Class QPWeightsLimit
- java.lang.Object
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- tech.nmfin.portfoliooptimization.markowitz.constraints.QPWeightsLimit
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- All Implemented Interfaces:
QPConstraint
public class QPWeightsLimit extends Object implements QPConstraint
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Constructor Summary
Constructors Constructor Description QPWeightsLimit(Vector minW, Vector maxW)
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description LinearEqualityConstraints
linearEqualityConstraints()
LinearGreaterThanConstraints
linearGreaterThanConstraints()
LinearLessThanConstraints
linearLessThanConstraints()
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Method Detail
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linearGreaterThanConstraints
public LinearGreaterThanConstraints linearGreaterThanConstraints()
- Specified by:
linearGreaterThanConstraints
in interfaceQPConstraint
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linearLessThanConstraints
public LinearLessThanConstraints linearLessThanConstraints()
- Specified by:
linearLessThanConstraints
in interfaceQPConstraint
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linearEqualityConstraints
public LinearEqualityConstraints linearEqualityConstraints()
- Specified by:
linearEqualityConstraints
in interfaceQPConstraint
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