Uses of Package
com.quantfinlib.optimization

Packages that use com.quantfinlib.optimization

Package	Description
com.quantfinlib.optimization	Portfolio construction: PortfolioOptimizer (max Sharpe, min volatility, efficient frontier — derivative-free and deterministic), RiskParityOptimizer (equal risk contribution), BlackLitterman (equilibrium returns blended with confidence-weighted views) and ConstrainedPortfolioOptimizer (position caps/floors and turnover penalties against current holdings).

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

Class	Description
ConstrainedPortfolioOptimizer	Constrained long-only optimizer: per-asset weight bounds (position caps / floors) and an optional turnover penalty against current holdings — adjusted return = μ·w − penalty · Σ|w − w_current| — so the optimizer trades expected gain against the real cost of getting there.
PortfolioOptimizer.Allocation	An optimized allocation with its risk/return profile (same periodicity as the inputs).