Uses of Interface
tech.nmfin.meanreversion.daspremont2008.ExtremalGeneralizedEigenvalueSolver

Packages that use ExtremalGeneralizedEigenvalueSolver

Package	Description
tech.nmfin.meanreversion.daspremont2008

Uses of ExtremalGeneralizedEigenvalueSolver in tech.nmfin.meanreversion.daspremont2008

Classes in tech.nmfin.meanreversion.daspremont2008 that implement ExtremalGeneralizedEigenvalueSolver

Modifier and Type	Class and Description
class	ExtremalGeneralizedEigenvalueByGreedySearch Solves \[ \min_x \frac{x'Ax}{x'Bx} \\ \textup{s.t.,} \mathbf{Card}(x) \leqslant k, \left \| x \right \| = 1 \]
class	ExtremalGeneralizedEigenvalueBySDP Solves the problem described in Section 3.2, d'Aspremont (2008).