solver problem with Stock portfolio- two constraints collides

**lirongr1996** · 04-17-2021, 03:42 AM

Hi,
I am trying to optimize the stock portfolio.
I have 12 stocks and I need to choose between 4-8 stocks to the portfolio.
But, The weights of the stocks will be between 0.1 to 0.4.

How can I make the solver choose 4-8 stocks with the constraint of the weights will be at least 0.1 ? That it will be zeros in some wieghts who don't in the portfolio.

I have the constraints:
3. the constraints for choose between 4-8 socks with the binary variables.
4.The sum of the variable represent the weights will be 1
5. The variable represent the weights will be Small equal to the binary variables- I thought that will be help for fill zeros in the stocks that don't int the portfolio.

Thank you for the help.

**alansidman** · 04-17-2021, 03:48 AM

This appears to be a homework assignment.

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