SimplexModelMinimize(DVector, Matrix, DVector) Method

Initializes and solves a new instance of the SimplexModel class assuming that we want to minimize the objective function instead of maximizing it.

Definition

Namespace: Austra.Library.MVO
Assembly: Austra.Library (in Austra.Library.dll) Version: 2.5.0+44e7797405725ef3cf24b3ff0eba94ce6c649601
C#
public static SimplexModel Minimize(
	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.

Return Value

SimplexModel
A simplex model containing the optimal solution.

See Also