Non linear optimization

已关闭 已发布的 Sep 10, 2003 货到付款
已关闭 货到付款

**Non-linear optimisation algorithm in Visual Basic**

The non-linear optimisation is the following:

minimize a non-linear function of the following form

min volatility (w1 * x1^2 + w2 * x2^2)

with the following constraints

w1 * x1 + w2 * x2 = 1

w1*E(x1)+w1*E(x2)=1%

where w1, w2 are the 2 unknowns. The algorithm should be flexible to work with 200 unknows (from w1 to w200).

where x1, x2 are both vectors of length 10 (for example) containing some numbers between -3% and +3%. The algorithm should be flexible to work with a max of 200 vectors from x1 to x200.

The aim is to find the value of w1 and w2 using a non-linear.

Hint: for more, check what [url removed, login to view] under non-linear algorithm is delivering. The Excel solver is doing the same but in Excel environment. The aim is to have the algorithm working in VBA, VB and if possible in Delphi (not essential).

In the Excel file attached, the problem is done for the Excel Solver for a vector w of length 8.

## Deliverables

1) Complete and fully-functional working program(s) in executable form as well as complete source code of all work done. 2) Installation package that will install the software (in ready-to-run condition) on the platform(s) specified in this bid request. 3) Complete ownership and distribution copyrights to all work purchased.

## Platform

VBA, VB, Delphi (if possible)

Delphi 工程 MySQL PHP 软件构架 软件测试 Visual Basic

项目ID: #2972899

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