OR-Tools  8.2
Markowitz

Detailed Description

Definition at line 272 of file markowitz.h.

Public Member Functions

 Markowitz ()
 
ABSL_MUST_USE_RESULT Status ComputeLU (const CompactSparseMatrixView &basis_matrix, RowPermutation *row_perm, ColumnPermutation *col_perm, TriangularMatrix *lower, TriangularMatrix *upper)
 
ABSL_MUST_USE_RESULT Status ComputeRowAndColumnPermutation (const CompactSparseMatrixView &basis_matrix, RowPermutation *row_perm, ColumnPermutation *col_perm)
 
void Clear ()
 
std::string StatString () const
 
void SetParameters (const GlopParameters &parameters)
 

Constructor & Destructor Documentation

◆ Markowitz()

Markowitz ( )
inline

Definition at line 274 of file markowitz.h.

Member Function Documentation

◆ Clear()

void Clear ( )

Definition at line 163 of file markowitz.cc.

◆ ComputeLU()

Status ComputeLU ( const CompactSparseMatrixView basis_matrix,
RowPermutation row_perm,
ColumnPermutation col_perm,
TriangularMatrix lower,
TriangularMatrix upper 
)

Definition at line 143 of file markowitz.cc.

◆ ComputeRowAndColumnPermutation()

Status ComputeRowAndColumnPermutation ( const CompactSparseMatrixView basis_matrix,
RowPermutation row_perm,
ColumnPermutation col_perm 
)

Definition at line 26 of file markowitz.cc.

◆ SetParameters()

void SetParameters ( const GlopParameters &  parameters)
inline

Definition at line 309 of file markowitz.h.

◆ StatString()

std::string StatString ( ) const
inline

Definition at line 306 of file markowitz.h.


The documentation for this class was generated from the following files: