Uses of Package
dev.nm.solver.multivariate.constrained.convex.sdp.socp.problem

Packages that use dev.nm.solver.multivariate.constrained.convex.sdp.socp.problem

Package	Description
dev.nm.solver.multivariate.constrained.convex.sdp.socp.interiorpoint
dev.nm.solver.multivariate.constrained.convex.sdp.socp.problem
dev.nm.solver.multivariate.constrained.convex.sdp.socp.problem.portfoliooptimization
dev.nm.solver.multivariate.constrained.convex.sdp.socp.qp.solver.socp

Classes in dev.nm.solver.multivariate.constrained.convex.sdp.socp.problem used by dev.nm.solver.multivariate.constrained.convex.sdp.socp.interiorpoint

Class and Description
SOCPDualProblem This is the Dual Second Order Conic Programming problem. \[ \max_y \mathbf{b'y} \textrm{ s.t.,} \\ \mathbf{\hat{A}_i'y + s_i = \hat{c}_i} \\ s_i \in K_i, i = 1, 2, ..., q \]
SOCPDualProblem1 This is the Dual Second Order Conic Programming problem. \[ \max_y \mathbf{b'y} \textrm{ s.t.,} \\ \mathbf{{A^q}_i'y + s_i = c^q_i}, s_i \in K_i, i = 1, 2, ..., q \\ \mathbf{{A^{\ell}}^T y + z^{\ell} = c^{\ell}} \\ \mathbf{{A^{u}}^T y = c^{u}} \\ \]

Classes in dev.nm.solver.multivariate.constrained.convex.sdp.socp.problem used by dev.nm.solver.multivariate.constrained.convex.sdp.socp.problem

Class and Description
SOCPConstraints Marker interface for SOCP constraints.
SOCPDualProblem This is the Dual Second Order Conic Programming problem. \[ \max_y \mathbf{b'y} \textrm{ s.t.,} \\ \mathbf{\hat{A}_i'y + s_i = \hat{c}_i} \\ s_i \in K_i, i = 1, 2, ..., q \]
SOCPDualProblem.EqualityConstraints
SOCPDualProblem1 This is the Dual Second Order Conic Programming problem. \[ \max_y \mathbf{b'y} \textrm{ s.t.,} \\ \mathbf{{A^q}_i'y + s_i = c^q_i}, s_i \in K_i, i = 1, 2, ..., q \\ \mathbf{{A^{\ell}}^T y + z^{\ell} = c^{\ell}} \\ \mathbf{{A^{u}}^T y = c^{u}} \\ \]
SOCPDualProblem1.EqualityConstraints
SOCPGeneralConstraint This represents the SOCP general constraint of this form. \[ \lVert A_i^T x + c_i \rVert_2 \leq b_i^T x + d_i,\quad i = 1,\dots,m \]
SOCPGeneralProblem Many convex programming problems can be represented in the following form.
SOCPGeneralProblem1 Many convex programming problems can be represented in the following form. \[ \begin{align*} \min_x \quad & \mathbf{f^T} x \\ \textrm{s.t.}
SOCPLinearEquality Linear equality for SOCP problem. \[ A^T x = c, x \in \Re^m \]
SOCPLinearInequality Linear inequality for SOCP problem. \[ A^T x \leq c, x \in \Re^m \]

Classes in dev.nm.solver.multivariate.constrained.convex.sdp.socp.problem used by dev.nm.solver.multivariate.constrained.convex.sdp.socp.problem.portfoliooptimization

Class and Description
SOCPConstraints Marker interface for SOCP constraints.
SOCPDualProblem This is the Dual Second Order Conic Programming problem. \[ \max_y \mathbf{b'y} \textrm{ s.t.,} \\ \mathbf{\hat{A}_i'y + s_i = \hat{c}_i} \\ s_i \in K_i, i = 1, 2, ..., q \]
SOCPDualProblem1 This is the Dual Second Order Conic Programming problem. \[ \max_y \mathbf{b'y} \textrm{ s.t.,} \\ \mathbf{{A^q}_i'y + s_i = c^q_i}, s_i \in K_i, i = 1, 2, ..., q \\ \mathbf{{A^{\ell}}^T y + z^{\ell} = c^{\ell}} \\ \mathbf{{A^{u}}^T y = c^{u}} \\ \]
SOCPGeneralConstraints This represents a set of SOCP general constraints of this form. \[ ||A^{T}x+c||_{2}\leq b^{T}x+d \]
SOCPGeneralProblem Many convex programming problems can be represented in the following form.
SOCPGeneralProblem1 Many convex programming problems can be represented in the following form. \[ \begin{align*} \min_x \quad & \mathbf{f^T} x \\ \textrm{s.t.}
SOCPLinearEqualities A list of SOCPLinearEquality's.
SOCPLinearInequalities A list of SOCPLinearInequality's.

Classes in dev.nm.solver.multivariate.constrained.convex.sdp.socp.problem used by dev.nm.solver.multivariate.constrained.convex.sdp.socp.qp.solver.socp

Class and Description
SOCPGeneralProblem Many convex programming problems can be represented in the following form.
SOCPGeneralProblem1 Many convex programming problems can be represented in the following form. \[ \begin{align*} \min_x \quad & \mathbf{f^T} x \\ \textrm{s.t.}