Click or drag to resize

SimplexModel(DVector, Matrix, DVector, NVector, String) Constructor

Initializes and solves 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#
Copy
public SimplexModel(
	DVector objective,
	Matrix constraintLHS,
	DVector constraintRHS,
	NVector constraintTypes,
	string[] labels
)

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.
labels  String
The name of the variables.
Remarks
The objective function value is maximized.
See Also