
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