package optimization
The optimization
package contains example applications for finding
solutions (minima or maxima) to optimization problems.
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Type Members
- class PortfolioOpt extends Error
The
PortfolioOpt
class is used to solve Portfolio Optimization Problems.
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