SimplexModel(DVector, Matrix, DVector) Constructor
Namespace: Austra.Library.MVOAssembly: Austra.Library (in Austra.Library.dll) Version: 2.5.0+d1268756e036101f601080f153b3997e72fc912d
public SimplexModel(
DVector objective,
Matrix constraintLHS,
DVector constraintRHS
)
Parameters
- objective DVector
- Objective function coefficients.
- constraintLHS Matrix
- A matrix of Constraints * Securities size.
- constraintRHS DVector
- A vector of Constraints size.
Assumes all constraints are of type EQUAL.