JuMP model optimisation: private API
PortfolioOptimisers.Dict_VecPair — Type
const Dict_VecPair = Union{<:AbstractDict, <:AbstractVector{<:Pair}}Alias for a dictionary or vector of pairs.
Represents solver settings as either a dictionary mapping constraint attributes to values, or a vector of pairs where the first element is a constraint attribute and the second is its value. Used for passing attribute settings to JuMP solvers.
Related
PortfolioOptimisers.SlvKeys — Type
const SlvKeys = Union{<:AbstractString, <:JuMP.MOI.AbstractModelAttribute}Alias for JuMP solver attribute keys.
Matches either a string key or a JuMP.MOI.AbstractModelAttribute instance. Used internally for validating and applying solver settings to JuMP models.
Related
PortfolioOptimisers.SlvSettings — Type
const SlvSettings = Union{<:Pair, <:Dict_VecPair}Alias for solver settings used in JuMP-based optimisation.
Represents solver settings as either a single solver attribute, or a collection of solver attributes.
Related
PortfolioOptimisers.VecSlv — Type
const VecSlv = AbstractVector{<:Solver}Alias for a vector of Solver objects.
Represents a collection of solver configurations to be used in JuMP-based optimisation routines. Enables sequential or fallback solver strategies by passing multiple solver setups.
Related
PortfolioOptimisers.Slv_VecSlv — Type
const Slv_VecSlv = Union{<:Solver, <:VecSlv}Alias for a single Solver or a vector of Solver objects.
Represents either a single solver configuration or a collection of solver configurations for JuMP-based optimisation routines. Enables flexible dispatch for optimisation functions that accept one or multiple solvers.
Related
PortfolioOptimisers.AbstractJuMPResult — Type
abstract type AbstractJuMPResult <: AbstractResultAbstract supertype for all JuMP-based optimisation result types.
All concrete and/or abstract types representing the result of a JuMP model optimisation should be subtypes of AbstractJuMPResult.
A subtype records what happened during a solve attempt. It is not the portfolio: the weights live on the optimiser's own result type, which carries one of these alongside them.
Related
PortfolioOptimisers.set_solver_attributes — Function
set_solver_attributes(args...)Set solver attributes for a JuMP model.
This is a generic fallback that does nothing if no model or settings are provided.
Arguments
args...: Arguments (ignored).
Returns
nothing.
Examples
julia> PortfolioOptimisers.set_solver_attributes()Related
set_solver_attributes(model::JuMP.Model, settings::Dict_VecPair)Set multiple solver attributes on a JuMP model.
Iterates over the provided settings and applies each as a solver attribute.
Arguments
model: JuMP model.settings: Dictionary or vector of pairs of solver settings.
Returns
nothing.
Related
set_solver_attributes(model::JuMP.Model, settings::Pair)Set a single solver attribute on a JuMP model.
Arguments
model: JuMP model.settings: Pair of attribute name and value.
Returns
nothing.
Related