Hello, I did not immediately reply your answer because I have taken a long time to understand it! It is so awesome! Thank you very much! I really appreciate your help! I read chapter 14 about Nonlinear optimization examples! I just discovered that SAS could do it!It’s so great! Nevertheless , I have one more problem. I have one linear constraint and one Nonlinear constraint (quartic constraint about portfolio kurtosis which is less than a scalar). As I understand I must use NLPQN instead of NLPNRA! IS that sufficient? In the other hand, I still think about the mining of “optn”! Finally, I want to state decision variables wi as positive, I question whether it been subject to a further constraint. Sorry for those lots of questions. Thank you in advance!
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