https://github.com/minitechy/lagrange_multipliers
Lagrange Multipliers in Portfolio Optimization with Mixed Constraints
https://github.com/minitechy/lagrange_multipliers
lagrange-multipliers nonlinear-optimization numerical-algorithms portfolio-optimization slsqp statistical-analysis
Last synced: about 1 year ago
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Lagrange Multipliers in Portfolio Optimization with Mixed Constraints
- Host: GitHub
- URL: https://github.com/minitechy/lagrange_multipliers
- Owner: Minitechy
- Created: 2023-07-09T17:17:26.000Z (almost 3 years ago)
- Default Branch: main
- Last Pushed: 2023-08-12T21:59:09.000Z (almost 3 years ago)
- Last Synced: 2025-02-02T17:58:57.789Z (over 1 year ago)
- Topics: lagrange-multipliers, nonlinear-optimization, numerical-algorithms, portfolio-optimization, slsqp, statistical-analysis
- Language: Jupyter Notebook
- Homepage:
- Size: 1.6 MB
- Stars: 1
- Watchers: 1
- Forks: 0
- Open Issues: 0