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jk3nn3dy
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While attempting to solve quadratic equation application in MATHCAD (pertaining to the Markowitz Portfolio theory), I am now stumped at how to perfom what would seem to be a trivial operation, namely: setting a sum of unknown variables (i.e., a constraint) equal to '1.'
For example, how can one define the following constraint in Mathcad?
x + y + z = 1
Below is simplified quadratic problem to be solved:
Minimize 3x^2 +2y^2 +z^2 + 2xy - xz - 0.8yz ...
subject to:
x + y + z = 1
x >= 0
y >= 0
z >= 0
Thanks for help.
For example, how can one define the following constraint in Mathcad?
x + y + z = 1
Below is simplified quadratic problem to be solved:
Minimize 3x^2 +2y^2 +z^2 + 2xy - xz - 0.8yz ...
subject to:
x + y + z = 1
x >= 0
y >= 0
z >= 0
Thanks for help.