Comments (1)
jmbejara
commented on August 18, 2024
S_vals in my code gives S_N in the paper. For the table, we're interested in s_N = S_N / N.
The constraints need to be written as functions that return the number zero when the constraint holds. Recall how we did this when we solved the portfolio optimization problem earlier in the quarter. To make things easy, I would write a function that takes in the parameters theta and returns the value for s_N. That way, you can easily write functions for each constraint. Each constraint is a function of s_N.
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