Uses of Interface
dev.nm.solver.multivariate.constrained.problem.ConstrainedOptimProblem
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Uses of ConstrainedOptimProblem in dev.nm.solver.multivariate.constrained
Classes in dev.nm.solver.multivariate.constrained with type parameters of type ConstrainedOptimProblem Modifier and Type Interface Description interface
ConstrainedMinimizer<P extends ConstrainedOptimProblem,S extends MinimizationSolution<?>>
A constrained minimizer solves a constrained optimization problem, namely,ConstrainedOptimProblem
.static interface
SubProblemMinimizer.ConstrainedMinimizerFactory<U extends ConstrainedMinimizer<ConstrainedOptimProblem,IterativeSolution<Vector>>>
This factory constructs a new instance of ConstrainedMinimizer to solve a real valued minimization problem.Subinterfaces of ConstrainedOptimProblem in dev.nm.solver.multivariate.constrained Modifier and Type Interface Description interface
ConstrainedOptimSubProblem
A constrained optimization sub-problem takes this form.Methods in dev.nm.solver.multivariate.constrained that return ConstrainedOptimProblem Modifier and Type Method Description static ConstrainedOptimProblem
SubProblemMinimizer. getSubProblem(ConstrainedOptimSubProblem problem)
Gets the sub-problem in the form of ConstrainedOptimProblem.Methods in dev.nm.solver.multivariate.constrained with parameters of type ConstrainedOptimProblem Modifier and Type Method Description static ConstrainedOptimSubProblem
SubProblemMinimizer. getConstrainedOptimSubProblem(ConstrainedOptimProblem problem, Map<Integer,Double> fixing)
Gets the ConstrainedOptimSubProblem representation of the sub-problem.IterativeSolution<Vector>
SubProblemMinimizer. solve(ConstrainedOptimProblem subProblem)
Solves a constrained optimization sub-problem that is already in the form of a ConstrainedOptimProblem.SubProblemMinimizer.IterativeSolution<Vector>
SubProblemMinimizer. solve(ConstrainedOptimProblem problem, Map<Integer,Double> fixing)
Solves a constrained sub-problem by specifying the fixing explicitly.Constructor parameters in dev.nm.solver.multivariate.constrained with type arguments of type ConstrainedOptimProblem Constructor Description SubProblemMinimizer(SubProblemMinimizer.ConstrainedMinimizerFactory<? extends ConstrainedMinimizer<ConstrainedOptimProblem,IterativeSolution<Vector>>> factory)
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Uses of ConstrainedOptimProblem in dev.nm.solver.multivariate.constrained.convex.sdp.problem
Classes in dev.nm.solver.multivariate.constrained.convex.sdp.problem that implement ConstrainedOptimProblem Modifier and Type Class Description class
SDPDualProblem
A dual SDP problem, as in equation 14.4 in the reference, takes the following form. -
Uses of ConstrainedOptimProblem in dev.nm.solver.multivariate.constrained.convex.sdp.socp.problem
Classes in dev.nm.solver.multivariate.constrained.convex.sdp.socp.problem that implement ConstrainedOptimProblem Modifier and Type Class Description class
SOCPDualProblem
This is the Dual Second Order Conic Programming problem.class
SOCPDualProblem1
This is the Dual Second Order Conic Programming problem.class
SOCPGeneralProblem
Many convex programming problems can be represented in the following form.class
SOCPGeneralProblem1
Many convex programming problems can be represented in the following form. -
Uses of ConstrainedOptimProblem in dev.nm.solver.multivariate.constrained.convex.sdp.socp.problem.portfoliooptimization
Classes in dev.nm.solver.multivariate.constrained.convex.sdp.socp.problem.portfoliooptimization that implement ConstrainedOptimProblem Modifier and Type Class Description class
SOCPPortfolioProblem
Constructs an SOCP problem for portfolio optimization.class
SOCPPortfolioProblem1
Constructs an SOCP problem for portfolio optimization. -
Uses of ConstrainedOptimProblem in dev.nm.solver.multivariate.constrained.convex.sdp.socp.qp.lp.problem
Subinterfaces of ConstrainedOptimProblem in dev.nm.solver.multivariate.constrained.convex.sdp.socp.qp.lp.problem Modifier and Type Interface Description interface
LPProblem
A linear programming (LP) problem minimizes a linear objective function subject to a collection of linear constraints.Classes in dev.nm.solver.multivariate.constrained.convex.sdp.socp.qp.lp.problem that implement ConstrainedOptimProblem Modifier and Type Class Description class
LPCanonicalProblem1
This is a linear programming problem in the 1st canonical form (following the convention in the reference): min c'x s.t.class
LPCanonicalProblem2
This is a linear programming problem in the 2nd canonical form (following the convention in the wiki): min c'x s.t.class
LPProblemImpl1
This is an implementation of a linear programming problem,LPProblem
.class
LPStandardProblem
This is a linear programming problem in the standard form: min c'x s.t. -
Uses of ConstrainedOptimProblem in dev.nm.solver.multivariate.constrained.convex.sdp.socp.qp.lp.simplex.solver
Classes in dev.nm.solver.multivariate.constrained.convex.sdp.socp.qp.lp.simplex.solver that implement ConstrainedOptimProblem Modifier and Type Class Description static class
LPRevisedSimplexSolver.Problem
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Uses of ConstrainedOptimProblem in dev.nm.solver.multivariate.constrained.convex.sdp.socp.qp.problem
Classes in dev.nm.solver.multivariate.constrained.convex.sdp.socp.qp.problem that implement ConstrainedOptimProblem Modifier and Type Class Description class
