multi parameter search using Galib

[Hongfei Xi]

Hi 
I want to use Galib to optimize portfolio holding. the problem can be viewed as
try to minimize or maximize function f(x1,x2,x3,..xn)
with condition x1+x2+x3+x4...+xn=1
and 0<xi<1

I guess this problem is quite general and I find some example about maximize a function.
problem is the x1+x2+x3+x4..+xn=1 condition, what kind of modification I need to do

your help is highly appreciated


Hongfei Xi
-------------- next part --------------
An HTML attachment was scrubbed...
URL: http://mailman.mit.edu/pipermail/galib/attachments/20000324/1bb9f2e9/attachment.htm