The OPTQP Procedure

Examples: OPTQP Procedure

Subsections:

14.1 Linear Least Squares Problem
14.2 Portfolio Optimization
14.3 Portfolio Selection with Transactions

This section contains examples that illustrate the use of the OPTQP procedure. Example 14.1 illustrates how to model a linear least squares problem and solve it by using PROC OPTQP. Example 14.2 and Example 14.3 explain in detail how to model the portfolio optimization and selection problems.

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