Re: [ojAlgo-user] Markowitz Model Problem

[Anders P. <an...@op...>]

How small are the negative values?

Give me a unit test (something that I can easily integrate with the  
existing junit tests) that shows what you do, and where/how you think  
it goes wrong.

/Anders


On 14 jan 2009, at 03.58, Ruan Weichao wrote:

>
> Hi,
>
> I use the  Markowitz model to calculate the optimize some assets'  
> weights,
>
> and set all the assets' lowerlimit with Zero and set all the  
> upperlimits with
>
> One, but it turns out with some negative value which are little  
> than Zero, it
>
> seems that the lowerlimit does not work.
>
> So I want to ask what should I do it to confirm the lowerlimit?
>
> --
> Best regards
>
> weichao
>
> ---------------------------------------------------------------------- 
> --------
> This SF.net email is sponsored by:
> SourcForge Community
> SourceForge wants to tell your story.
> http://p.sf.net/sfu/sf-spreadtheword
> _______________________________________________
> ojAlgo-user mailing list
> ojA...@li...
> https://lists.sourceforge.net/lists/listinfo/ojalgo-user
>
>