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Questions on the optimization functions of Mathematica such as FindMinimum/FindMaximum, Minimize/Maximize, NMinimize/NMaximize, etc.

7 votes
1 answer
395 views

Risk-return trade-off — solving a convex optimzation

I try to convert a convex optimisation (cvxopt) example to the Wolfram Language from python. Source of the python code: Risk-return trade-off Please advise me on how to convert the following python c …