Linear Programming, Finance, Portfolio, Portfolio Management, Optimization.
IsOrder_i × 30 ≤ quantityX ≤ IsOrder_i * 100 IsOrder_i × 30 ≤ quantityY ≤ IsOrder_i * 90 IsOrder_i × 30 ≤ quantityZ ≤ IsOrder_i * 70 ∑quantity_i =150 Using Pulp package we can define our objective as well as the constraints and solve the problem