Class SOCPRiskConstraint
- java.lang.Object
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- dev.nm.solver.multivariate.constrained.convex.sdp.socp.problem.portfoliooptimization.SOCPPortfolioConstraint
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- dev.nm.solver.multivariate.constrained.convex.sdp.socp.problem.portfoliooptimization.SOCPRiskConstraint
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- All Implemented Interfaces:
Function<Vector,Double>
,RealScalarFunction
- Direct Known Subclasses:
PortfolioRiskExactSigma
public abstract class SOCPRiskConstraint extends SOCPPortfolioConstraint
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Nested Class Summary
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Nested classes/interfaces inherited from class dev.nm.solver.multivariate.constrained.convex.sdp.socp.problem.portfoliooptimization.SOCPPortfolioConstraint
SOCPPortfolioConstraint.ConstraintViolationException, SOCPPortfolioConstraint.Variable
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Nested classes/interfaces inherited from interface dev.nm.analysis.function.Function
Function.EvaluationException
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Constructor Summary
Constructors Constructor Description SOCPRiskConstraint()
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Method Summary
All Methods Instance Methods Abstract Methods Modifier and Type Method Description abstract Matrix
Sigma()
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Methods inherited from class dev.nm.solver.multivariate.constrained.convex.sdp.socp.problem.portfoliooptimization.SOCPPortfolioConstraint
areAllConstraintsSatisfied, generalConstraints, getVariables, linearEqualities, linearInequalities, newSOCPGeneralConstraints, newSOCPLinearEqualities, newSOCPLinearInequalities
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Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
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Methods inherited from interface dev.nm.analysis.function.Function
dimensionOfDomain, dimensionOfRange, evaluate
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Method Detail
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Sigma
public abstract Matrix Sigma()
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