fts_solver::export

Function export_mps

Source 
pub fn export_mps<DemandId: Display + Eq + Hash + Clone, PortfolioId: Display + Eq + Hash + Clone, ProductId: Display + Eq + Hash + Clone + Ord>(
    demand_curves: Map<DemandId, DemandCurve>,
    portfolios: Map<PortfolioId, (Map<DemandId>, Map<ProductId>)>,
    buffer: &mut impl Write,
) -> Result<(), Error>
Expand description

Convert a set of flow trading submissions to a quadratic program and export this program to .mps format.