public abstract class SOCPPortfolioConstraint extends Object implements Iterable<SOCPGeneralConstraints>, RealScalarFunction
Modifier and Type | Class and Description |
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static class |
SOCPPortfolioConstraint.ConstraintViolationException
Exception thrown when a constraint is violated.
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static class |
SOCPPortfolioConstraint.Variable
the variables involved in
SOCPGeneralConstraints |
Function.EvaluationException
Constructor and Description |
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SOCPPortfolioConstraint() |
Modifier and Type | Method and Description |
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abstract boolean |
areAllConstraintsSatisfied(Vector y)
Checks whether all SOCP constraints represented by this portfolio
constraint are satisfied.
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List<SOCPPortfolioConstraint.Variable> |
getVariables(SOCPGeneralConstraints constraints)
Gets the variables involved in SOCPGeneralConstraints.
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Iterator<SOCPGeneralConstraints> |
iterator() |
SOCPGeneralConstraints |
newSOCPGeneralConstraints(SOCPPortfolioConstraint.Variable... vars)
Creates a new SOCPGeneralConstraints so we can add
SOCPGeneralConstraint to it.
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clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
forEach, spliterator
dimensionOfDomain, dimensionOfRange, evaluate
public SOCPGeneralConstraints newSOCPGeneralConstraints(SOCPPortfolioConstraint.Variable... vars)
vars
- the variables involved in this
SOCPGeneralConstraintspublic Iterator<SOCPGeneralConstraints> iterator()
iterator
in interface Iterable<SOCPGeneralConstraints>
public List<SOCPPortfolioConstraint.Variable> getVariables(SOCPGeneralConstraints constraints)
constraints
- the SOCP constraintspublic abstract boolean areAllConstraintsSatisfied(Vector y) throws SOCPPortfolioConstraint.ConstraintViolationException
y
- a portfolio solution or allocation; the asset weightstrue
if and only if all SOCP constraints are satisfiedSOCPPortfolioConstraint.ConstraintViolationException
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