Mathfags
I want to do a multiple factor optimization:
x1 +x2 +x3 +x4 +x5 +x6 = 1
(w1*x1) +(w1*x2) +(w3*x3) +(w4*x4) +(w5*x5) +(w6*x6) ≤ W
Maximize:
(i1*x1) +(i1*x2) +(i3*x3) +(i4*x4) +(i5*x5) +(i6*x6)
Sum(x1-x6) = 1 because x1-x6 represent weights.I'm aware that I can solve this using the excel solver, but I'm looking for a general formula
to implement in another program (Vensim). Can anyone help me? (Or push me in the right direction?)
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No
It's 0
Is this using Legrange Multipliers?
Any chance you could draw it on paper, its difficult to deal with text.
>Phd in maths
>Any job I want
>$300k starting
>I almost feel sorry for you wagecucks
Eyyyy I'm working my way towards a bachelors in physics with astronomy, I can't wait to get my useless qualification so I can start my Masters.
link for pic related pls
can someone help me find this video
Lagrange multipliers crossed my mind, but this is linear optimization so I hoped there would be a more elegant solution
one sec
Mmm sorry user I can't help you. I'd suggest /sci/ but they'd probably call you a cuck. You could always try some wolfram magic fiddling, or reddit, but honestly I don't know enough about optimization to even point you in the right direction.
Can the weights take a negative value? If not it'd just be 1 for the max and 0 for the rest since they must sum to one, no?
Do your own homework you stupid sack of shit.
...
Weights can't be negative, but if the x with the highest "I" = 1, the second boundery condition isn't met.
how does this help in the real world?
Trips speak the truth, but you're clearly a retard. This isn't just arithmetic or algebra homework, this is college level mathematics.
Sciences that use maths encourage its practitioners to communicate and share problems so that they can overcome them communally, this isn't fucking kindergarten ffs.
Would already be satisfied with a hint
Also, more context:
It's a simplified model for a bank that has to comply with Basel III regulation.
x1-x6 are the respective shares of different asset classes, I1-I6 is the intrest/dividend those assets yield and w1-w6 the risk weights, which should be less than the total equity of the bank (more or less).
College level, so you must be a professional. Good times man.
Keep it up.
/sci/ seems to be asleep/ignoring my shit.
Hoped that some mathfag would see this as a kind of brainteaser and helped me out here.
Speaking from some asshole that has worked for a bank and seen the weird shit that people have written over the years. You're full of shit.
It's really worse when you see when indians have written to clearly obfucate code to keep their h1bs and other crap going on. They really suck.
Least squares method?
You have to know matrix math to do it.
obfuscate
It's never really been necessary. I can do it if I have to. Generally it'll be some foreign chump that will get it wrong and I'll have to correct it.
~~American White Dude
I always have to correct h1b and indian and foreign bullshit programming. It's frustrating however it pays a lot.
You're still faggy and unatractive
Oh he's attractive to some. Why does it matter to you?
>phd fag
Jealous much you stupid cunt?
The trick is to never put that on a resume.
youtube.com
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