Uses of Interface
dev.nm.solver.multivariate.constrained.constraint.LessThanConstraints
-
-
Uses of LessThanConstraints in dev.nm.solver.multivariate.constrained.constraint
Methods in dev.nm.solver.multivariate.constrained.constraint that return LessThanConstraints Modifier and Type Method Description LessThanConstraints
GreaterThanConstraints. toLessThanConstraints()
Convert the greater-than or equal-to constraints to less-than or equal-to constraints. -
Uses of LessThanConstraints in dev.nm.solver.multivariate.constrained.constraint.general
Classes in dev.nm.solver.multivariate.constrained.constraint.general that implement LessThanConstraints Modifier and Type Class Description class
GeneralLessThanConstraints
This is the collection of less-than or equal-to constraints for an optimization problem. -
Uses of LessThanConstraints in dev.nm.solver.multivariate.constrained.constraint.linear
Classes in dev.nm.solver.multivariate.constrained.constraint.linear that implement LessThanConstraints Modifier and Type Class Description class
LinearLessThanConstraints
This is a collection of linear less-than-or-equal-to constraints.class
UpperBoundConstraints
This is an upper bound constraints such that for all xi's, xi ≤ b -
Uses of LessThanConstraints in dev.nm.solver.multivariate.constrained.convex.sdp.socp.problem
Methods in dev.nm.solver.multivariate.constrained.convex.sdp.socp.problem that return LessThanConstraints Modifier and Type Method Description LessThanConstraints
SOCPDualProblem. getLessThanConstraints()
LessThanConstraints
SOCPDualProblem1. getLessThanConstraints()
-
Uses of LessThanConstraints in dev.nm.solver.multivariate.constrained.convex.sdp.socp.qp.lp.simplex.solver
Methods in dev.nm.solver.multivariate.constrained.convex.sdp.socp.qp.lp.simplex.solver that return LessThanConstraints Modifier and Type Method Description LessThanConstraints
LPRevisedSimplexSolver.Problem. getLessThanConstraints()
-
Uses of LessThanConstraints in dev.nm.solver.multivariate.constrained.general.penaltymethod
Constructors in dev.nm.solver.multivariate.constrained.general.penaltymethod with parameters of type LessThanConstraints Constructor Description FletcherPenalty(LessThanConstraints constraints)
Construct a Fletcher penalty function from a collection of inequality constraints.FletcherPenalty(LessThanConstraints constraints, double weight)
Construct a Fletcher penalty function from a collection of inequality constraints.FletcherPenalty(LessThanConstraints constraints, double[] weights)
Construct a Fletcher penalty function from a collection of inequality constraints. -
Uses of LessThanConstraints in dev.nm.solver.multivariate.constrained.integer
Methods in dev.nm.solver.multivariate.constrained.integer that return LessThanConstraints Modifier and Type Method Description LessThanConstraints
IPProblemImpl1. getLessThanConstraints()
Constructors in dev.nm.solver.multivariate.constrained.integer with parameters of type LessThanConstraints Constructor Description IPProblemImpl1(RealScalarFunction f, EqualityConstraints equal, LessThanConstraints less, int[] integers)
Construct a constrained optimization problem with integral constraints.IPProblemImpl1(RealScalarFunction f, EqualityConstraints equal, LessThanConstraints less, int[] integers, double epsilon)
Construct a constrained optimization problem with integral constraints. -
Uses of LessThanConstraints in dev.nm.solver.multivariate.constrained.integer.bruteforce
Constructors in dev.nm.solver.multivariate.constrained.integer.bruteforce with parameters of type LessThanConstraints Constructor Description BruteForceIPProblem(RealScalarFunction f, EqualityConstraints equal, LessThanConstraints less, BruteForceIPProblem.IntegerDomain[] integers, double epsilon)
Construct an integral constrained minimization problem with explicit integral domains. -
Uses of LessThanConstraints in dev.nm.solver.multivariate.constrained.integer.linear.bb
Methods in dev.nm.solver.multivariate.constrained.integer.linear.bb that return LessThanConstraints Modifier and Type Method Description LessThanConstraints
ILPNode. getLessThanConstraints()
-
Uses of LessThanConstraints in dev.nm.solver.multivariate.constrained.problem
Methods in dev.nm.solver.multivariate.constrained.problem that return LessThanConstraints Modifier and Type Method Description LessThanConstraints
BoxOptimProblem. getLessThanConstraints()
LessThanConstraints
ConstrainedOptimProblem. getLessThanConstraints()
Gets the less-than-or-equal-to constraints, gi(x) ≤ 0LessThanConstraints
ConstrainedOptimProblemImpl1. getLessThanConstraints()
LessThanConstraints
NonNegativityConstraintOptimProblem. getLessThanConstraints()
Constructors in dev.nm.solver.multivariate.constrained.problem with parameters of type LessThanConstraints Constructor Description ConstrainedOptimProblemImpl1(RealScalarFunction f, EqualityConstraints equal, LessThanConstraints less)
Constructs a constrained optimization problem. -
Uses of LessThanConstraints in tech.nmfin.portfoliooptimization.corvalan2005
Methods in tech.nmfin.portfoliooptimization.corvalan2005 that return LessThanConstraints Modifier and Type Method Description LessThanConstraints
Corvalan2005.WeightsConstraint. constraints()
Gets the less-than constraints on weights.Methods in tech.nmfin.portfoliooptimization.corvalan2005 with parameters of type LessThanConstraints Modifier and Type Method Description Vector
Corvalan2005. getDiversifiedWeights(Corvalan2005.WeightsConstraint constraint, Vector weights0, Matrix sigma, Vector r, EqualityConstraints extraEqualityConstraints, LessThanConstraints extraLessThanConstraints)
Finds the optimal weights for a diversified portfolio. -
Uses of LessThanConstraints in tech.nmfin.portfoliooptimization.corvalan2005.constraint
Methods in tech.nmfin.portfoliooptimization.corvalan2005.constraint that return LessThanConstraints Modifier and Type Method Description LessThanConstraints
MinimumWeights. constraints()
LessThanConstraints
NoConstraints. constraints()
LessThanConstraints
NoShortSelling. constraints()
-