mixed integer binary programming
显示 更早的评论
Hello, I have to implement the problem of portfolio optimization, so I'm trying to place constraints. I know there is the function intlinprog, but since I have to implement an issue where the function must take into account both integer variables and binary variables (but which are unknown at the beginning of the definition of the problem). Can anyone help me please?
回答(0 个)
类别
在 帮助中心 和 File Exchange 中查找有关 Portfolio Optimization and Asset Allocation 的更多信息
产品
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!