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SimplexModelMinimize(DVector, Matrix, DVector, Int32) Method

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

Namespace: Austra.Library.MVO
Assembly: Austra.Library (in Austra.Library.dll) Version: 2.8.0+77a1ed58155f905ef6d88f42ae024582c7e1b4c3
Syntax
C#
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public static SimplexModel Minimize(
	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 constraint sign for all constraints.

Return Value

SimplexModel
A simplex model containing the optimal solution.
See Also