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SimplexModel(DVector, Matrix, DVector, Int32) Constructor

Initializes a new instance of the SimplexModel class.

Namespace: Austra.Library.MVO
Assembly: Austra.Library (in Austra.Library.dll) Version: 2.8.0+e1037fa8802b3ff162e26559d763b73334940b70
Syntax
C#
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public SimplexModel(
	DVector objective,
	Matrix constraintLHS,
	DVector constraintRHS,
	int constraintType
)

Parameters

objective  DVector
Objective function coefficients.
constraintLHS  Matrix
A matrix of Constraints * Securities size.
constraintRHS  DVector
A vector of Constraints size.
constraintType  Int32
The sign of all constraints.
Remarks
Assumes all constraints are of type EQUAL.
See Also