Displaying 4 results from an estimated 4 matches for "ceq".
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ceo
2009 Feb 05
2
Non-linear optimisation
...egy. If there
are any Matlab/R specialists out there, I would appreciate your help in
doing the exact same optimisation in R.
I suspect I would use nlm() in R but am not sure where to define my
constraints.
I have attached my Matlab code below for reference.
Many thanks.
Constraints
function [c,ceq]=TriskellConstraints(X)
global objFunc_vol;
[a,b] = objFunc_vol(X);
c(1) = b-6.5;
c(2) = std(X(:))-6.5;
ceq = [];
end
Optimise
global objFunc_vol
objFunc_vol = @(C) compute_strategy_before_fees(prices, C, floor, cap,
m_ret_reb, prices_TR, hedge_fund, vg, euribor, last_reb_date, Maturity,
fixed_fee...
2005 Jul 25
2
acts_as_tree and traversing parent/child relationships
...n I till use it''s methods? Should I? Or
would the best practice be to write a helper for this?
I am a bit new to Rails but this is really stumping me, or maybe I''m
looking a bit to hard into it.
J Brien | HybridIndie Productions | hybridindie.com |
iam-QLwuMy0vUAhCl22TKe+ceQ@public.gmane.org
2010 Jan 21
0
fPortfolio prob: maxreturnPortfolio() returns Na/NaN/Inf error
...ongOnly"), however, I get
Error in .rquadprog(Dmat = args$Dmat, dvec = args$dvec, Amat = args$Amat, :
NA/NaN/Inf in foreign function call (arg 8)
Troubleshooting, it appears to be occurring in the routine eqsumWConstraints within .rquadprogArguments. Specifically, when that routine calls
ceq <- c(Return = targetReturn, Budget = -1)
it produces
> ceq
Return Budget
NA -1
And that NA causes .rquadprog to spew, I think, when it reaches the line
optim = .Fortran("qpgen2", as.double(Dmat), dvec = as.double(dvec),
as.integer(n), as.integer(n), sol = as.d...
2009 Jul 23
1
[PATCH server] changes required for fedora rawhide inclusion.
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