The OPTQP Procedure

Examples: OPTQP Procedure

12.1 Linear Least Squares Problem
12.2 Portfolio Optimization
12.3 Portfolio Selection with Transactions

This section contains examples that illustrate the use of the OPTQP procedure. Example 12.1 illustrates how to model a linear least squares problem and solve it by using PROC OPTQP. Example 12.2 and Example 12.3 explain in detail how to model the portfolio optimization and selection problems.

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