Google OR-Tools v9.15
a fast and portable software suite for combinatorial optimization
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operations_research::glop::Markowitz Class Reference

Detailed Description

Definition at line 293 of file markowitz.h.

#include <markowitz.h>

Public Member Functions

 Markowitz ()=default
 Markowitz (const Markowitz &)=delete
Markowitzoperator= (const Markowitz &)=delete
ABSL_MUST_USE_RESULT Status ComputeLU (const CompactSparseMatrixView &basis_matrix, RowPermutation *row_perm, ColumnPermutation *col_perm, TriangularMatrix *lower, TriangularMatrix *upper)
ABSL_MUST_USE_RESULT Status ComputeRowAndColumnPermutation (const CompactSparseMatrixView &basis_matrix, RowPermutation *row_perm, ColumnPermutation *col_perm)
void Clear ()
double DeterministicTimeOfLastFactorization () const
std::string StatString () const
void SetParameters (const GlopParameters &parameters)

Constructor & Destructor Documentation

◆ Markowitz() [1/2]

operations_research::glop::Markowitz::Markowitz ( )
default

◆ Markowitz() [2/2]

operations_research::glop::Markowitz::Markowitz ( const Markowitz & )
delete

Member Function Documentation

◆ Clear()

void operations_research::glop::Markowitz::Clear ( )

Definition at line 175 of file markowitz.cc.

◆ ComputeLU()

Status operations_research::glop::Markowitz::ComputeLU ( const CompactSparseMatrixView & basis_matrix,
RowPermutation * row_perm,
ColumnPermutation * col_perm,
TriangularMatrix * lower,
TriangularMatrix * upper )

Definition at line 155 of file markowitz.cc.

◆ ComputeRowAndColumnPermutation()

Status operations_research::glop::Markowitz::ComputeRowAndColumnPermutation ( const CompactSparseMatrixView & basis_matrix,
RowPermutation * row_perm,
ColumnPermutation * col_perm )

Definition at line 32 of file markowitz.cc.

◆ DeterministicTimeOfLastFactorization()

double operations_research::glop::Markowitz::DeterministicTimeOfLastFactorization ( ) const

Definition at line 551 of file markowitz.cc.

◆ operator=()

Markowitz & operations_research::glop::Markowitz::operator= ( const Markowitz & )
delete

◆ SetParameters()

void operations_research::glop::Markowitz::SetParameters ( const GlopParameters & parameters)
inline

Definition at line 337 of file markowitz.h.

◆ StatString()

std::string operations_research::glop::Markowitz::StatString ( ) const
inline

Definition at line 334 of file markowitz.h.


The documentation for this class was generated from the following files: