multi parameter search using Galib
hxi at fame.com
Fri Mar 24 14:19:08 EST 2000
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
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
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