| Modifier and Type | Method and Description |
|---|---|
PrimalDualInteriorPointMinimizer1.Solution |
PrimalDualInteriorPointMinimizer1.solve(SOCPDualProblem1 problem) |
| Modifier and Type | Class and Description |
|---|---|
class |
SOCPGeneralProblem1
Many convex programming problems can be represented in the following form.
\[
\begin{align*}
\min_x \quad & \mathbf{f^T} x \\
\textrm{s.t.}
|
| Constructor and Description |
|---|
SOCPDualProblem1(SOCPDualProblem1 that)
Copy constructor.
|
| Modifier and Type | Class and Description |
|---|---|
class |
SOCPPortfolioProblem1
Constructs an SOCP problem for portfolio optimization.
|
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