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 interfaceConstrainedMinimizer<P extends ConstrainedOptimProblem,S extends MinimizationSolution<?>>A constrained minimizer solves a constrained optimization problem, namely,ConstrainedOptimProblem.static interfaceSubProblemMinimizer.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 interfaceConstrainedOptimSubProblemA constrained optimization sub-problem takes this form.Methods in dev.nm.solver.multivariate.constrained that return ConstrainedOptimProblem Modifier and Type Method Description static ConstrainedOptimProblemSubProblemMinimizer. 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 ConstrainedOptimSubProblemSubProblemMinimizer. 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) -
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 classSDPDualProblemA 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 classSOCPDualProblemThis is the Dual Second Order Conic Programming problem.classSOCPDualProblem1This is the Dual Second Order Conic Programming problem.classSOCPGeneralProblemMany convex programming problems can be represented in the following form.classSOCPGeneralProblem1Many 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 classSOCPPortfolioProblemConstructs an SOCP problem for portfolio optimization.classSOCPPortfolioProblem1Constructs 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 interfaceLPProblemA 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 classLPCanonicalProblem1This is a linear programming problem in the 1st canonical form (following the convention in the reference): min c'x s.t.classLPCanonicalProblem2This is a linear programming problem in the 2nd canonical form (following the convention in the wiki): min c'x s.t.classLPProblemImpl1This is an implementation of a linear programming problem,LPProblem.classLPStandardProblemThis 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 classLPRevisedSimplexSolver.Problem -
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 classQPProblemQuadratic 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 PenaltyFunctionPenaltyMethodMinimizer.PenaltyFunctionFactory. getPenaltyFunction(ConstrainedOptimProblem problem)Get an instance of the penalty function.IterativeSolution<Vector>PenaltyMethodMinimizer. solve(ConstrainedOptimProblem problem) -
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.SolutionSQPActiveSetMinimizer. solve(ConstrainedOptimProblem problem)SQPActiveSetOnlyInequalityConstraintMinimizer.SolutionSQPActiveSetOnlyInequalityConstraintMinimizer. solve(ConstrainedOptimProblem problem) -
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) -
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 interfaceIPProblemAn 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 classIPProblemImpl1This 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 classBruteForceIPProblemThis 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 classILPNodeThis is the branch-and-bound node used in conjunction withILPBranchAndBoundMinimizerto 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 interfaceILPProblemA 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 classILPProblemImpl1This implementation is an ILP problem, in which the variables can be real or integral.classPureILPProblemThis 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 classBoxOptimProblemA box constrained optimization problem, for which a solution must be within fixed bounds.classConstrainedOptimProblemImpl1This implements a constrained optimization problem for a function f subject to equality and less-than-or-equal-to constraints.classNonNegativityConstraintOptimProblemThis 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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