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L Smith


3 total contributions since 2019

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Question


Optimization with loops Error in optim.problemdef.OptimizationProblem/solve
Q1. I want to perform certain operation on two large column vectors and calculate a cumulative sum in a certain order without us...

8 months ago | 2 answers | 1

2

answers

Question


Optimization expression operation not supported
I am trying to code a linear programming optimization problem but defining the constraint is proving a little difficult. The con...

9 months ago | 1 answer | 0

1

answer

Question


Linear programming and cash flow matching
I am trying to solve a simple large scale linear /non-linear programming problem to match liability cash flows with asset cash f...

9 months ago | 1 answer | 0

1

answer