| Package | Description |
|---|---|
| dev.nm.solver.multivariate.constrained.constraint.linear | |
| dev.nm.solver.multivariate.constrained.convex.sdp.socp.qp |
Quadratic programming with explicit objective and constraint conventions.
|
| dev.nm.solver.multivariate.constrained.convex.sdp.socp.qp.lp.problem | |
| dev.nm.solver.multivariate.constrained.convex.sdp.socp.qp.problem | |
| dev.nm.solver.multivariate.constrained.integer.linear.problem | |
| tech.nmfin.portfoliooptimization.markowitz.constraints |
| Modifier and Type | Method and Description |
|---|---|
LinearEqualityConstraints |
LinearEqualityConstraints.getReducedLinearEqualityConstraints()
Deprecated.
Not supported yet.
|
| Modifier and Type | Method and Description |
|---|---|
Vector |
LinearLessThanConstraints.getFeasibleInitialPoint(LinearEqualityConstraints equal)
Given a collection of linear less-than-or-equal-to constraints as well as a collection of equality constraints,
find a feasible initial point that satisfy the constraints.
|
Vector |
LinearGreaterThanConstraints.getFeasibleInitialPoint(LinearEqualityConstraints equal)
Given a collection of linear greater-than-or-equal-to constraints as well as a collection of
equality constraints,
find a feasible initial point that satisfy the constraints.
|
| Modifier and Type | Method and Description |
|---|---|
static QPSolution |
QPSimpleMinimizer.solve(QuadraticFunction f,
LinearEqualityConstraints equal)
Solves a quadratic programming problem subject to equality constraints.
\[
\min_x \left \{ \frac{1}{2} \times x'Hx + x'p \right \}, Ax = b
\]
|
static QPSolution |
QPSimpleMinimizer.solve(QuadraticFunction f,
LinearEqualityConstraints equal,
double epsilon)
Solves a quadratic programming problem subject to equality constraints.
\[
\min_x \left \{ \frac{1}{2} \times x'Hx + x'p \right \}, Ax = b
\]
|
| Modifier and Type | Method and Description |
|---|---|
LinearEqualityConstraints |
LPProblemImpl1.getEqualityConstraints() |
| Constructor and Description |
|---|
LPProblemImpl1(Vector cost,
LinearGreaterThanConstraints greater,
LinearEqualityConstraints equal)
Construct a general linear programming problem with only greater-than-or-equal-to and
equality constraints.
|
LPProblemImpl1(Vector cost,
LinearGreaterThanConstraints greater,
LinearLessThanConstraints less,
LinearEqualityConstraints equal,
BoxConstraints bounds)
Construct a general linear programming problem.
|
LPStandardProblem(Vector c,
LinearEqualityConstraints equal)
Construct a linear programming problem in the standard form.
|
| Modifier and Type | Method and Description |
|---|---|
LinearEqualityConstraints |
QPProblem.getEqualityConstraints() |
| Constructor and Description |
|---|
QPProblem(QuadraticFunction f,
LinearEqualityConstraints equal,
LinearGreaterThanConstraints greater)
Construct a quadratic programming problem with linear equality and greater-than-or-equal-to constraints.
|
QPProblem(QuadraticFunction f,
LinearEqualityConstraints equal,
LinearGreaterThanConstraints greater,
LinearLessThanConstraints less)
Construct a quadratic programming problem.
|
QPProblem(QuadraticFunction f,
LinearEqualityConstraints equal,
LinearLessThanConstraints less)
Construct a quadratic programming problem with linear equality and less-than-or-equal-to constraints.
|
QPProblemOnlyEqualityConstraints(QuadraticFunction f,
LinearEqualityConstraints equal)
Construct a quadratic programming problem with only equality constraints.
|
| Modifier and Type | Method and Description |
|---|---|
LinearEqualityConstraints |
ILPProblemImpl1.getEqualityConstraints() |
| Constructor and Description |
|---|
ILPProblemImpl1(Vector cost,
LinearGreaterThanConstraints greater,
LinearLessThanConstraints less,
LinearEqualityConstraints equal,
BoxConstraints bounds,
int[] integers,
double epsilon)
Construct an ILP problem, in which the variables can be real or integral.
|
PureILPProblem(Vector cost,
LinearGreaterThanConstraints greater,
LinearLessThanConstraints less,
LinearEqualityConstraints equal,
BoxConstraints bounds,
double epsilon)
Construct a pure ILP problem.
|
| Modifier and Type | Method and Description |
|---|---|
LinearEqualityConstraints |
QPWeightsLimit.linearEqualityConstraints() |
LinearEqualityConstraints |
QPUnity.linearEqualityConstraints() |
LinearEqualityConstraints |
QPNoShortSelling.linearEqualityConstraints() |
LinearEqualityConstraints |
QPMinWeights.linearEqualityConstraints() |
LinearEqualityConstraints |
QPConstraint.linearEqualityConstraints() |
LinearEqualityConstraints |
QPNoConstraint.linearEqualityConstraints()
Deprecated.
|
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