OR-Tools  9.6
Classes | Public Member Functions | List of all members
Markowitz

Detailed Description

Definition at line 275 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 ()
 
double DeterministicTimeOfLastFactorization () const
 
std::string StatString () const
 
void SetParameters (const GlopParameters &parameters)
 

Constructor & Destructor Documentation

◆ Markowitz()

Markowitz ( )
inline

Definition at line 277 of file markowitz.h.

Member Function Documentation

◆ Clear()

void Clear ( )

Definition at line 172 of file markowitz.cc.

◆ ComputeLU()

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

Definition at line 152 of file markowitz.cc.

◆ ComputeRowAndColumnPermutation()

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

Definition at line 30 of file markowitz.cc.

◆ DeterministicTimeOfLastFactorization()

double DeterministicTimeOfLastFactorization ( ) const

Definition at line 556 of file markowitz.cc.

◆ SetParameters()

void SetParameters ( const GlopParameters &  parameters)
inline

Definition at line 315 of file markowitz.h.

◆ StatString()

std::string StatString ( ) const
inline

Definition at line 312 of file markowitz.h.

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