Uses of Class
dev.nm.solver.multivariate.constrained.convex.sdp.socp.qp.QPInfeasible
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Uses of QPInfeasible in dev.nm.solver.multivariate.constrained.convex.sdp.socp.qp
Methods in dev.nm.solver.multivariate.constrained.convex.sdp.socp.qp that throw QPInfeasible Modifier and Type Method Description static QPSolutionQPSimpleMinimizer. solve(QuadraticFunction f)Solves an unconstrained quadratic programming problem of this form.static QPSolutionQPSimpleMinimizer. solve(QuadraticFunction f, double epsilon)Solves an unconstrained quadratic programming problem of this form.static QPSolutionQPSimpleMinimizer. solve(QuadraticFunction f, LinearEqualityConstraints equal)Solves a quadratic programming problem subject to equality constraints.static QPSolutionQPSimpleMinimizer. solve(QuadraticFunction f, LinearEqualityConstraints equal, double epsilon)Solves a quadratic programming problem subject to equality constraints. -
Uses of QPInfeasible in dev.nm.solver.multivariate.constrained.convex.sdp.socp.qp.solver.activeset
Methods in dev.nm.solver.multivariate.constrained.convex.sdp.socp.qp.solver.activeset that throw QPInfeasible Modifier and Type Method Description QPSolutionQPDualActiveSetMinimizer.Solution. search()Searches for a minimizer for the quadratic programming problem.QPSolutionQPDualActiveSetMinimizer.Solution. search(QPSolution... initials)QPSolutionQPPrimalActiveSetMinimizer.Solution. search()Searches for a minimizer for the quadratic programming problem.QPSolutionQPPrimalActiveSetMinimizer.Solution. search(Vector initial)Searches for a minimizer for the quadratic programming problem.QPSolutionQPPrimalActiveSetMinimizer.Solution. search(QPSolution initial)Searches for a minimizer for the quadratic programming problem from the given starting points.QPSolutionQPPrimalActiveSetMinimizer.Solution. search(QPSolution... initials) -
Uses of QPInfeasible in tech.nmfin.portfoliooptimization.markowitz
Methods in tech.nmfin.portfoliooptimization.markowitz that throw QPInfeasible Modifier and Type Method Description voidMarkowitzByQP. setRiskAversionCoefficient(double q)Sets the risk aversion coefficient, effectively moving along the efficient frontier.
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