[ojAlgo-user] Using ojAlgo for generalized optimization problems

[Ludwig, R. S. <RL...@se...>]

Hi ojAlgo users,

=20

I have just started using ojAlgo to solve Markowitz optimization
problems.  My question is about the use of ojAlgo for more generalized
optimization problems.  For example, I would like to solve for the
coefficients b which minimize (Y-Xb)'(Y-Xb) subject to each b(i) > 0 and
sum b(i) =3D 1.  I would like to know how to specify the objective
function and constraints for this problem using ojAlgo.

=20

Thanks for your help,

Rob