Class SOCPPortfolioConstraint.Variable

  • Enclosing class:
    SOCPPortfolioConstraint

    public static class SOCPPortfolioConstraint.Variable
    extends Object
    the variables involved in SOCPGeneralConstraints
    • Field Detail

      • name

        public final String name
        the variable name
      • dim

        public final int dim
        the variable dimension
    • Constructor Detail

      • Variable

        public Variable​(String name,
                        int dim)
        Constructs a named variable.
        Parameters:
        name - the variable name
        dim - the variable dimension