Displaying 2 results from an estimated 2 matches for "enduringinve".
2018 May 03
4
adding overall constraint in optim()
Hi ?
This is giving me a headache. I?m trying to do a relatively simple optimization ? actually trying to approximate the output from the Excel Solver function but at roughly 1000x the speed. ?
The optimization parameters look like this. The only trouble is that I want to add a constraint that sum(wgt.vect)=1, and I can?t figure out how to do that in optim.
Mo.vect <-
2018 May 03
2
adding overall constraint in optim()
...nter
>
> "The trouble with having an open mind is that people keep coming along
> and sticking things into it."
> -- Opus (aka Berkeley Breathed in his "Bloom County" comic strip )
>
>
> On Thu, May 3, 2018 at 10:52 AM, Michael Ashton
> <m.ashton at enduringinvestments.com> wrote:
>> Hi ?
>>
>> This is giving me a headache. I?m trying to do a relatively simple optimization ? actually trying to approximate the output from the Excel Solver function but at roughly 1000x the speed. ?
>>
>> The optimization parameters look lik...