apps

optimization

package optimization

The optimization package contains example apps for finding solutions (minima or maxima) to optimization problems.

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Type Members

  1. class PortfolioOpt extends Error

    This class is used to solve Portfilio Optimization Problems.

  2. class ServiceNetwork extends ColorDAG

    This class is used for optimizing service networks.

Value Members

  1. object PortfolioExOpt extends App

    This object solves the following Quadratic Programming (QP) problem: Given n investment instruments, find a combination/portfolio that minimizes risk for a given expected return.

  2. object PortfolioOptTest extends App

    This object is used to test the PortfolioOpt class.

    This object is used to test the PortfolioOpt class.

    See also

    http://www.math.uni-magdeburg.de/~girlich/preprints/preprint0906.pdf

  3. object ServiceNetworkOpt extends App

    Optimize the service network by solving the following Linear Programming (LP) Problem.

  4. object ServiceNetworkTest extends App

    This object is used to the run the ServiceNetwork example.

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