Uses of Class
dev.nm.solver.multivariate.constrained.convex.sdp.socp.qp.QPInfeasible

Packages that use QPInfeasible

Package	Description
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.solver.activeset
tech.nmfin.portfoliooptimization.markowitz	Mean-variance portfolio construction from supplied return and covariance estimates.

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 and Description
static QPSolution	QPSimpleMinimizer.solve(QuadraticFunction f) Solves an unconstrained quadratic programming problem of this form. \[ \min_x \left \{ \frac{1}{2} \times x'Hx + x'p \right \} \]
static QPSolution	QPSimpleMinimizer.solve(QuadraticFunction f, double epsilon) Solves an unconstrained quadratic programming problem of this form. \[ \min_x \left \{ \frac{1}{2} \times x'Hx + x'p \right \} \]
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. \[ \min_x \left \{ \frac{1}{2} \times x'Hx + x'p \right \}, Ax = b \]

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 and Description
QPSolution	QPDualActiveSetMinimizer.Solution.search() Searches for a minimizer for the quadratic programming problem.
QPSolution	QPPrimalActiveSetMinimizer.Solution.search() Searches for a minimizer for the quadratic programming problem.
QPSolution	QPDualActiveSetMinimizer.Solution.search(QPSolution... initials)
QPSolution	QPPrimalActiveSetMinimizer.Solution.search(QPSolution... initials)
QPSolution	QPPrimalActiveSetMinimizer.Solution.search(QPSolution initial) Searches for a minimizer for the quadratic programming problem from the given starting points.
QPSolution	QPPrimalActiveSetMinimizer.Solution.search(Vector initial) Searches for a minimizer for the quadratic programming problem.

Uses of QPInfeasible in tech.nmfin.portfoliooptimization.markowitz

Methods in tech.nmfin.portfoliooptimization.markowitz that throw QPInfeasible

Modifier and Type	Method and Description
void	MarkowitzByQP.setRiskAversionCoefficient(double q) Sets the risk aversion coefficient, effectively moving along the efficient frontier.