Struct PortfolioSequence 

pub struct PortfolioSequence { /* private fields */ }

A rolling solve sequence over a fixed portfolio structure.

Built by PortfolioProblem::sequence or PortfolioProblem::sequence_with. Owns a Workspace, so equilibration and SMW-reduced factorizations persist across dates, and manages warm starts internally: each solve starts from the previous solution’s full primal/dual iterate.

Solution::solve_time on sequence solves covers iteration only; the one-time setup was paid when the sequence was constructed.

Implementations

impl PortfolioSequence

pub fn dimension(&self) -> usize

Number of portfolio weights.

pub const fn settings(&self) -> &SolverSettings

Settings every solve in this sequence iterates with.

pub const fn factorizations(&self) -> usize

Number of reduced factorizations built since construction (including the initial one). A stable count across rolling dates demonstrates factorization reuse.

pub fn solve_next( &mut self, step: &RebalanceStep, ) -> Result<Solution, PortfolioError>

Applies one step’s data changes, then solves, warm-started from the previous solution.

The step is validated in full before any state changes, so an Err leaves the sequence exactly as it was. The first solve of a sequence is cold; every later solve chains the previous full primal/dual iterate (unless the previous solve failed numerically, which would make a non-finite start).

Errors

Returns PortfolioError when the step data has wrong dimensions or non-finite values, updates a constraint the base problem does not have (budget / turnover anchor), or moves the budget outside what the box constraints can reach.