Modifier and Type | Method and Description |
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PrimalDualInteriorPointMinimizer.Solution |
PrimalDualInteriorPointMinimizer.solve(SOCPDualProblem problem) |
Modifier and Type | Class and Description |
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class |
SOCPGeneralProblem
Many convex programming problems can be represented in the following form.
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Constructor and Description |
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SOCPDualProblem(SOCPDualProblem that)
Copy constructor.
|
Modifier and Type | Class and Description |
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class |
SOCPPortfolioProblem
Constructs an SOCP problem for portfolio optimization.
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