I have a very simple maximization problem where I'm solving for the vector
x:
objective function:
w'x = value to maximize
box constraints (for all elements of w):
low < x < high
equality constraint:
sum(x) = 1
But I get inconsistent results depending on what starting values I. I've
tried various packages but none seem to bee the very solver in Excel. Any
recommendations on what packages or functions I should try?
--Nathan
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