The OPTQP Procedure

Examples: OPTQP Procedure

Subsections:

13.1 Linear Least Squares Problem
13.2 Portfolio Optimization
13.3 Portfolio Selection with Transactions

This section contains examples that illustrate the use of the OPTQP procedure. Example 13.1 illustrates how to model a linear least squares problem and solve it by using PROC OPTQP. Example 13.2 and Example 13.3 explain in detail how to model the portfolio optimization and selection problems.

Previous Page
|
Next Page
|
Top of Page