Re: [R] Help with Portfolio Optmization

2012-07-23 Thread R. Michael Weylandt
On Mon, Jul 23, 2012 at 6:24 AM, MaheshT wrote: > Hi, > > I need some help with Portfolio Optimization problem. I am trying to find > the minimum variance portfolio subjected to constraints on weights like > > /x1< w1 x3< w2 > > I need help with solving for the minimum variance portfolio as solv

[R] Help with Portfolio Optmization

2012-07-23 Thread MaheshT
Hi, I need some help with Portfolio Optimization problem. I am trying to find the minimum variance portfolio subjected to constraints on weights like /x1< w1 I need help with solving for the minimum variance portfolio as solve.QP doesn't allow me to specify the lower boundaries. Thanks Mahes