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Google OR-Tools v9.15
a fast and portable software suite for combinatorial optimization
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Definition at line 293 of file markowitz.h.
#include <markowitz.h>
Public Member Functions | |
| Markowitz ()=default | |
| Markowitz (const Markowitz &)=delete | |
| Markowitz & | operator= (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 ¶meters) |
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default |
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delete |
| void operations_research::glop::Markowitz::Clear | ( | ) |
Definition at line 175 of file markowitz.cc.
| 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.
| Status operations_research::glop::Markowitz::ComputeRowAndColumnPermutation | ( | const CompactSparseMatrixView & | basis_matrix, |
| RowPermutation * | row_perm, | ||
| ColumnPermutation * | col_perm ) |
Definition at line 32 of file markowitz.cc.
| double operations_research::glop::Markowitz::DeterministicTimeOfLastFactorization | ( | ) | const |
Definition at line 551 of file markowitz.cc.
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inline |
Definition at line 337 of file markowitz.h.
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inline |
Definition at line 334 of file markowitz.h.