PortfolioOptimisers.risk_constraint_solver — Methodrisk_constraint_solver(set::ProgrammeAllocationSet)Returns the set's own slv, the solver that resolves a Deferred Quantity of the set's ceiling.
Arguments
set: The programme Allocation Set.Returns
slv: The set's solver or vector of solvers.Related
Settings
This document was generated with Documenter.jl version 1.19.0 on Sunday 27 September 2026. Using Julia version 1.13.1.
struct ProgrammeAllocationSet{__T_pe, __T_slv, __T_r, __T_wb, __T_sbgt, __T_gbgt, __T_xbgt, __T_lt, __T_st, __T_lcse, __T_cte, __T_gcarde, __T_sgcarde, __T_smtx, __T_sgmtx, __T_slt, __T_sst, __T_sglt, __T_sgst, __T_tn, __T_sets, __T_tr, __T_ple, __T_ret, __T_ccnt, __T_cobj, __T_sc, __T_so, __T_ss, __T_card, __T_scard, __T_l2c, __T_lpc, __T_linfc, __T_l1, __T_l2, __T_lp, __T_linf} <: AbstractProgrammeAllocationSetConstrains an online allocation with every constraint kind of a JuMP optimiser, and projects onto the set with a solver.