package optimization
The optimization
package contains example applications for finding
solutions (minima or maxima) to optimization problems.
- Alphabetic
- By Inheritance
- optimization
- AnyRef
- Any
- Hide All
- Show All
- Public
- All
Type Members
-
class
PortfolioOpt extends Error
The
PortfolioOpt
class is used to solve Portfolio Optimization Problems. -
class
ServiceNetwork extends ColorDAG
The
ServiceNetwork
class is used for optimizing service networks.
Value Members
-
object
PortfolioExOpt extends App
The
PortfolioExOpt
object solves the following Quadratic Programming 'QP' problem: Given 'n' investment instruments, find a combination/portfolio that minimizes risk for a given expected return.The
PortfolioExOpt
object solves the following Quadratic Programming 'QP' problem: Given 'n' investment instruments, find a combination/portfolio that minimizes risk for a given expected return. > runMain apps.optimization.PortfolioExOpt -
object
PortfolioOptTest extends App
The
PortfolioOptTest
object is used to test thePortfolioOpt
class.The
PortfolioOptTest
object is used to test thePortfolioOpt
class.- See also
www.math.uni-magdeburg.de/~girlich/preprints/preprint0906.pdf > runMain apps.optimization.PortfolioOptTest
-
object
ServiceNetworkOpt extends App
The
ServiceNetworkOpt
object optimizes the service network by solving the following Linear Programming 'LP' Problem.The
ServiceNetworkOpt
object optimizes the service network by solving the following Linear Programming 'LP' Problem. > runMain apps.optimization.ServiceNetworkOpt -
object
ServiceNetworkTest extends App
The
ServiceNetworkTest
object is used to the run theServiceNetwork
example.The
ServiceNetworkTest
object is used to the run theServiceNetwork
example. > runMain apps.optimization.ServiceNetworkTest