| Package | Description |
|---|---|
| org.drip.function.rdtor1solver | |
| org.drip.portfolioconstruction.allocator |
| Modifier and Type | Method and Description |
|---|---|
InteriorPointBarrierControl |
BarrierFixedPointFinder.control()
Retrieve the Interior Point Barrier Strength Control Parameters
|
static InteriorPointBarrierControl |
InteriorPointBarrierControl.Standard()
Construct a Standard InteriorPointBarrierControl Instance
|
| Constructor and Description |
|---|
BarrierFixedPointFinder(RdToR1 rdToR1ObjectiveFunction,
RdToR1[] aRdToR1InequalityConstraint,
InteriorPointBarrierControl ipbc,
LineStepEvolutionControl lsec)
BarrierFixedPointFinder Constructor
|
| Constructor and Description |
|---|
ConstrainedMeanVarianceOptimizer(InteriorPointBarrierControl ipbc,
LineStepEvolutionControl lsec)
ConstrainedMeanVarianceOptimizer Constructor
|