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#Com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.problem.portfoliooptimization Classes and Interfaces - 9 results found.
Name
Description
Type
Package
Framework
PortfolioRiskExactSigma .DefaultRoot
Computes the matrix root by Cholesky and on failure by MatrixRootByDiagonalization.
Class
com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.problem.portfoliooptimization
SuanShu
PortfolioRiskExactSigma .Diagonalization
Computes the matrix root by MatrixRootByDiagonalization.
Class
com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.problem.portfoliooptimization
SuanShu
PortfolioRiskExactSigma .MatrixRoot
Specifies the method to compute the root of a matrix.
Interface
com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.problem.portfoliooptimization
SuanShu
SOCPPortfolioConstraint
An SOCP constraint for portfolio optimization, e.
Class
com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.problem.portfoliooptimization
SuanShu
SOCPPortfolioConstraint .ConstraintViolationException
Exception thrown when a constraint is violated.
Class
com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.problem.portfoliooptimization
SuanShu
SOCPPortfolioConstraint .Variable
Class
com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.problem.portfoliooptimization
SuanShu
SOCPPortfolioObjectiveFunction
Constructs the objective function for portfolio optimization.
Class
com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.problem.portfoliooptimization
SuanShu
SOCPPortfolioProblem
Constructs an SOCP problem for portfolio optimization.
Class
com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.problem.portfoliooptimization
SuanShu
SOCPRiskConstraint
Class
com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.problem.portfoliooptimization
SuanShu
