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 QPSolution
QPSimpleMinimizer. solve(QuadraticFunction f)
Solves an unconstrained quadratic programming problem of this form.static QPSolution
QPSimpleMinimizer. solve(QuadraticFunction f, double epsilon)
Solves an unconstrained quadratic programming problem of this form.static QPSolution
QPSimpleMinimizer. solve(QuadraticFunction f, LinearEqualityConstraints equal)
Solves a quadratic programming problem subject to equality constraints.static QPSolution
QPSimpleMinimizer. 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 QPSolution
QPDualActiveSetMinimizer.Solution. search()
Searches for a minimizer for the quadratic programming problem.QPSolution
QPDualActiveSetMinimizer.Solution. search(QPSolution... initials)
QPSolution
QPPrimalActiveSetMinimizer.Solution. search()
Searches for a minimizer for the quadratic programming problem.QPSolution
QPPrimalActiveSetMinimizer.Solution. search(Vector initial)
Searches for a minimizer for the quadratic programming problem.QPSolution
QPPrimalActiveSetMinimizer.Solution. search(QPSolution initial)
Searches for a minimizer for the quadratic programming problem from the given starting points.QPSolution
QPPrimalActiveSetMinimizer.Solution. search(QPSolution... initials)
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Uses of QPInfeasible in tech.nmfin.portfoliooptimization.markowitz
Methods in tech.nmfin.portfoliooptimization.markowitz that throw QPInfeasible Modifier and Type Method Description void
MarkowitzByQP. setRiskAversionCoefficient(double q)
Sets the risk aversion coefficient, effectively moving along the efficient frontier.
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