I have a very simple maximization problem where I'm solving for the vector
x:
objective function:
w'x = value to maximize
box constraints (for all elements of w):
low < x < high
equality constraint:
sum(x) = 1
But I get inconsistent results depending on what starting values I. I've
tried various packages but none seem to bee the very solver in Excel. Any
recommendations on what packages or functions I should try?
--Nathan
[[alternative HTML version deleted]]
______________________________________________
[email protected] mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
