Uses of Interface
dev.nm.solver.multivariate.constrained.constraint.EqualityConstraints
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Uses of EqualityConstraints in dev.nm.solver.multivariate.constrained.constraint.general
Classes in dev.nm.solver.multivariate.constrained.constraint.general that implement EqualityConstraints Modifier and Type Class Description class
GeneralEqualityConstraints
This is the collection of equality constraints for an optimization problem. -
Uses of EqualityConstraints in dev.nm.solver.multivariate.constrained.constraint.linear
Classes in dev.nm.solver.multivariate.constrained.constraint.linear that implement EqualityConstraints Modifier and Type Class Description class
LinearEqualityConstraints
This is a collection of linear equality constraints. -
Uses of EqualityConstraints in dev.nm.solver.multivariate.constrained.convex.sdp.problem
Classes in dev.nm.solver.multivariate.constrained.convex.sdp.problem that implement EqualityConstraints Modifier and Type Class Description static class
SDPDualProblem.EqualityConstraints
This is the collection of equality constraints: \[ \sum_{i=1}^{p}y_i\mathbf{A_i}+\textbf{S} = \textbf{C}, \textbf{S} \succeq \textbf{0} \] -
Uses of EqualityConstraints in dev.nm.solver.multivariate.constrained.convex.sdp.socp.problem
Classes in dev.nm.solver.multivariate.constrained.convex.sdp.socp.problem that implement EqualityConstraints Modifier and Type Class Description static class
SOCPDualProblem.EqualityConstraints
static class
SOCPDualProblem1.EqualityConstraints
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Uses of EqualityConstraints 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 EqualityConstraints Modifier and Type Method Description EqualityConstraints
LPRevisedSimplexSolver.Problem. getEqualityConstraints()
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Uses of EqualityConstraints in dev.nm.solver.multivariate.constrained.general.penaltymethod
Constructors in dev.nm.solver.multivariate.constrained.general.penaltymethod with parameters of type EqualityConstraints Constructor Description AbsoluteErrorPenalty(EqualityConstraints constraints)
Construct an absolute error penalty function from a collection of equality constraints.AbsoluteErrorPenalty(EqualityConstraints constraints, double weight)
Construct an absolute error penalty function from a collection of equality constraints.AbsoluteErrorPenalty(EqualityConstraints constraints, double[] weights)
Construct an absolute error penalty function from a collection of equality constraints.CourantPenalty(EqualityConstraints constraints)
Construct a CourantPenalty penalty function from a collection of equality constraints.CourantPenalty(EqualityConstraints constraints, double weight)
Construct a CourantPenalty penalty function from a collection of equality constraints.CourantPenalty(EqualityConstraints constraints, double[] weights)
Construct a CourantPenalty penalty function from a collection of equality constraints. -
Uses of EqualityConstraints in dev.nm.solver.multivariate.constrained.general.sqp.activeset
Methods in dev.nm.solver.multivariate.constrained.general.sqp.activeset with parameters of type EqualityConstraints Modifier and Type Method Description SQPASVariation
SQPActiveSetMinimizer.VariationFactory. newVariation(RealScalarFunction f, RealVectorFunction g, EqualityConstraints equal, GreaterThanConstraints greater)
Construct a new instance ofSQPASVariation
for an SQP problem.void
SQPASVariation1. set(RealScalarFunction f, RealVectorFunction g, EqualityConstraints equal, GreaterThanConstraints greater)
Associate this variation to a particular general constrained minimization problem.Constructors in dev.nm.solver.multivariate.constrained.general.sqp.activeset with parameters of type EqualityConstraints Constructor Description Solution(RealScalarFunction f, RealVectorFunction g, EqualityConstraints equal, GreaterThanConstraints greater)
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Uses of EqualityConstraints 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 EqualityConstraints Modifier and Type Method Description SQPASEVariation
SQPActiveSetOnlyEqualityConstraint1Minimizer.VariationFactory. newVariation(RealScalarFunction f, EqualityConstraints equal)
Construct a new instance ofSQPASEVariation
for an SQP problem.void
SQPASEVariation1. set(RealScalarFunction f, EqualityConstraints equal)
Associate this variation to a particular general constrained minimization problem with only equality constraints.IterativeSolution<Vector>
SQPActiveSetOnlyEqualityConstraint1Minimizer. solve(RealScalarFunction f, EqualityConstraints equal)
Minimize a function subject to only equality constraints. -
Uses of EqualityConstraints in dev.nm.solver.multivariate.constrained.integer
Methods in dev.nm.solver.multivariate.constrained.integer that return EqualityConstraints Modifier and Type Method Description EqualityConstraints
IPProblemImpl1. getEqualityConstraints()
Constructors in dev.nm.solver.multivariate.constrained.integer with parameters of type EqualityConstraints 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 EqualityConstraints in dev.nm.solver.multivariate.constrained.integer.bruteforce
Constructors in dev.nm.solver.multivariate.constrained.integer.bruteforce with parameters of type EqualityConstraints 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 EqualityConstraints in dev.nm.solver.multivariate.constrained.integer.linear.bb
Methods in dev.nm.solver.multivariate.constrained.integer.linear.bb that return EqualityConstraints Modifier and Type Method Description EqualityConstraints
ILPNode. getEqualityConstraints()
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Uses of EqualityConstraints in dev.nm.solver.multivariate.constrained.problem
Methods in dev.nm.solver.multivariate.constrained.problem that return EqualityConstraints Modifier and Type Method Description EqualityConstraints
BoxOptimProblem. getEqualityConstraints()
EqualityConstraints
ConstrainedOptimProblem. getEqualityConstraints()
Gets the equality constraints, hi(x) = 0EqualityConstraints
ConstrainedOptimProblemImpl1. getEqualityConstraints()
EqualityConstraints
NonNegativityConstraintOptimProblem. getEqualityConstraints()
Constructors in dev.nm.solver.multivariate.constrained.problem with parameters of type EqualityConstraints Constructor Description ConstrainedOptimProblemImpl1(RealScalarFunction f, EqualityConstraints equal, LessThanConstraints less)
Constructs a constrained optimization problem. -
Uses of EqualityConstraints in tech.nmfin.portfoliooptimization.corvalan2005
Methods in tech.nmfin.portfoliooptimization.corvalan2005 with parameters of type EqualityConstraints 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.
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