.ZI_projection {PortfolioOptim}R Documentation

Computes
the solution of the linear program \min c^{T} x for Ax = b, x \ge 0

Description

which fulfills the condition |B(x - xhat)|^2 \to \min

Usage

.ZI_projection(clin, Amat, bmat, xhat, B, maxiter, tol, k)

Arguments

clin

g

Amat

g

bmat

g

xhat

g

B

g

maxiter

g

tol

g

k

g

Value

list


[Package PortfolioOptim version 1.1.1 Index]