I have designed a model for index tracking portfolios with sparsity and I need a freelancer to solve the optimization problem via polynomial interior point algorithm method. I have attached a research paper which has employed this methodology to solve for an optimization problem. If you can do it then you can start writing the research paper.
You can message me and ask me further questions if interested.
7 freelancers are bidding on average $514 for this job
Hi, I have done my major in stats and specific to algorithms.....can work on various barrier methods to provide solution to optimization problem...thanks!!