Class SOCPPortfolioProblem1

    • Method Detail

      • getPortfolioConstraints

        public List<SOCPPortfolioConstraint> getPortfolioConstraints()
        Gets the portfolio constraints.
        Returns:
        the portfolio constraints
      • dimensionOfDomain

        public int dimensionOfDomain()
        Gets the dimension of the original (unstacked) problem.
        Returns:
        the dimension of the original (unstacked) problem
      • getVariables

        public Map<SOCPPortfolioConstraint.Variable,​Integer> getVariables()
        Get the list of all variables and their beginning indices starting from 0.
        Returns:
        the list of all variables and their beginning indices