[Clp] Fwd: CLP Solver

Michael Fifield fifieldm at gmail.com
Thu Apr 9 16:30:49 EDT 2009


Hello,

I am an MBA student at Rensselaer Polytechnic Institute in Troy, NY.  We are
trying to put together a portfolio optimizer for our virtual hedge fund
club.  We think that we can use the CLP solver to minimize our constrained
portfolio equation but I'm not sure about the format for the equation and
constraint information to pass it to the CLP solver.  Do you have any
information on that or any examples of what the files are supposed to look
like.

Sincerely,

Michael Fifield
MBA 2009
Rensselaer Polytechnic Institute
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