Uses of Package
com.quantfinlib.optimization

Packages that use com.quantfinlib.optimization

Package	Description
com.quantfinlib.optimization	Portfolio optimisers and the solvers behind them.

Classes in com.quantfinlib.optimization used by com.quantfinlib.optimization

Class	Description
BlackLitterman.Posterior	Posterior mean, posterior covariance of the mean M, and Σ + M.
ConstrainedPortfolioOptimizer	Constrained long-only optimiser: per-asset weight bounds (position caps and floors) and an optional turnover penalty against current holdings, adjusted return = μ'w − τ·Σ|w − w_current|, so the optimiser trades expected gain against the cost of getting there.
NelderMead.Result	Result: argmin, minimum, objective evaluations used.
PortfolioOptimizer.Allocation	An optimized allocation with its risk/return profile (same periodicity as the inputs).
QuadraticProgram.Solution	Solution, its objective value, and the active-set iterations used.