QPProblem
Quadratic Programming is the problem of optimizing (minimizing) a quadratic function of several variables subject to linear constraints on these variables. -
Uses of ConstrainedOptimProblem in dev.nm.solver.multivariate.constrained.general.penaltymethod
Methods in dev.nm.solver.multivariate.constrained.general.penaltymethod with parameters of type ConstrainedOptimProblem Modifier and Type Method Description PenaltyFunction
PenaltyMethodMinimizer.PenaltyFunctionFactory. getPenaltyFunction(ConstrainedOptimProblem problem)
Get an instance of the penalty function.IterativeSolution<Vector>
PenaltyMethodMinimizer. solve(ConstrainedOptimProblem problem)
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Uses of ConstrainedOptimProblem in dev.nm.solver.multivariate.constrained.general.sqp.activeset
Methods in dev.nm.solver.multivariate.constrained.general.sqp.activeset with parameters of type ConstrainedOptimProblem Modifier and Type Method Description SQPActiveSetMinimizer.Solution
SQPActiveSetMinimizer. solve(ConstrainedOptimProblem problem)
SQPActiveSetOnlyInequalityConstraintMinimizer.Solution
SQPActiveSetOnlyInequalityConstraintMinimizer. solve(ConstrainedOptimProblem problem)
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Uses of ConstrainedOptimProblem in dev.nm.solver.multivariate.constrained.general.sqp.activeset.equalityconstraint
Methods in dev.nm.solver.multivariate.constrained.general.sqp.activeset.equalityconstraint with parameters of type ConstrainedOptimProblem Modifier and Type Method Description IterativeSolution<Vector>
SQPActiveSetOnlyEqualityConstraint1Minimizer. solve(ConstrainedOptimProblem problem)
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Uses of ConstrainedOptimProblem in dev.nm.solver.multivariate.constrained.integer
Subinterfaces of ConstrainedOptimProblem in dev.nm.solver.multivariate.constrained.integer Modifier and Type Interface Description interface
IPProblem
An Integer Programming problem is a mathematical optimization or feasibility program in which some or all of the variables are restricted to be integers.Classes in dev.nm.solver.multivariate.constrained.integer that implement ConstrainedOptimProblem Modifier and Type Class Description class
IPProblemImpl1
This is an implementation of a general Integer Programming problem in which some variables take only integers. -
Uses of ConstrainedOptimProblem in dev.nm.solver.multivariate.constrained.integer.bruteforce
Classes in dev.nm.solver.multivariate.constrained.integer.bruteforce that implement ConstrainedOptimProblem Modifier and Type Class Description class
BruteForceIPProblem
This implementation is an integral constrained minimization problem that has enumerable integral domains.Constructor parameters in dev.nm.solver.multivariate.constrained.integer.bruteforce with type arguments of type ConstrainedOptimProblem Constructor Description BruteForceIPMinimizer(SubProblemMinimizer.ConstrainedMinimizerFactory<? extends ConstrainedMinimizer<ConstrainedOptimProblem,IterativeSolution<Vector>>> factory)
Constructs a brute force minimizer to solve integral constrained minimization problems. -
Uses of ConstrainedOptimProblem in dev.nm.solver.multivariate.constrained.integer.linear.bb
Classes in dev.nm.solver.multivariate.constrained.integer.linear.bb that implement ConstrainedOptimProblem Modifier and Type Class Description class
ILPNode
This is the branch-and-bound node used in conjunction withILPBranchAndBoundMinimizer
to solve an Integer Linear Programming problem. -
Uses of ConstrainedOptimProblem in dev.nm.solver.multivariate.constrained.integer.linear.problem
Subinterfaces of ConstrainedOptimProblem in dev.nm.solver.multivariate.constrained.integer.linear.problem Modifier and Type Interface Description interface
ILPProblem
A linear program in real variables is said to be integral if it has at least one optimal solution which is integral.Classes in dev.nm.solver.multivariate.constrained.integer.linear.problem that implement ConstrainedOptimProblem Modifier and Type Class Description class
ILPProblemImpl1
This implementation is an ILP problem, in which the variables can be real or integral.class
PureILPProblem
This is a pure integer linear programming problem, in which all variables are integral. -
Uses of ConstrainedOptimProblem in dev.nm.solver.multivariate.constrained.problem
Classes in dev.nm.solver.multivariate.constrained.problem that implement ConstrainedOptimProblem Modifier and Type Class Description class
BoxOptimProblem
A box constrained optimization problem, for which a solution must be within fixed bounds.class
ConstrainedOptimProblemImpl1
This implements a constrained optimization problem for a function f subject to equality and less-than-or-equal-to constraints.class
NonNegativityConstraintOptimProblem
This is a constrained optimization problem for a function which has all non-negative variables. -
Uses of ConstrainedOptimProblem in tech.nmfin.portfoliooptimization.corvalan2005
Constructor parameters in tech.nmfin.portfoliooptimization.corvalan2005 with type arguments of type ConstrainedOptimProblem Constructor Description Corvalan2005(Minimizer<? super ConstrainedOptimProblem,IterativeSolution<Vector>> minimizer, DiversificationMeasure diversificationMeasure, double deltaSigma, double deltaR)
Constructs an instance of the Corvalan model.
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