| 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 | |
| dev.nm.solver.multivariate.constrained.convex.sdp.socp.qp.solver.socp | |
| tech.nmfin.portfoliooptimization.markowitz |
Mean-variance portfolio construction from supplied return and covariance estimates.
|
| Class and Description |
|---|
| QPException
This is the exception thrown when there is an error solving a quadratic programming problem.
|
| QPInfeasible
This is the exception thrown by a quadratic programming solver when the quadratic programming problem is infeasible, i.e., no solution.
|
| QPSolution
This is a solution to a quadratic programming problem.
|
| Class and Description |
|---|
| QPInfeasible
This is the exception thrown by a quadratic programming solver when the quadratic programming problem is infeasible, i.e., no solution.
|
| QPSolution
This is a solution to a quadratic programming problem.
|
| Class and Description |
|---|
| QPSolution
This is a solution to a quadratic programming problem.
|
| Class and Description |
|---|
| QPInfeasible
This is the exception thrown by a quadratic programming solver when the quadratic programming problem is infeasible, i.e., no solution.
|
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