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SimplexModel(DVector, Matrix, DVector, NVector) Constructor

Initializes a new instance of the SimplexModel class.

Namespace: Austra.Library.MVO
Assembly: Austra.Library (in Austra.Library.dll) Version: 2.8.0+77a1ed58155f905ef6d88f42ae024582c7e1b4c3
Syntax
C#
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public SimplexModel(
	DVector objective,
	Matrix constraintLHS,
	DVector constraintRHS,
	NVector constraintTypes
)

Parameters

objective  DVector
Objective function coefficients.
constraintLHS  Matrix
A matrix of Constraints * Securities size.
constraintRHS  DVector
A vector of Constraints size.
constraintTypes  NVector
One constraint sign for each constraint.
See Also